Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,280.0 |
5,201.5 |
-78.5 |
-1.5% |
5,078.0 |
High |
5,299.5 |
5,201.5 |
-98.0 |
-1.8% |
5,299.5 |
Low |
5,280.0 |
5,201.5 |
-78.5 |
-1.5% |
5,078.0 |
Close |
5,296.5 |
5,201.5 |
-95.0 |
-1.8% |
5,296.5 |
Range |
19.5 |
0.0 |
-19.5 |
-100.0% |
221.5 |
ATR |
79.1 |
80.3 |
1.1 |
1.4% |
0.0 |
Volume |
58 |
0 |
-58 |
-100.0% |
98 |
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,201.5 |
5,201.5 |
5,201.5 |
|
R3 |
5,201.5 |
5,201.5 |
5,201.5 |
|
R2 |
5,201.5 |
5,201.5 |
5,201.5 |
|
R1 |
5,201.5 |
5,201.5 |
5,201.5 |
5,201.5 |
PP |
5,201.5 |
5,201.5 |
5,201.5 |
5,201.5 |
S1 |
5,201.5 |
5,201.5 |
5,201.5 |
5,201.5 |
S2 |
5,201.5 |
5,201.5 |
5,201.5 |
|
S3 |
5,201.5 |
5,201.5 |
5,201.5 |
|
S4 |
5,201.5 |
5,201.5 |
5,201.5 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,889.0 |
5,814.5 |
5,418.5 |
|
R3 |
5,667.5 |
5,593.0 |
5,357.5 |
|
R2 |
5,446.0 |
5,446.0 |
5,337.0 |
|
R1 |
5,371.5 |
5,371.5 |
5,317.0 |
5,409.0 |
PP |
5,224.5 |
5,224.5 |
5,224.5 |
5,243.5 |
S1 |
5,150.0 |
5,150.0 |
5,276.0 |
5,187.0 |
S2 |
5,003.0 |
5,003.0 |
5,256.0 |
|
S3 |
4,781.5 |
4,928.5 |
5,235.5 |
|
S4 |
4,560.0 |
4,707.0 |
5,174.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,299.5 |
5,094.5 |
205.0 |
3.9% |
8.0 |
0.2% |
52% |
False |
False |
15 |
10 |
5,299.5 |
5,078.0 |
221.5 |
4.3% |
4.0 |
0.1% |
56% |
False |
False |
10 |
20 |
5,333.5 |
5,030.0 |
303.5 |
5.8% |
5.0 |
0.1% |
57% |
False |
False |
7 |
40 |
5,829.0 |
4,929.0 |
900.0 |
17.3% |
9.5 |
0.2% |
30% |
False |
False |
6 |
60 |
5,960.5 |
4,929.0 |
1,031.5 |
19.8% |
7.0 |
0.1% |
26% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,201.5 |
2.618 |
5,201.5 |
1.618 |
5,201.5 |
1.000 |
5,201.5 |
0.618 |
5,201.5 |
HIGH |
5,201.5 |
0.618 |
5,201.5 |
0.500 |
5,201.5 |
0.382 |
5,201.5 |
LOW |
5,201.5 |
0.618 |
5,201.5 |
1.000 |
5,201.5 |
1.618 |
5,201.5 |
2.618 |
5,201.5 |
4.250 |
5,201.5 |
|
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