| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,300.75 |
2,243.75 |
-57.00 |
-2.5% |
2,128.00 |
| High |
2,310.00 |
2,244.25 |
-65.75 |
-2.8% |
2,302.25 |
| Low |
2,241.75 |
2,141.00 |
-100.75 |
-4.5% |
2,126.00 |
| Close |
2,240.75 |
2,170.00 |
-70.75 |
-3.2% |
2,303.00 |
| Range |
68.25 |
103.25 |
35.00 |
51.3% |
176.25 |
| ATR |
45.95 |
50.05 |
4.09 |
8.9% |
0.00 |
| Volume |
127 |
65 |
-62 |
-48.8% |
550 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.75 |
2,435.75 |
2,226.75 |
|
| R3 |
2,391.50 |
2,332.50 |
2,198.50 |
|
| R2 |
2,288.25 |
2,288.25 |
2,189.00 |
|
| R1 |
2,229.25 |
2,229.25 |
2,179.50 |
2,207.00 |
| PP |
2,185.00 |
2,185.00 |
2,185.00 |
2,174.00 |
| S1 |
2,126.00 |
2,126.00 |
2,160.50 |
2,104.00 |
| S2 |
2,081.75 |
2,081.75 |
2,151.00 |
|
| S3 |
1,978.50 |
2,022.75 |
2,141.50 |
|
| S4 |
1,875.25 |
1,919.50 |
2,113.25 |
|
|
| 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 |
2,683.00 |
|
2.618 |
2,514.50 |
|
1.618 |
2,411.25 |
|
1.000 |
2,347.50 |
|
0.618 |
2,308.00 |
|
HIGH |
2,244.25 |
|
0.618 |
2,204.75 |
|
0.500 |
2,192.50 |
|
0.382 |
2,180.50 |
|
LOW |
2,141.00 |
|
0.618 |
2,077.25 |
|
1.000 |
2,037.75 |
|
1.618 |
1,974.00 |
|
2.618 |
1,870.75 |
|
4.250 |
1,702.25 |
|
|