| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,126.0 |
2,153.0 |
27.0 |
1.3% |
2,085.0 |
| High |
2,189.0 |
2,204.0 |
15.0 |
0.7% |
2,131.0 |
| Low |
2,117.0 |
2,134.0 |
17.0 |
0.8% |
1,927.0 |
| Close |
2,172.0 |
2,159.0 |
-13.0 |
-0.6% |
2,008.0 |
| Range |
72.0 |
70.0 |
-2.0 |
-2.8% |
204.0 |
| ATR |
93.2 |
91.5 |
-1.7 |
-1.8% |
0.0 |
| Volume |
14,249 |
514 |
-13,735 |
-96.4% |
9,329 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.7 |
2,337.3 |
2,197.5 |
|
| R3 |
2,305.7 |
2,267.3 |
2,178.3 |
|
| R2 |
2,235.7 |
2,235.7 |
2,171.8 |
|
| R1 |
2,197.3 |
2,197.3 |
2,165.4 |
2,216.5 |
| PP |
2,165.7 |
2,165.7 |
2,165.7 |
2,175.3 |
| S1 |
2,127.3 |
2,127.3 |
2,152.6 |
2,146.5 |
| S2 |
2,095.7 |
2,095.7 |
2,146.2 |
|
| S3 |
2,025.7 |
2,057.3 |
2,139.8 |
|
| S4 |
1,955.7 |
1,987.3 |
2,120.5 |
|
|
| 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 |
2,204.0 |
1,927.0 |
277.0 |
12.8% |
89.8 |
4.2% |
84% |
True |
False |
3,757 |
| 10 |
2,204.0 |
1,927.0 |
277.0 |
12.8% |
78.0 |
3.6% |
84% |
True |
False |
11,142 |
| 20 |
2,310.0 |
1,927.0 |
383.0 |
17.7% |
79.3 |
3.7% |
61% |
False |
False |
19,143 |
| 40 |
2,531.0 |
1,927.0 |
604.0 |
28.0% |
85.6 |
4.0% |
38% |
False |
False |
10,081 |
| 60 |
2,869.0 |
1,927.0 |
942.0 |
43.6% |
73.7 |
3.4% |
25% |
False |
False |
6,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.5 |
|
2.618 |
2,387.3 |
|
1.618 |
2,317.3 |
|
1.000 |
2,274.0 |
|
0.618 |
2,247.3 |
|
HIGH |
2,204.0 |
|
0.618 |
2,177.3 |
|
0.500 |
2,169.0 |
|
0.382 |
2,160.7 |
|
LOW |
2,134.0 |
|
0.618 |
2,090.7 |
|
1.000 |
2,064.0 |
|
1.618 |
2,020.7 |
|
2.618 |
1,950.7 |
|
4.250 |
1,836.5 |
|
|