Day Change Summary |
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Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,578.0 |
5,573.0 |
-5.0 |
-0.1% |
5,552.5 |
High |
5,716.0 |
5,724.5 |
8.5 |
0.1% |
5,595.0 |
Low |
5,509.5 |
5,554.5 |
45.0 |
0.8% |
5,001.0 |
Close |
5,603.0 |
5,659.0 |
56.0 |
1.0% |
5,204.5 |
Range |
206.5 |
170.0 |
-36.5 |
-17.7% |
594.0 |
ATR |
241.6 |
236.5 |
-5.1 |
-2.1% |
0.0 |
Volume |
584 |
273 |
-311 |
-53.3% |
1,146 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,156.0 |
6,077.5 |
5,752.5 |
|
R3 |
5,986.0 |
5,907.5 |
5,705.8 |
|
R2 |
5,816.0 |
5,816.0 |
5,690.2 |
|
R1 |
5,737.5 |
5,737.5 |
5,674.6 |
5,776.8 |
PP |
5,646.0 |
5,646.0 |
5,646.0 |
5,665.6 |
S1 |
5,567.5 |
5,567.5 |
5,643.4 |
5,606.8 |
S2 |
5,476.0 |
5,476.0 |
5,627.8 |
|
S3 |
5,306.0 |
5,397.5 |
5,612.3 |
|
S4 |
5,136.0 |
5,227.5 |
5,565.5 |
|
|
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 |
5,724.5 |
5,001.0 |
723.5 |
12.8% |
228.3 |
4.0% |
91% |
True |
False |
416 |
10 |
5,724.5 |
5,001.0 |
723.5 |
12.8% |
206.4 |
3.6% |
91% |
True |
False |
908 |
20 |
5,724.5 |
4,988.0 |
736.5 |
13.0% |
205.6 |
3.6% |
91% |
True |
False |
4,020 |
40 |
6,487.0 |
4,988.0 |
1,499.0 |
26.5% |
224.9 |
4.0% |
45% |
False |
False |
2,092 |
60 |
7,520.0 |
4,988.0 |
2,532.0 |
44.7% |
191.3 |
3.4% |
27% |
False |
False |
1,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,447.0 |
2.618 |
6,169.6 |
1.618 |
5,999.6 |
1.000 |
5,894.5 |
0.618 |
5,829.6 |
HIGH |
5,724.5 |
0.618 |
5,659.6 |
0.500 |
5,639.5 |
0.382 |
5,619.4 |
LOW |
5,554.5 |
0.618 |
5,449.4 |
1.000 |
5,384.5 |
1.618 |
5,279.4 |
2.618 |
5,109.4 |
4.250 |
4,832.0 |
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