Day Change Summary |
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Previous |
Current |
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|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,192.00 |
1,193.00 |
1.00 |
0.1% |
1,137.00 |
High |
1,208.00 |
1,197.25 |
-10.75 |
-0.9% |
1,207.25 |
Low |
1,181.00 |
1,149.50 |
-31.50 |
-2.7% |
1,119.00 |
Close |
1,190.00 |
1,149.75 |
-40.25 |
-3.4% |
1,206.00 |
Range |
27.00 |
47.75 |
20.75 |
76.9% |
88.25 |
ATR |
32.46 |
33.55 |
1.09 |
3.4% |
0.00 |
Volume |
925 |
945 |
20 |
2.2% |
1,650 |
|
Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.75 |
1,277.00 |
1,176.00 |
|
R3 |
1,261.00 |
1,229.25 |
1,163.00 |
|
R2 |
1,213.25 |
1,213.25 |
1,158.50 |
|
R1 |
1,181.50 |
1,181.50 |
1,154.25 |
1,173.50 |
PP |
1,165.50 |
1,165.50 |
1,165.50 |
1,161.50 |
S1 |
1,133.75 |
1,133.75 |
1,145.25 |
1,125.75 |
S2 |
1,117.75 |
1,117.75 |
1,141.00 |
|
S3 |
1,070.00 |
1,086.00 |
1,136.50 |
|
S4 |
1,022.25 |
1,038.25 |
1,123.50 |
|
|
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 |
1,208.00 |
1,149.50 |
58.50 |
5.1% |
28.25 |
2.5% |
0% |
False |
True |
706 |
10 |
1,208.00 |
1,119.00 |
89.00 |
7.7% |
31.75 |
2.8% |
35% |
False |
False |
419 |
20 |
1,217.75 |
1,119.00 |
98.75 |
8.6% |
31.50 |
2.7% |
31% |
False |
False |
278 |
40 |
1,316.50 |
1,067.00 |
249.50 |
21.7% |
36.50 |
3.2% |
33% |
False |
False |
181 |
60 |
1,342.75 |
1,067.00 |
275.75 |
24.0% |
30.00 |
2.6% |
30% |
False |
False |
128 |
80 |
1,342.75 |
1,067.00 |
275.75 |
24.0% |
24.50 |
2.1% |
30% |
False |
False |
98 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.25 |
2.618 |
1,322.25 |
1.618 |
1,274.50 |
1.000 |
1,245.00 |
0.618 |
1,226.75 |
HIGH |
1,197.25 |
0.618 |
1,179.00 |
0.500 |
1,173.50 |
0.382 |
1,167.75 |
LOW |
1,149.50 |
0.618 |
1,120.00 |
1.000 |
1,101.75 |
1.618 |
1,072.25 |
2.618 |
1,024.50 |
4.250 |
946.50 |
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