Day Change Summary |
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Previous |
Current |
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|
|
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13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,152.75 |
1,155.75 |
3.00 |
0.3% |
1,155.25 |
High |
1,164.00 |
1,190.00 |
26.00 |
2.2% |
1,192.25 |
Low |
1,134.75 |
1,143.25 |
8.50 |
0.7% |
1,125.25 |
Close |
1,159.50 |
1,176.50 |
17.00 |
1.5% |
1,147.00 |
Range |
29.25 |
46.75 |
17.50 |
59.8% |
67.00 |
ATR |
33.84 |
34.76 |
0.92 |
2.7% |
0.00 |
Volume |
304 |
101 |
-203 |
-66.8% |
311 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.25 |
1,290.00 |
1,202.25 |
|
R3 |
1,263.50 |
1,243.25 |
1,189.25 |
|
R2 |
1,216.75 |
1,216.75 |
1,185.00 |
|
R1 |
1,196.50 |
1,196.50 |
1,180.75 |
1,206.50 |
PP |
1,170.00 |
1,170.00 |
1,170.00 |
1,175.00 |
S1 |
1,149.75 |
1,149.75 |
1,172.25 |
1,160.00 |
S2 |
1,123.25 |
1,123.25 |
1,168.00 |
|
S3 |
1,076.50 |
1,103.00 |
1,163.75 |
|
S4 |
1,029.75 |
1,056.25 |
1,150.75 |
|
|
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 |
6.2% |
35.25 |
3.0% |
78% |
False |
False |
132 |
10 |
1,217.75 |
1,119.00 |
98.75 |
8.4% |
32.00 |
2.7% |
58% |
False |
False |
86 |
20 |
1,217.75 |
1,102.00 |
115.75 |
9.8% |
32.75 |
2.8% |
64% |
False |
False |
144 |
40 |
1,335.75 |
1,067.00 |
268.75 |
22.8% |
35.00 |
3.0% |
41% |
False |
False |
94 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.4% |
29.00 |
2.5% |
40% |
False |
False |
69 |
80 |
1,342.75 |
1,067.00 |
275.75 |
23.4% |
22.75 |
1.9% |
40% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,388.75 |
2.618 |
1,312.50 |
1.618 |
1,265.75 |
1.000 |
1,236.75 |
0.618 |
1,219.00 |
HIGH |
1,190.00 |
0.618 |
1,172.25 |
0.500 |
1,166.50 |
0.382 |
1,161.00 |
LOW |
1,143.25 |
0.618 |
1,114.25 |
1.000 |
1,096.50 |
1.618 |
1,067.50 |
2.618 |
1,020.75 |
4.250 |
944.50 |
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