Day Change Summary |
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Previous |
Current |
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12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,137.00 |
1,152.75 |
15.75 |
1.4% |
1,155.25 |
High |
1,152.25 |
1,164.00 |
11.75 |
1.0% |
1,192.25 |
Low |
1,119.00 |
1,134.75 |
15.75 |
1.4% |
1,125.25 |
Close |
1,152.00 |
1,159.50 |
7.50 |
0.7% |
1,147.00 |
Range |
33.25 |
29.25 |
-4.00 |
-12.0% |
67.00 |
ATR |
34.20 |
33.84 |
-0.35 |
-1.0% |
0.00 |
Volume |
67 |
304 |
237 |
353.7% |
311 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.50 |
1,229.25 |
1,175.50 |
|
R3 |
1,211.25 |
1,200.00 |
1,167.50 |
|
R2 |
1,182.00 |
1,182.00 |
1,164.75 |
|
R1 |
1,170.75 |
1,170.75 |
1,162.25 |
1,176.50 |
PP |
1,152.75 |
1,152.75 |
1,152.75 |
1,155.50 |
S1 |
1,141.50 |
1,141.50 |
1,156.75 |
1,147.00 |
S2 |
1,123.50 |
1,123.50 |
1,154.25 |
|
S3 |
1,094.25 |
1,112.25 |
1,151.50 |
|
S4 |
1,065.00 |
1,083.00 |
1,143.50 |
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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 |
|
|
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 |
6.3% |
31.75 |
2.7% |
55% |
False |
False |
122 |
10 |
1,217.75 |
1,119.00 |
98.75 |
8.5% |
29.75 |
2.6% |
41% |
False |
False |
80 |
20 |
1,217.75 |
1,102.00 |
115.75 |
10.0% |
31.00 |
2.7% |
50% |
False |
False |
139 |
40 |
1,335.75 |
1,067.00 |
268.75 |
23.2% |
34.25 |
3.0% |
34% |
False |
False |
91 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.8% |
28.50 |
2.5% |
34% |
False |
False |
68 |
80 |
1,342.75 |
1,067.00 |
275.75 |
23.8% |
22.50 |
1.9% |
34% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.25 |
2.618 |
1,240.50 |
1.618 |
1,211.25 |
1.000 |
1,193.25 |
0.618 |
1,182.00 |
HIGH |
1,164.00 |
0.618 |
1,152.75 |
0.500 |
1,149.50 |
0.382 |
1,146.00 |
LOW |
1,134.75 |
0.618 |
1,116.75 |
1.000 |
1,105.50 |
1.618 |
1,087.50 |
2.618 |
1,058.25 |
4.250 |
1,010.50 |
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