| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,260.00 |
2,275.00 |
15.00 |
0.7% |
2,128.00 |
| High |
2,279.75 |
2,302.25 |
22.50 |
1.0% |
2,302.25 |
| Low |
2,245.00 |
2,267.00 |
22.00 |
1.0% |
2,126.00 |
| Close |
2,279.75 |
2,303.00 |
23.25 |
1.0% |
2,303.00 |
| Range |
34.75 |
35.25 |
0.50 |
1.4% |
176.25 |
| ATR |
43.65 |
43.05 |
-0.60 |
-1.4% |
0.00 |
| Volume |
147 |
391 |
244 |
166.0% |
550 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.50 |
2,385.00 |
2,322.50 |
|
| R3 |
2,361.25 |
2,349.75 |
2,312.75 |
|
| R2 |
2,326.00 |
2,326.00 |
2,309.50 |
|
| R1 |
2,314.50 |
2,314.50 |
2,306.25 |
2,320.25 |
| PP |
2,290.75 |
2,290.75 |
2,290.75 |
2,293.50 |
| S1 |
2,279.25 |
2,279.25 |
2,299.75 |
2,285.00 |
| S2 |
2,255.50 |
2,255.50 |
2,296.50 |
|
| S3 |
2,220.25 |
2,244.00 |
2,293.25 |
|
| S4 |
2,185.00 |
2,208.75 |
2,283.50 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.50 |
2,714.00 |
2,400.00 |
|
| R3 |
2,596.25 |
2,537.75 |
2,351.50 |
|
| R2 |
2,420.00 |
2,420.00 |
2,335.25 |
|
| R1 |
2,361.50 |
2,361.50 |
2,319.25 |
2,390.75 |
| PP |
2,243.75 |
2,243.75 |
2,243.75 |
2,258.50 |
| S1 |
2,185.25 |
2,185.25 |
2,286.75 |
2,214.50 |
| S2 |
2,067.50 |
2,067.50 |
2,270.75 |
|
| S3 |
1,891.25 |
2,009.00 |
2,254.50 |
|
| S4 |
1,715.00 |
1,832.75 |
2,206.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.00 |
|
2.618 |
2,394.50 |
|
1.618 |
2,359.25 |
|
1.000 |
2,337.50 |
|
0.618 |
2,324.00 |
|
HIGH |
2,302.25 |
|
0.618 |
2,288.75 |
|
0.500 |
2,284.50 |
|
0.382 |
2,280.50 |
|
LOW |
2,267.00 |
|
0.618 |
2,245.25 |
|
1.000 |
2,231.75 |
|
1.618 |
2,210.00 |
|
2.618 |
2,174.75 |
|
4.250 |
2,117.25 |
|
|