Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,504.5 |
5,578.0 |
73.5 |
1.3% |
5,552.5 |
High |
5,688.0 |
5,716.0 |
28.0 |
0.5% |
5,595.0 |
Low |
5,502.5 |
5,509.5 |
7.0 |
0.1% |
5,001.0 |
Close |
5,633.0 |
5,603.0 |
-30.0 |
-0.5% |
5,204.5 |
Range |
185.5 |
206.5 |
21.0 |
11.3% |
594.0 |
ATR |
244.3 |
241.6 |
-2.7 |
-1.1% |
0.0 |
Volume |
678 |
584 |
-94 |
-13.9% |
1,146 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,229.0 |
6,122.5 |
5,716.6 |
|
R3 |
6,022.5 |
5,916.0 |
5,659.8 |
|
R2 |
5,816.0 |
5,816.0 |
5,640.9 |
|
R1 |
5,709.5 |
5,709.5 |
5,621.9 |
5,762.8 |
PP |
5,609.5 |
5,609.5 |
5,609.5 |
5,636.1 |
S1 |
5,503.0 |
5,503.0 |
5,584.1 |
5,556.3 |
S2 |
5,403.0 |
5,403.0 |
5,565.1 |
|
S3 |
5,196.5 |
5,296.5 |
5,546.2 |
|
S4 |
4,990.0 |
5,090.0 |
5,489.4 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,048.8 |
6,720.7 |
5,531.2 |
|
R3 |
6,454.8 |
6,126.7 |
5,367.9 |
|
R2 |
5,860.8 |
5,860.8 |
5,313.4 |
|
R1 |
5,532.7 |
5,532.7 |
5,259.0 |
5,399.8 |
PP |
5,266.8 |
5,266.8 |
5,266.8 |
5,200.4 |
S1 |
4,938.7 |
4,938.7 |
5,150.1 |
4,805.8 |
S2 |
4,672.8 |
4,672.8 |
5,095.6 |
|
S3 |
4,078.8 |
4,344.7 |
5,041.2 |
|
S4 |
3,484.8 |
3,750.7 |
4,877.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,716.0 |
5,001.0 |
715.0 |
12.8% |
230.7 |
4.1% |
84% |
True |
False |
423 |
10 |
5,716.0 |
5,001.0 |
715.0 |
12.8% |
210.0 |
3.7% |
84% |
True |
False |
3,350 |
20 |
5,826.0 |
4,988.0 |
838.0 |
15.0% |
203.4 |
3.6% |
73% |
False |
False |
4,014 |
40 |
6,802.5 |
4,988.0 |
1,814.5 |
32.4% |
232.5 |
4.1% |
34% |
False |
False |
2,092 |
60 |
7,570.5 |
4,988.0 |
2,582.5 |
46.1% |
188.6 |
3.4% |
24% |
False |
False |
1,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,593.6 |
2.618 |
6,256.6 |
1.618 |
6,050.1 |
1.000 |
5,922.5 |
0.618 |
5,843.6 |
HIGH |
5,716.0 |
0.618 |
5,637.1 |
0.500 |
5,612.8 |
0.382 |
5,588.4 |
LOW |
5,509.5 |
0.618 |
5,381.9 |
1.000 |
5,303.0 |
1.618 |
5,175.4 |
2.618 |
4,968.9 |
4.250 |
4,631.9 |
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