Day Change Summary |
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Previous |
Current |
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|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,193.00 |
1,149.25 |
-43.75 |
-3.7% |
1,137.00 |
High |
1,197.25 |
1,152.75 |
-44.50 |
-3.7% |
1,207.25 |
Low |
1,149.50 |
1,100.75 |
-48.75 |
-4.2% |
1,119.00 |
Close |
1,149.75 |
1,117.25 |
-32.50 |
-2.8% |
1,206.00 |
Range |
47.75 |
52.00 |
4.25 |
8.9% |
88.25 |
ATR |
33.55 |
34.87 |
1.32 |
3.9% |
0.00 |
Volume |
945 |
1,082 |
137 |
14.5% |
1,650 |
|
Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.50 |
1,250.50 |
1,145.75 |
|
R3 |
1,227.50 |
1,198.50 |
1,131.50 |
|
R2 |
1,175.50 |
1,175.50 |
1,126.75 |
|
R1 |
1,146.50 |
1,146.50 |
1,122.00 |
1,135.00 |
PP |
1,123.50 |
1,123.50 |
1,123.50 |
1,118.00 |
S1 |
1,094.50 |
1,094.50 |
1,112.50 |
1,083.00 |
S2 |
1,071.50 |
1,071.50 |
1,107.75 |
|
S3 |
1,019.50 |
1,042.50 |
1,103.00 |
|
S4 |
967.50 |
990.50 |
1,088.75 |
|
|
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 |
1,100.75 |
107.25 |
9.6% |
33.00 |
3.0% |
15% |
False |
True |
761 |
10 |
1,208.00 |
1,100.75 |
107.25 |
9.6% |
35.00 |
3.1% |
15% |
False |
True |
514 |
20 |
1,217.75 |
1,100.75 |
117.00 |
10.5% |
32.50 |
2.9% |
14% |
False |
True |
292 |
40 |
1,301.00 |
1,067.00 |
234.00 |
20.9% |
37.25 |
3.3% |
21% |
False |
False |
208 |
60 |
1,342.75 |
1,067.00 |
275.75 |
24.7% |
30.75 |
2.7% |
18% |
False |
False |
146 |
80 |
1,342.75 |
1,067.00 |
275.75 |
24.7% |
25.00 |
2.2% |
18% |
False |
False |
111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.75 |
2.618 |
1,289.00 |
1.618 |
1,237.00 |
1.000 |
1,204.75 |
0.618 |
1,185.00 |
HIGH |
1,152.75 |
0.618 |
1,133.00 |
0.500 |
1,126.75 |
0.382 |
1,120.50 |
LOW |
1,100.75 |
0.618 |
1,068.50 |
1.000 |
1,048.75 |
1.618 |
1,016.50 |
2.618 |
964.50 |
4.250 |
879.75 |
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