Day Change Summary |
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Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,193.00 |
1,192.00 |
-1.00 |
-0.1% |
1,137.00 |
High |
1,197.25 |
1,208.00 |
10.75 |
0.9% |
1,207.25 |
Low |
1,176.00 |
1,181.00 |
5.00 |
0.4% |
1,119.00 |
Close |
1,192.00 |
1,190.00 |
-2.00 |
-0.2% |
1,206.00 |
Range |
21.25 |
27.00 |
5.75 |
27.1% |
88.25 |
ATR |
32.88 |
32.46 |
-0.42 |
-1.3% |
0.00 |
Volume |
482 |
925 |
443 |
91.9% |
1,650 |
|
Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.00 |
1,259.00 |
1,204.75 |
|
R3 |
1,247.00 |
1,232.00 |
1,197.50 |
|
R2 |
1,220.00 |
1,220.00 |
1,195.00 |
|
R1 |
1,205.00 |
1,205.00 |
1,192.50 |
1,199.00 |
PP |
1,193.00 |
1,193.00 |
1,193.00 |
1,190.00 |
S1 |
1,178.00 |
1,178.00 |
1,187.50 |
1,172.00 |
S2 |
1,166.00 |
1,166.00 |
1,185.00 |
|
S3 |
1,139.00 |
1,151.00 |
1,182.50 |
|
S4 |
1,112.00 |
1,124.00 |
1,175.25 |
|
|
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 |
1,208.00 |
1,143.25 |
64.75 |
5.4% |
28.25 |
2.4% |
72% |
True |
False |
537 |
10 |
1,208.00 |
1,119.00 |
89.00 |
7.5% |
30.00 |
2.5% |
80% |
True |
False |
329 |
20 |
1,217.75 |
1,108.00 |
109.75 |
9.2% |
31.00 |
2.6% |
75% |
False |
False |
233 |
40 |
1,328.00 |
1,067.00 |
261.00 |
21.9% |
35.75 |
3.0% |
47% |
False |
False |
158 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.2% |
29.75 |
2.5% |
45% |
False |
False |
112 |
80 |
1,342.75 |
1,067.00 |
275.75 |
23.2% |
23.75 |
2.0% |
45% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.75 |
2.618 |
1,278.75 |
1.618 |
1,251.75 |
1.000 |
1,235.00 |
0.618 |
1,224.75 |
HIGH |
1,208.00 |
0.618 |
1,197.75 |
0.500 |
1,194.50 |
0.382 |
1,191.25 |
LOW |
1,181.00 |
0.618 |
1,164.25 |
1.000 |
1,154.00 |
1.618 |
1,137.25 |
2.618 |
1,110.25 |
4.250 |
1,066.25 |
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