Day Change Summary |
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Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,629.9 |
1,655.7 |
25.8 |
1.6% |
1,830.0 |
High |
1,675.8 |
1,671.4 |
-4.4 |
-0.3% |
1,831.7 |
Low |
1,624.0 |
1,605.0 |
-19.0 |
-1.2% |
1,635.7 |
Close |
1,655.7 |
1,621.5 |
-34.2 |
-2.1% |
1,643.0 |
Range |
51.8 |
66.4 |
14.6 |
28.2% |
196.0 |
ATR |
60.1 |
60.6 |
0.4 |
0.7% |
0.0 |
Volume |
705 |
317 |
-388 |
-55.0% |
2,860 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.8 |
1,793.1 |
1,658.0 |
|
R3 |
1,765.4 |
1,726.7 |
1,639.8 |
|
R2 |
1,699.0 |
1,699.0 |
1,633.7 |
|
R1 |
1,660.3 |
1,660.3 |
1,627.6 |
1,646.5 |
PP |
1,632.6 |
1,632.6 |
1,632.6 |
1,625.7 |
S1 |
1,593.9 |
1,593.9 |
1,615.4 |
1,580.1 |
S2 |
1,566.2 |
1,566.2 |
1,609.3 |
|
S3 |
1,499.8 |
1,527.5 |
1,603.2 |
|
S4 |
1,433.4 |
1,461.1 |
1,585.0 |
|
|
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 |
1,785.5 |
1,553.4 |
232.1 |
14.3% |
81.9 |
5.0% |
29% |
False |
False |
574 |
10 |
1,831.7 |
1,553.4 |
278.3 |
17.2% |
63.0 |
3.9% |
24% |
False |
False |
571 |
20 |
1,925.0 |
1,553.4 |
371.6 |
22.9% |
55.4 |
3.4% |
18% |
False |
False |
612 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.9% |
51.6 |
3.2% |
18% |
False |
False |
528 |
60 |
1,925.0 |
1,516.4 |
408.6 |
25.2% |
39.5 |
2.4% |
26% |
False |
False |
439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,953.6 |
2.618 |
1,845.2 |
1.618 |
1,778.8 |
1.000 |
1,737.8 |
0.618 |
1,712.4 |
HIGH |
1,671.4 |
0.618 |
1,646.0 |
0.500 |
1,638.2 |
0.382 |
1,630.4 |
LOW |
1,605.0 |
0.618 |
1,564.0 |
1.000 |
1,538.6 |
1.618 |
1,497.6 |
2.618 |
1,431.2 |
4.250 |
1,322.8 |
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