| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,993.0 |
1,982.0 |
-11.0 |
-0.6% |
2,085.0 |
| High |
2,021.0 |
2,101.0 |
80.0 |
4.0% |
2,131.0 |
| Low |
1,927.0 |
1,965.0 |
38.0 |
2.0% |
1,927.0 |
| Close |
2,008.0 |
2,068.0 |
60.0 |
3.0% |
2,008.0 |
| Range |
94.0 |
136.0 |
42.0 |
44.7% |
204.0 |
| ATR |
87.6 |
91.0 |
3.5 |
4.0% |
0.0 |
| Volume |
669 |
409 |
-260 |
-38.9% |
9,329 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.7 |
2,396.3 |
2,142.8 |
|
| R3 |
2,316.7 |
2,260.3 |
2,105.4 |
|
| R2 |
2,180.7 |
2,180.7 |
2,092.9 |
|
| R1 |
2,124.3 |
2,124.3 |
2,080.5 |
2,152.5 |
| PP |
2,044.7 |
2,044.7 |
2,044.7 |
2,058.8 |
| S1 |
1,988.3 |
1,988.3 |
2,055.5 |
2,016.5 |
| S2 |
1,908.7 |
1,908.7 |
2,043.1 |
|
| S3 |
1,772.7 |
1,852.3 |
2,030.6 |
|
| S4 |
1,636.7 |
1,716.3 |
1,993.2 |
|
|
| 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 |
|
|
| 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 |
9.9% |
91.8 |
4.4% |
69% |
False |
False |
1,932 |
| 10 |
2,178.0 |
1,927.0 |
251.0 |
12.1% |
87.1 |
4.2% |
56% |
False |
False |
24,278 |
| 20 |
2,310.0 |
1,927.0 |
383.0 |
18.5% |
78.1 |
3.8% |
37% |
False |
False |
18,514 |
| 40 |
2,590.0 |
1,927.0 |
663.0 |
32.1% |
85.9 |
4.2% |
21% |
False |
False |
9,762 |
| 60 |
2,869.0 |
1,927.0 |
942.0 |
45.6% |
71.9 |
3.5% |
15% |
False |
False |
6,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,679.0 |
|
2.618 |
2,457.0 |
|
1.618 |
2,321.0 |
|
1.000 |
2,237.0 |
|
0.618 |
2,185.0 |
|
HIGH |
2,101.0 |
|
0.618 |
2,049.0 |
|
0.500 |
2,033.0 |
|
0.382 |
2,017.0 |
|
LOW |
1,965.0 |
|
0.618 |
1,881.0 |
|
1.000 |
1,829.0 |
|
1.618 |
1,745.0 |
|
2.618 |
1,609.0 |
|
4.250 |
1,387.0 |
|
|