| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,248.75 |
2,210.25 |
-38.50 |
-1.7% |
2,291.00 |
| High |
2,269.50 |
2,251.75 |
-17.75 |
-0.8% |
2,327.25 |
| Low |
2,208.75 |
2,150.00 |
-58.75 |
-2.7% |
2,131.00 |
| Close |
2,214.75 |
2,185.75 |
-29.00 |
-1.3% |
2,197.50 |
| Range |
60.75 |
101.75 |
41.00 |
67.5% |
196.25 |
| ATR |
53.61 |
57.05 |
3.44 |
6.4% |
0.00 |
| Volume |
87 |
133 |
46 |
52.9% |
417 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.00 |
2,445.25 |
2,241.75 |
|
| R3 |
2,399.25 |
2,343.50 |
2,213.75 |
|
| R2 |
2,297.50 |
2,297.50 |
2,204.50 |
|
| R1 |
2,241.75 |
2,241.75 |
2,195.00 |
2,218.75 |
| PP |
2,195.75 |
2,195.75 |
2,195.75 |
2,184.50 |
| S1 |
2,140.00 |
2,140.00 |
2,176.50 |
2,117.00 |
| S2 |
2,094.00 |
2,094.00 |
2,167.00 |
|
| S3 |
1,992.25 |
2,038.25 |
2,157.75 |
|
| S4 |
1,890.50 |
1,936.50 |
2,129.75 |
|
|
| 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 |
2,684.25 |
|
2.618 |
2,518.25 |
|
1.618 |
2,416.50 |
|
1.000 |
2,353.50 |
|
0.618 |
2,314.75 |
|
HIGH |
2,251.75 |
|
0.618 |
2,213.00 |
|
0.500 |
2,201.00 |
|
0.382 |
2,188.75 |
|
LOW |
2,150.00 |
|
0.618 |
2,087.00 |
|
1.000 |
2,048.25 |
|
1.618 |
1,985.25 |
|
2.618 |
1,883.50 |
|
4.250 |
1,717.50 |
|
|