Day Change Summary |
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Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,230.0 |
5,064.0 |
-166.0 |
-3.2% |
5,078.0 |
High |
5,230.5 |
5,064.0 |
-166.5 |
-3.2% |
5,299.5 |
Low |
5,211.0 |
4,962.0 |
-249.0 |
-4.8% |
5,078.0 |
Close |
5,211.0 |
4,979.5 |
-231.5 |
-4.4% |
5,296.5 |
Range |
19.5 |
102.0 |
82.5 |
423.1% |
221.5 |
ATR |
82.8 |
94.7 |
11.9 |
14.3% |
0.0 |
Volume |
10 |
3 |
-7 |
-70.0% |
98 |
|
Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,308.0 |
5,245.5 |
5,035.5 |
|
R3 |
5,206.0 |
5,143.5 |
5,007.5 |
|
R2 |
5,104.0 |
5,104.0 |
4,998.0 |
|
R1 |
5,041.5 |
5,041.5 |
4,989.0 |
5,022.0 |
PP |
5,002.0 |
5,002.0 |
5,002.0 |
4,992.0 |
S1 |
4,939.5 |
4,939.5 |
4,970.0 |
4,920.0 |
S2 |
4,900.0 |
4,900.0 |
4,961.0 |
|
S3 |
4,798.0 |
4,837.5 |
4,951.5 |
|
S4 |
4,696.0 |
4,735.5 |
4,923.5 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,889.0 |
5,814.5 |
5,418.5 |
|
R3 |
5,667.5 |
5,593.0 |
5,357.5 |
|
R2 |
5,446.0 |
5,446.0 |
5,337.0 |
|
R1 |
5,371.5 |
5,371.5 |
5,317.0 |
5,409.0 |
PP |
5,224.5 |
5,224.5 |
5,224.5 |
5,243.5 |
S1 |
5,150.0 |
5,150.0 |
5,276.0 |
5,187.0 |
S2 |
5,003.0 |
5,003.0 |
5,256.0 |
|
S3 |
4,781.5 |
4,928.5 |
5,235.5 |
|
S4 |
4,560.0 |
4,707.0 |
5,174.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,305.5 |
4,962.0 |
343.5 |
6.9% |
42.5 |
0.9% |
5% |
False |
True |
15 |
10 |
5,305.5 |
4,962.0 |
343.5 |
6.9% |
23.5 |
0.5% |
5% |
False |
True |
12 |
20 |
5,333.5 |
4,962.0 |
371.5 |
7.5% |
12.5 |
0.2% |
5% |
False |
True |
7 |
40 |
5,772.5 |
4,929.0 |
843.5 |
16.9% |
14.5 |
0.3% |
6% |
False |
False |
6 |
60 |
5,960.5 |
4,929.0 |
1,031.5 |
20.7% |
10.5 |
0.2% |
5% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,497.5 |
2.618 |
5,331.0 |
1.618 |
5,229.0 |
1.000 |
5,166.0 |
0.618 |
5,127.0 |
HIGH |
5,064.0 |
0.618 |
5,025.0 |
0.500 |
5,013.0 |
0.382 |
5,001.0 |
LOW |
4,962.0 |
0.618 |
4,899.0 |
1.000 |
4,860.0 |
1.618 |
4,797.0 |
2.618 |
4,695.0 |
4.250 |
4,528.5 |
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