| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,234.00 |
2,248.75 |
14.75 |
0.7% |
2,291.00 |
| High |
2,276.25 |
2,269.50 |
-6.75 |
-0.3% |
2,327.25 |
| Low |
2,218.75 |
2,208.75 |
-10.00 |
-0.5% |
2,131.00 |
| Close |
2,249.75 |
2,214.75 |
-35.00 |
-1.6% |
2,197.50 |
| Range |
57.50 |
60.75 |
3.25 |
5.7% |
196.25 |
| ATR |
53.06 |
53.61 |
0.55 |
1.0% |
0.00 |
| Volume |
51 |
87 |
36 |
70.6% |
417 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.25 |
2,374.75 |
2,248.25 |
|
| R3 |
2,352.50 |
2,314.00 |
2,231.50 |
|
| R2 |
2,291.75 |
2,291.75 |
2,226.00 |
|
| R1 |
2,253.25 |
2,253.25 |
2,220.25 |
2,242.00 |
| PP |
2,231.00 |
2,231.00 |
2,231.00 |
2,225.50 |
| S1 |
2,192.50 |
2,192.50 |
2,209.25 |
2,181.50 |
| S2 |
2,170.25 |
2,170.25 |
2,203.50 |
|
| S3 |
2,109.50 |
2,131.75 |
2,198.00 |
|
| S4 |
2,048.75 |
2,071.00 |
2,181.25 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.25 |
2,698.75 |
2,305.50 |
|
| R3 |
2,611.00 |
2,502.50 |
2,251.50 |
|
| R2 |
2,414.75 |
2,414.75 |
2,233.50 |
|
| R1 |
2,306.25 |
2,306.25 |
2,215.50 |
2,262.50 |
| PP |
2,218.50 |
2,218.50 |
2,218.50 |
2,196.75 |
| S1 |
2,110.00 |
2,110.00 |
2,179.50 |
2,066.00 |
| S2 |
2,022.25 |
2,022.25 |
2,161.50 |
|
| S3 |
1,826.00 |
1,913.75 |
2,143.50 |
|
| S4 |
1,629.75 |
1,717.50 |
2,089.50 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.75 |
|
2.618 |
2,428.50 |
|
1.618 |
2,367.75 |
|
1.000 |
2,330.25 |
|
0.618 |
2,307.00 |
|
HIGH |
2,269.50 |
|
0.618 |
2,246.25 |
|
0.500 |
2,239.00 |
|
0.382 |
2,232.00 |
|
LOW |
2,208.75 |
|
0.618 |
2,171.25 |
|
1.000 |
2,148.00 |
|
1.618 |
2,110.50 |
|
2.618 |
2,049.75 |
|
4.250 |
1,950.50 |
|
|