Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,655.7 |
1,597.1 |
-58.6 |
-3.5% |
1,830.0 |
High |
1,671.4 |
1,637.8 |
-33.6 |
-2.0% |
1,831.7 |
Low |
1,605.0 |
1,597.1 |
-7.9 |
-0.5% |
1,635.7 |
Close |
1,621.5 |
1,620.7 |
-0.8 |
0.0% |
1,643.0 |
Range |
66.4 |
40.7 |
-25.7 |
-38.7% |
196.0 |
ATR |
60.6 |
59.1 |
-1.4 |
-2.3% |
0.0 |
Volume |
317 |
319 |
2 |
0.6% |
2,860 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,740.6 |
1,721.4 |
1,643.1 |
|
R3 |
1,699.9 |
1,680.7 |
1,631.9 |
|
R2 |
1,659.2 |
1,659.2 |
1,628.2 |
|
R1 |
1,640.0 |
1,640.0 |
1,624.4 |
1,649.6 |
PP |
1,618.5 |
1,618.5 |
1,618.5 |
1,623.4 |
S1 |
1,599.3 |
1,599.3 |
1,617.0 |
1,608.9 |
S2 |
1,577.8 |
1,577.8 |
1,613.2 |
|
S3 |
1,537.1 |
1,558.6 |
1,609.5 |
|
S4 |
1,496.4 |
1,517.9 |
1,598.3 |
|
|
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 |
1,760.6 |
1,553.4 |
207.2 |
12.8% |
79.1 |
4.9% |
32% |
False |
False |
599 |
10 |
1,831.7 |
1,553.4 |
278.3 |
17.2% |
62.0 |
3.8% |
24% |
False |
False |
559 |
20 |
1,925.0 |
1,553.4 |
371.6 |
22.9% |
56.1 |
3.5% |
18% |
False |
False |
578 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.9% |
52.1 |
3.2% |
18% |
False |
False |
526 |
60 |
1,925.0 |
1,532.7 |
392.3 |
24.2% |
39.8 |
2.5% |
22% |
False |
False |
443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,810.8 |
2.618 |
1,744.4 |
1.618 |
1,703.7 |
1.000 |
1,678.5 |
0.618 |
1,663.0 |
HIGH |
1,637.8 |
0.618 |
1,622.3 |
0.500 |
1,617.5 |
0.382 |
1,612.6 |
LOW |
1,597.1 |
0.618 |
1,571.9 |
1.000 |
1,556.4 |
1.618 |
1,531.2 |
2.618 |
1,490.5 |
4.250 |
1,424.1 |
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