Day Change Summary |
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Previous |
Current |
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08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,189.25 |
1,168.00 |
-21.25 |
-1.8% |
1,155.25 |
High |
1,192.25 |
1,182.50 |
-9.75 |
-0.8% |
1,192.25 |
Low |
1,171.50 |
1,136.75 |
-34.75 |
-3.0% |
1,125.25 |
Close |
1,174.50 |
1,147.00 |
-27.50 |
-2.3% |
1,147.00 |
Range |
20.75 |
45.75 |
25.00 |
120.5% |
67.00 |
ATR |
33.39 |
34.27 |
0.88 |
2.6% |
0.00 |
Volume |
131 |
60 |
-71 |
-54.2% |
311 |
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Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.75 |
1,265.50 |
1,172.25 |
|
R3 |
1,247.00 |
1,219.75 |
1,159.50 |
|
R2 |
1,201.25 |
1,201.25 |
1,155.50 |
|
R1 |
1,174.00 |
1,174.00 |
1,151.25 |
1,164.75 |
PP |
1,155.50 |
1,155.50 |
1,155.50 |
1,150.75 |
S1 |
1,128.25 |
1,128.25 |
1,142.75 |
1,119.00 |
S2 |
1,109.75 |
1,109.75 |
1,138.50 |
|
S3 |
1,064.00 |
1,082.50 |
1,134.50 |
|
S4 |
1,018.25 |
1,036.75 |
1,121.75 |
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Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.75 |
1,318.50 |
1,183.75 |
|
R3 |
1,288.75 |
1,251.50 |
1,165.50 |
|
R2 |
1,221.75 |
1,221.75 |
1,159.25 |
|
R1 |
1,184.50 |
1,184.50 |
1,153.25 |
1,169.50 |
PP |
1,154.75 |
1,154.75 |
1,154.75 |
1,147.50 |
S1 |
1,117.50 |
1,117.50 |
1,140.75 |
1,102.50 |
S2 |
1,087.75 |
1,087.75 |
1,134.75 |
|
S3 |
1,020.75 |
1,050.50 |
1,128.50 |
|
S4 |
953.75 |
983.50 |
1,110.25 |
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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 |
1,192.25 |
1,125.25 |
67.00 |
5.8% |
32.00 |
2.8% |
32% |
False |
False |
65 |
10 |
1,217.75 |
1,123.50 |
94.25 |
8.2% |
31.50 |
2.7% |
25% |
False |
False |
70 |
20 |
1,217.75 |
1,102.00 |
115.75 |
10.1% |
30.75 |
2.7% |
39% |
False |
False |
124 |
40 |
1,335.75 |
1,067.00 |
268.75 |
23.4% |
33.50 |
2.9% |
30% |
False |
False |
85 |
60 |
1,342.75 |
1,067.00 |
275.75 |
24.0% |
28.00 |
2.4% |
29% |
False |
False |
63 |
80 |
1,342.75 |
1,067.00 |
275.75 |
24.0% |
21.50 |
1.9% |
29% |
False |
False |
48 |
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Fibonacci Retracements and Extensions |
4.250 |
1,377.00 |
2.618 |
1,302.25 |
1.618 |
1,256.50 |
1.000 |
1,228.25 |
0.618 |
1,210.75 |
HIGH |
1,182.50 |
0.618 |
1,165.00 |
0.500 |
1,159.50 |
0.382 |
1,154.25 |
LOW |
1,136.75 |
0.618 |
1,108.50 |
1.000 |
1,091.00 |
1.618 |
1,062.75 |
2.618 |
1,017.00 |
4.250 |
942.25 |
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