Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,175.50 |
1,198.00 |
22.50 |
1.9% |
1,137.00 |
High |
1,199.25 |
1,207.25 |
8.00 |
0.7% |
1,207.25 |
Low |
1,171.00 |
1,189.75 |
18.75 |
1.6% |
1,119.00 |
Close |
1,198.50 |
1,206.00 |
7.50 |
0.6% |
1,206.00 |
Range |
28.25 |
17.50 |
-10.75 |
-38.1% |
88.25 |
ATR |
34.30 |
33.10 |
-1.20 |
-3.5% |
0.00 |
Volume |
803 |
375 |
-428 |
-53.3% |
1,650 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.50 |
1,247.25 |
1,215.50 |
|
R3 |
1,236.00 |
1,229.75 |
1,210.75 |
|
R2 |
1,218.50 |
1,218.50 |
1,209.25 |
|
R1 |
1,212.25 |
1,212.25 |
1,207.50 |
1,215.50 |
PP |
1,201.00 |
1,201.00 |
1,201.00 |
1,202.50 |
S1 |
1,194.75 |
1,194.75 |
1,204.50 |
1,198.00 |
S2 |
1,183.50 |
1,183.50 |
1,202.75 |
|
S3 |
1,166.00 |
1,177.25 |
1,201.25 |
|
S4 |
1,148.50 |
1,159.75 |
1,196.50 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.25 |
1,412.25 |
1,254.50 |
|
R3 |
1,354.00 |
1,324.00 |
1,230.25 |
|
R2 |
1,265.75 |
1,265.75 |
1,222.25 |
|
R1 |
1,235.75 |
1,235.75 |
1,214.00 |
1,250.75 |
PP |
1,177.50 |
1,177.50 |
1,177.50 |
1,185.00 |
S1 |
1,147.50 |
1,147.50 |
1,198.00 |
1,162.50 |
S2 |
1,089.25 |
1,089.25 |
1,189.75 |
|
S3 |
1,001.00 |
1,059.25 |
1,181.75 |
|
S4 |
912.75 |
971.00 |
1,157.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,207.25 |
1,119.00 |
88.25 |
7.3% |
31.00 |
2.6% |
99% |
True |
False |
330 |
10 |
1,207.25 |
1,119.00 |
88.25 |
7.3% |
31.50 |
2.6% |
99% |
True |
False |
197 |
20 |
1,217.75 |
1,102.00 |
115.75 |
9.6% |
32.00 |
2.7% |
90% |
False |
False |
201 |
40 |
1,335.75 |
1,067.00 |
268.75 |
22.3% |
35.25 |
2.9% |
52% |
False |
False |
123 |
60 |
1,342.75 |
1,067.00 |
275.75 |
22.9% |
29.25 |
2.4% |
50% |
False |
False |
89 |
80 |
1,342.75 |
1,067.00 |
275.75 |
22.9% |
23.25 |
1.9% |
50% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.50 |
2.618 |
1,253.00 |
1.618 |
1,235.50 |
1.000 |
1,224.75 |
0.618 |
1,218.00 |
HIGH |
1,207.25 |
0.618 |
1,200.50 |
0.500 |
1,198.50 |
0.382 |
1,196.50 |
LOW |
1,189.75 |
0.618 |
1,179.00 |
1.000 |
1,172.25 |
1.618 |
1,161.50 |
2.618 |
1,144.00 |
4.250 |
1,115.50 |
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