Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,830.0 |
1,788.0 |
-42.0 |
-2.3% |
1,859.4 |
High |
1,831.7 |
1,815.0 |
-16.7 |
-0.9% |
1,864.9 |
Low |
1,778.8 |
1,786.0 |
7.2 |
0.4% |
1,771.7 |
Close |
1,782.6 |
1,812.8 |
30.2 |
1.7% |
1,818.3 |
Range |
52.9 |
29.0 |
-23.9 |
-45.2% |
93.2 |
ATR |
49.0 |
47.9 |
-1.2 |
-2.4% |
0.0 |
Volume |
869 |
456 |
-413 |
-47.5% |
3,436 |
|
Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.6 |
1,881.2 |
1,828.8 |
|
R3 |
1,862.6 |
1,852.2 |
1,820.8 |
|
R2 |
1,833.6 |
1,833.6 |
1,818.1 |
|
R1 |
1,823.2 |
1,823.2 |
1,815.5 |
1,828.4 |
PP |
1,804.6 |
1,804.6 |
1,804.6 |
1,807.2 |
S1 |
1,794.2 |
1,794.2 |
1,810.1 |
1,799.4 |
S2 |
1,775.6 |
1,775.6 |
1,807.5 |
|
S3 |
1,746.6 |
1,765.2 |
1,804.8 |
|
S4 |
1,717.6 |
1,736.2 |
1,796.9 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,097.9 |
2,051.3 |
1,869.6 |
|
R3 |
2,004.7 |
1,958.1 |
1,843.9 |
|
R2 |
1,911.5 |
1,911.5 |
1,835.4 |
|
R1 |
1,864.9 |
1,864.9 |
1,826.8 |
1,841.6 |
PP |
1,818.3 |
1,818.3 |
1,818.3 |
1,806.7 |
S1 |
1,771.7 |
1,771.7 |
1,809.8 |
1,748.4 |
S2 |
1,725.1 |
1,725.1 |
1,801.2 |
|
S3 |
1,631.9 |
1,678.5 |
1,792.7 |
|
S4 |
1,538.7 |
1,585.3 |
1,767.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,850.2 |
1,771.7 |
78.5 |
4.3% |
43.3 |
2.4% |
52% |
False |
False |
686 |
10 |
1,888.2 |
1,771.7 |
116.5 |
6.4% |
51.4 |
2.8% |
35% |
False |
False |
652 |
20 |
1,925.0 |
1,711.8 |
213.2 |
11.8% |
54.9 |
3.0% |
47% |
False |
False |
593 |
40 |
1,925.0 |
1,608.6 |
316.4 |
17.5% |
43.3 |
2.4% |
65% |
False |
False |
495 |
60 |
1,925.0 |
1,490.0 |
435.0 |
24.0% |
32.3 |
1.8% |
74% |
False |
False |
405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.3 |
2.618 |
1,890.9 |
1.618 |
1,861.9 |
1.000 |
1,844.0 |
0.618 |
1,832.9 |
HIGH |
1,815.0 |
0.618 |
1,803.9 |
0.500 |
1,800.5 |
0.382 |
1,797.1 |
LOW |
1,786.0 |
0.618 |
1,768.1 |
1.000 |
1,757.0 |
1.618 |
1,739.1 |
2.618 |
1,710.1 |
4.250 |
1,662.8 |
|
|