Day Change Summary |
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Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,788.0 |
1,807.3 |
19.3 |
1.1% |
1,859.4 |
High |
1,815.0 |
1,818.8 |
3.8 |
0.2% |
1,864.9 |
Low |
1,786.0 |
1,785.0 |
-1.0 |
-0.1% |
1,771.7 |
Close |
1,812.8 |
1,811.6 |
-1.2 |
-0.1% |
1,818.3 |
Range |
29.0 |
33.8 |
4.8 |
16.6% |
93.2 |
ATR |
47.9 |
46.9 |
-1.0 |
-2.1% |
0.0 |
Volume |
456 |
134 |
-322 |
-70.6% |
3,436 |
|
Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.5 |
1,892.9 |
1,830.2 |
|
R3 |
1,872.7 |
1,859.1 |
1,820.9 |
|
R2 |
1,838.9 |
1,838.9 |
1,817.8 |
|
R1 |
1,825.3 |
1,825.3 |
1,814.7 |
1,832.1 |
PP |
1,805.1 |
1,805.1 |
1,805.1 |
1,808.6 |
S1 |
1,791.5 |
1,791.5 |
1,808.5 |
1,798.3 |
S2 |
1,771.3 |
1,771.3 |
1,805.4 |
|
S3 |
1,737.5 |
1,757.7 |
1,802.3 |
|
S4 |
1,703.7 |
1,723.9 |
1,793.0 |
|
|
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 |
1,831.7 |
1,771.7 |
60.0 |
3.3% |
44.2 |
2.4% |
67% |
False |
False |
568 |
10 |
1,888.2 |
1,771.7 |
116.5 |
6.4% |
46.2 |
2.5% |
34% |
False |
False |
581 |
20 |
1,925.0 |
1,711.8 |
213.2 |
11.8% |
52.2 |
2.9% |
47% |
False |
False |
556 |
40 |
1,925.0 |
1,608.6 |
316.4 |
17.5% |
44.0 |
2.4% |
64% |
False |
False |
497 |
60 |
1,925.0 |
1,490.0 |
435.0 |
24.0% |
32.7 |
1.8% |
74% |
False |
False |
400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,962.5 |
2.618 |
1,907.3 |
1.618 |
1,873.5 |
1.000 |
1,852.6 |
0.618 |
1,839.7 |
HIGH |
1,818.8 |
0.618 |
1,805.9 |
0.500 |
1,801.9 |
0.382 |
1,797.9 |
LOW |
1,785.0 |
0.618 |
1,764.1 |
1.000 |
1,751.2 |
1.618 |
1,730.3 |
2.618 |
1,696.5 |
4.250 |
1,641.4 |
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