| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,153.0 |
2,148.0 |
-5.0 |
-0.2% |
2,085.0 |
| High |
2,204.0 |
2,212.0 |
8.0 |
0.4% |
2,131.0 |
| Low |
2,134.0 |
2,144.0 |
10.0 |
0.5% |
1,927.0 |
| Close |
2,159.0 |
2,195.0 |
36.0 |
1.7% |
2,008.0 |
| Range |
70.0 |
68.0 |
-2.0 |
-2.9% |
204.0 |
| ATR |
91.5 |
89.8 |
-1.7 |
-1.8% |
0.0 |
| Volume |
514 |
199 |
-315 |
-61.3% |
9,329 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,387.7 |
2,359.3 |
2,232.4 |
|
| R3 |
2,319.7 |
2,291.3 |
2,213.7 |
|
| R2 |
2,251.7 |
2,251.7 |
2,207.5 |
|
| R1 |
2,223.3 |
2,223.3 |
2,201.2 |
2,237.5 |
| PP |
2,183.7 |
2,183.7 |
2,183.7 |
2,190.8 |
| S1 |
2,155.3 |
2,155.3 |
2,188.8 |
2,169.5 |
| S2 |
2,115.7 |
2,115.7 |
2,182.5 |
|
| S3 |
2,047.7 |
2,087.3 |
2,176.3 |
|
| S4 |
1,979.7 |
2,019.3 |
2,157.6 |
|
|
| 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 |
2,212.0 |
1,927.0 |
285.0 |
13.0% |
88.0 |
4.0% |
94% |
True |
False |
3,208 |
| 10 |
2,212.0 |
1,927.0 |
285.0 |
13.0% |
75.3 |
3.4% |
94% |
True |
False |
4,493 |
| 20 |
2,258.0 |
1,927.0 |
331.0 |
15.1% |
79.7 |
3.6% |
81% |
False |
False |
18,924 |
| 40 |
2,430.0 |
1,927.0 |
503.0 |
22.9% |
83.5 |
3.8% |
53% |
False |
False |
10,079 |
| 60 |
2,858.0 |
1,927.0 |
931.0 |
42.4% |
74.4 |
3.4% |
29% |
False |
False |
6,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.0 |
|
2.618 |
2,390.0 |
|
1.618 |
2,322.0 |
|
1.000 |
2,280.0 |
|
0.618 |
2,254.0 |
|
HIGH |
2,212.0 |
|
0.618 |
2,186.0 |
|
0.500 |
2,178.0 |
|
0.382 |
2,170.0 |
|
LOW |
2,144.0 |
|
0.618 |
2,102.0 |
|
1.000 |
2,076.0 |
|
1.618 |
2,034.0 |
|
2.618 |
1,966.0 |
|
4.250 |
1,855.0 |
|
|