| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,275.00 |
2,291.00 |
16.00 |
0.7% |
2,128.00 |
| High |
2,302.25 |
2,309.00 |
6.75 |
0.3% |
2,302.25 |
| Low |
2,267.00 |
2,251.50 |
-15.50 |
-0.7% |
2,126.00 |
| Close |
2,303.00 |
2,297.00 |
-6.00 |
-0.3% |
2,303.00 |
| Range |
35.25 |
57.50 |
22.25 |
63.1% |
176.25 |
| ATR |
43.05 |
44.08 |
1.03 |
2.4% |
0.00 |
| Volume |
391 |
18 |
-373 |
-95.4% |
550 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.25 |
2,435.25 |
2,328.50 |
|
| R3 |
2,400.75 |
2,377.75 |
2,312.75 |
|
| R2 |
2,343.25 |
2,343.25 |
2,307.50 |
|
| R1 |
2,320.25 |
2,320.25 |
2,302.25 |
2,331.75 |
| PP |
2,285.75 |
2,285.75 |
2,285.75 |
2,291.50 |
| S1 |
2,262.75 |
2,262.75 |
2,291.75 |
2,274.25 |
| S2 |
2,228.25 |
2,228.25 |
2,286.50 |
|
| S3 |
2,170.75 |
2,205.25 |
2,281.25 |
|
| S4 |
2,113.25 |
2,147.75 |
2,265.50 |
|
|
| 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 |
2,553.50 |
|
2.618 |
2,459.50 |
|
1.618 |
2,402.00 |
|
1.000 |
2,366.50 |
|
0.618 |
2,344.50 |
|
HIGH |
2,309.00 |
|
0.618 |
2,287.00 |
|
0.500 |
2,280.25 |
|
0.382 |
2,273.50 |
|
LOW |
2,251.50 |
|
0.618 |
2,216.00 |
|
1.000 |
2,194.00 |
|
1.618 |
2,158.50 |
|
2.618 |
2,101.00 |
|
4.250 |
2,007.00 |
|
|