| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,137.00 |
1,132.50 |
-4.50 |
-0.4% |
1,148.25 |
| High |
1,173.75 |
1,138.25 |
-35.50 |
-3.0% |
1,173.75 |
| Low |
1,132.75 |
1,115.25 |
-17.50 |
-1.5% |
1,128.75 |
| Close |
1,141.75 |
1,146.75 |
5.00 |
0.4% |
1,141.75 |
| Range |
41.00 |
23.00 |
-18.00 |
-43.9% |
45.00 |
| ATR |
21.41 |
21.77 |
0.36 |
1.7% |
0.00 |
| Volume |
13 |
4 |
-9 |
-69.2% |
52 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.50 |
1,197.50 |
1,159.50 |
|
| R3 |
1,179.50 |
1,174.50 |
1,153.00 |
|
| R2 |
1,156.50 |
1,156.50 |
1,151.00 |
|
| R1 |
1,151.50 |
1,151.50 |
1,148.75 |
1,154.00 |
| PP |
1,133.50 |
1,133.50 |
1,133.50 |
1,134.50 |
| S1 |
1,128.50 |
1,128.50 |
1,144.75 |
1,131.00 |
| S2 |
1,110.50 |
1,110.50 |
1,142.50 |
|
| S3 |
1,087.50 |
1,105.50 |
1,140.50 |
|
| S4 |
1,064.50 |
1,082.50 |
1,134.00 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.00 |
1,257.50 |
1,166.50 |
|
| R3 |
1,238.00 |
1,212.50 |
1,154.00 |
|
| R2 |
1,193.00 |
1,193.00 |
1,150.00 |
|
| R1 |
1,167.50 |
1,167.50 |
1,146.00 |
1,157.75 |
| PP |
1,148.00 |
1,148.00 |
1,148.00 |
1,143.25 |
| S1 |
1,122.50 |
1,122.50 |
1,137.50 |
1,112.75 |
| S2 |
1,103.00 |
1,103.00 |
1,133.50 |
|
| S3 |
1,058.00 |
1,077.50 |
1,129.50 |
|
| S4 |
1,013.00 |
1,032.50 |
1,117.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,236.00 |
|
2.618 |
1,198.50 |
|
1.618 |
1,175.50 |
|
1.000 |
1,161.25 |
|
0.618 |
1,152.50 |
|
HIGH |
1,138.25 |
|
0.618 |
1,129.50 |
|
0.500 |
1,126.75 |
|
0.382 |
1,124.00 |
|
LOW |
1,115.25 |
|
0.618 |
1,101.00 |
|
1.000 |
1,092.25 |
|
1.618 |
1,078.00 |
|
2.618 |
1,055.00 |
|
4.250 |
1,017.50 |
|
|