Day Change Summary |
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Previous |
Current |
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|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,155.75 |
1,175.50 |
19.75 |
1.7% |
1,155.25 |
High |
1,190.00 |
1,199.25 |
9.25 |
0.8% |
1,192.25 |
Low |
1,143.25 |
1,171.00 |
27.75 |
2.4% |
1,125.25 |
Close |
1,176.50 |
1,198.50 |
22.00 |
1.9% |
1,147.00 |
Range |
46.75 |
28.25 |
-18.50 |
-39.6% |
67.00 |
ATR |
34.76 |
34.30 |
-0.47 |
-1.3% |
0.00 |
Volume |
101 |
803 |
702 |
695.0% |
311 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.25 |
1,264.75 |
1,214.00 |
|
R3 |
1,246.00 |
1,236.50 |
1,206.25 |
|
R2 |
1,217.75 |
1,217.75 |
1,203.75 |
|
R1 |
1,208.25 |
1,208.25 |
1,201.00 |
1,213.00 |
PP |
1,189.50 |
1,189.50 |
1,189.50 |
1,192.00 |
S1 |
1,180.00 |
1,180.00 |
1,196.00 |
1,184.75 |
S2 |
1,161.25 |
1,161.25 |
1,193.25 |
|
S3 |
1,133.00 |
1,151.75 |
1,190.75 |
|
S4 |
1,104.75 |
1,123.50 |
1,183.00 |
|
|
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 |
1,199.25 |
1,119.00 |
80.25 |
6.7% |
36.75 |
3.1% |
99% |
True |
False |
267 |
10 |
1,216.25 |
1,119.00 |
97.25 |
8.1% |
32.25 |
2.7% |
82% |
False |
False |
165 |
20 |
1,217.75 |
1,102.00 |
115.75 |
9.7% |
33.00 |
2.8% |
83% |
False |
False |
183 |
40 |
1,335.75 |
1,067.00 |
268.75 |
22.4% |
35.50 |
3.0% |
49% |
False |
False |
114 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.0% |
29.25 |
2.4% |
48% |
False |
False |
83 |
80 |
1,342.75 |
1,067.00 |
275.75 |
23.0% |
23.00 |
1.9% |
48% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.25 |
2.618 |
1,273.25 |
1.618 |
1,245.00 |
1.000 |
1,227.50 |
0.618 |
1,216.75 |
HIGH |
1,199.25 |
0.618 |
1,188.50 |
0.500 |
1,185.00 |
0.382 |
1,181.75 |
LOW |
1,171.00 |
0.618 |
1,153.50 |
1.000 |
1,142.75 |
1.618 |
1,125.25 |
2.618 |
1,097.00 |
4.250 |
1,051.00 |
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