Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,655.0 |
1,629.9 |
-25.1 |
-1.5% |
1,830.0 |
High |
1,665.0 |
1,675.8 |
10.8 |
0.6% |
1,831.7 |
Low |
1,553.4 |
1,624.0 |
70.6 |
4.5% |
1,635.7 |
Close |
1,597.8 |
1,655.7 |
57.9 |
3.6% |
1,643.0 |
Range |
111.6 |
51.8 |
-59.8 |
-53.6% |
196.0 |
ATR |
58.7 |
60.1 |
1.4 |
2.3% |
0.0 |
Volume |
451 |
705 |
254 |
56.3% |
2,860 |
|
Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.2 |
1,783.3 |
1,684.2 |
|
R3 |
1,755.4 |
1,731.5 |
1,669.9 |
|
R2 |
1,703.6 |
1,703.6 |
1,665.2 |
|
R1 |
1,679.7 |
1,679.7 |
1,660.4 |
1,691.7 |
PP |
1,651.8 |
1,651.8 |
1,651.8 |
1,657.8 |
S1 |
1,627.9 |
1,627.9 |
1,651.0 |
1,639.9 |
S2 |
1,600.0 |
1,600.0 |
1,646.2 |
|
S3 |
1,548.2 |
1,576.1 |
1,641.5 |
|
S4 |
1,496.4 |
1,524.3 |
1,627.2 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,291.5 |
2,163.2 |
1,750.8 |
|
R3 |
2,095.5 |
1,967.2 |
1,696.9 |
|
R2 |
1,899.5 |
1,899.5 |
1,678.9 |
|
R1 |
1,771.2 |
1,771.2 |
1,661.0 |
1,737.4 |
PP |
1,703.5 |
1,703.5 |
1,703.5 |
1,686.5 |
S1 |
1,575.2 |
1,575.2 |
1,625.0 |
1,541.4 |
S2 |
1,507.5 |
1,507.5 |
1,607.1 |
|
S3 |
1,311.5 |
1,379.2 |
1,589.1 |
|
S4 |
1,115.5 |
1,183.2 |
1,535.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,818.8 |
1,553.4 |
265.4 |
16.0% |
75.3 |
4.6% |
39% |
False |
False |
538 |
10 |
1,850.2 |
1,553.4 |
296.8 |
17.9% |
59.3 |
3.6% |
34% |
False |
False |
612 |
20 |
1,925.0 |
1,553.4 |
371.6 |
22.4% |
54.7 |
3.3% |
28% |
False |
False |
617 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.4% |
50.9 |
3.1% |
28% |
False |
False |
528 |
60 |
1,925.0 |
1,516.4 |
408.6 |
24.7% |
38.4 |
2.3% |
34% |
False |
False |
437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.0 |
2.618 |
1,811.4 |
1.618 |
1,759.6 |
1.000 |
1,727.6 |
0.618 |
1,707.8 |
HIGH |
1,675.8 |
0.618 |
1,656.0 |
0.500 |
1,649.9 |
0.382 |
1,643.8 |
LOW |
1,624.0 |
0.618 |
1,592.0 |
1.000 |
1,572.2 |
1.618 |
1,540.2 |
2.618 |
1,488.4 |
4.250 |
1,403.9 |
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