Day Change Summary |
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Previous |
Current |
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09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,168.00 |
1,137.00 |
-31.00 |
-2.7% |
1,155.25 |
High |
1,182.50 |
1,152.25 |
-30.25 |
-2.6% |
1,192.25 |
Low |
1,136.75 |
1,119.00 |
-17.75 |
-1.6% |
1,125.25 |
Close |
1,147.00 |
1,152.00 |
5.00 |
0.4% |
1,147.00 |
Range |
45.75 |
33.25 |
-12.50 |
-27.3% |
67.00 |
ATR |
34.27 |
34.20 |
-0.07 |
-0.2% |
0.00 |
Volume |
60 |
67 |
7 |
11.7% |
311 |
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Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.75 |
1,229.75 |
1,170.25 |
|
R3 |
1,207.50 |
1,196.50 |
1,161.25 |
|
R2 |
1,174.25 |
1,174.25 |
1,158.00 |
|
R1 |
1,163.25 |
1,163.25 |
1,155.00 |
1,168.75 |
PP |
1,141.00 |
1,141.00 |
1,141.00 |
1,144.00 |
S1 |
1,130.00 |
1,130.00 |
1,149.00 |
1,135.50 |
S2 |
1,107.75 |
1,107.75 |
1,146.00 |
|
S3 |
1,074.50 |
1,096.75 |
1,142.75 |
|
S4 |
1,041.25 |
1,063.50 |
1,133.75 |
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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 |
1,119.00 |
73.25 |
6.4% |
32.00 |
2.8% |
45% |
False |
True |
75 |
10 |
1,217.75 |
1,119.00 |
98.75 |
8.6% |
30.25 |
2.6% |
33% |
False |
True |
74 |
20 |
1,217.75 |
1,102.00 |
115.75 |
10.0% |
30.50 |
2.6% |
43% |
False |
False |
124 |
40 |
1,335.75 |
1,067.00 |
268.75 |
23.3% |
34.00 |
3.0% |
32% |
False |
False |
86 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.9% |
28.25 |
2.5% |
31% |
False |
False |
64 |
80 |
1,342.75 |
1,067.00 |
275.75 |
23.9% |
22.00 |
1.9% |
31% |
False |
False |
49 |
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Fibonacci Retracements and Extensions |
4.250 |
1,293.50 |
2.618 |
1,239.25 |
1.618 |
1,206.00 |
1.000 |
1,185.50 |
0.618 |
1,172.75 |
HIGH |
1,152.25 |
0.618 |
1,139.50 |
0.500 |
1,135.50 |
0.382 |
1,131.75 |
LOW |
1,119.00 |
0.618 |
1,098.50 |
1.000 |
1,085.75 |
1.618 |
1,065.25 |
2.618 |
1,032.00 |
4.250 |
977.75 |
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