| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,807.3 |
1,784.4 |
-22.9 |
-1.3% |
1,859.4 |
| High |
1,818.8 |
1,785.5 |
-33.3 |
-1.8% |
1,864.9 |
| Low |
1,785.0 |
1,730.9 |
-54.1 |
-3.0% |
1,771.7 |
| Close |
1,811.6 |
1,745.1 |
-66.5 |
-3.7% |
1,818.3 |
| Range |
33.8 |
54.6 |
20.8 |
61.5% |
93.2 |
| ATR |
46.9 |
49.3 |
2.4 |
5.2% |
0.0 |
| Volume |
134 |
195 |
61 |
45.5% |
3,436 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,917.6 |
1,886.0 |
1,775.1 |
|
| R3 |
1,863.0 |
1,831.4 |
1,760.1 |
|
| R2 |
1,808.4 |
1,808.4 |
1,755.1 |
|
| R1 |
1,776.8 |
1,776.8 |
1,750.1 |
1,765.3 |
| PP |
1,753.8 |
1,753.8 |
1,753.8 |
1,748.1 |
| S1 |
1,722.2 |
1,722.2 |
1,740.1 |
1,710.7 |
| S2 |
1,699.2 |
1,699.2 |
1,735.1 |
|
| S3 |
1,644.6 |
1,667.6 |
1,730.1 |
|
| S4 |
1,590.0 |
1,613.0 |
1,715.1 |
|
|
| 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 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,017.6 |
|
2.618 |
1,928.4 |
|
1.618 |
1,873.8 |
|
1.000 |
1,840.1 |
|
0.618 |
1,819.2 |
|
HIGH |
1,785.5 |
|
0.618 |
1,764.6 |
|
0.500 |
1,758.2 |
|
0.382 |
1,751.8 |
|
LOW |
1,730.9 |
|
0.618 |
1,697.2 |
|
1.000 |
1,676.3 |
|
1.618 |
1,642.6 |
|
2.618 |
1,588.0 |
|
4.250 |
1,498.9 |
|
|