Day Change Summary |
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Previous |
Current |
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22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,021.0 |
1,993.0 |
-28.0 |
-1.4% |
2,085.0 |
High |
2,032.0 |
2,021.0 |
-11.0 |
-0.5% |
2,131.0 |
Low |
1,955.0 |
1,927.0 |
-28.0 |
-1.4% |
1,927.0 |
Close |
1,981.0 |
2,008.0 |
27.0 |
1.4% |
2,008.0 |
Range |
77.0 |
94.0 |
17.0 |
22.1% |
204.0 |
ATR |
87.1 |
87.6 |
0.5 |
0.6% |
0.0 |
Volume |
2,945 |
669 |
-2,276 |
-77.3% |
9,329 |
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Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,267.3 |
2,231.7 |
2,059.7 |
|
R3 |
2,173.3 |
2,137.7 |
2,033.9 |
|
R2 |
2,079.3 |
2,079.3 |
2,025.2 |
|
R1 |
2,043.7 |
2,043.7 |
2,016.6 |
2,061.5 |
PP |
1,985.3 |
1,985.3 |
1,985.3 |
1,994.3 |
S1 |
1,949.7 |
1,949.7 |
1,999.4 |
1,967.5 |
S2 |
1,891.3 |
1,891.3 |
1,990.8 |
|
S3 |
1,797.3 |
1,855.7 |
1,982.2 |
|
S4 |
1,703.3 |
1,761.7 |
1,956.3 |
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|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,634.0 |
2,525.0 |
2,120.2 |
|
R3 |
2,430.0 |
2,321.0 |
2,064.1 |
|
R2 |
2,226.0 |
2,226.0 |
2,045.4 |
|
R1 |
2,117.0 |
2,117.0 |
2,026.7 |
2,069.5 |
PP |
2,022.0 |
2,022.0 |
2,022.0 |
1,998.3 |
S1 |
1,913.0 |
1,913.0 |
1,989.3 |
1,865.5 |
S2 |
1,818.0 |
1,818.0 |
1,970.6 |
|
S3 |
1,614.0 |
1,709.0 |
1,951.9 |
|
S4 |
1,410.0 |
1,505.0 |
1,895.8 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,131.0 |
1,927.0 |
204.0 |
10.2% |
71.0 |
3.5% |
40% |
False |
True |
1,865 |
10 |
2,178.0 |
1,927.0 |
251.0 |
12.5% |
78.8 |
3.9% |
32% |
False |
True |
27,637 |
20 |
2,310.0 |
1,927.0 |
383.0 |
19.1% |
73.1 |
3.6% |
21% |
False |
True |
18,541 |
40 |
2,702.0 |
1,927.0 |
775.0 |
38.6% |
85.7 |
4.3% |
10% |
False |
True |
9,758 |
60 |
2,874.0 |
1,927.0 |
947.0 |
47.2% |
69.8 |
3.5% |
9% |
False |
True |
6,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,420.5 |
2.618 |
2,267.1 |
1.618 |
2,173.1 |
1.000 |
2,115.0 |
0.618 |
2,079.1 |
HIGH |
2,021.0 |
0.618 |
1,985.1 |
0.500 |
1,974.0 |
0.382 |
1,962.9 |
LOW |
1,927.0 |
0.618 |
1,868.9 |
1.000 |
1,833.0 |
1.618 |
1,774.9 |
2.618 |
1,680.9 |
4.250 |
1,527.5 |
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