| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,197.72 |
2,145.78 |
-51.94 |
-2.4% |
2,116.48 |
| High |
2,206.49 |
2,192.28 |
-14.21 |
-0.6% |
2,244.51 |
| Low |
2,151.35 |
2,139.58 |
-11.77 |
-0.5% |
2,112.84 |
| Close |
2,163.66 |
2,191.84 |
28.18 |
1.3% |
2,163.66 |
| Range |
55.14 |
52.70 |
-2.44 |
-4.4% |
131.67 |
| ATR |
59.45 |
58.97 |
-0.48 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,332.67 |
2,314.95 |
2,220.83 |
|
| R3 |
2,279.97 |
2,262.25 |
2,206.33 |
|
| R2 |
2,227.27 |
2,227.27 |
2,201.50 |
|
| R1 |
2,209.55 |
2,209.55 |
2,196.67 |
2,218.41 |
| PP |
2,174.57 |
2,174.57 |
2,174.57 |
2,179.00 |
| S1 |
2,156.85 |
2,156.85 |
2,187.01 |
2,165.71 |
| S2 |
2,121.87 |
2,121.87 |
2,182.18 |
|
| S3 |
2,069.17 |
2,104.15 |
2,177.35 |
|
| S4 |
2,016.47 |
2,051.45 |
2,162.86 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.68 |
2,497.84 |
2,236.08 |
|
| R3 |
2,437.01 |
2,366.17 |
2,199.87 |
|
| R2 |
2,305.34 |
2,305.34 |
2,187.80 |
|
| R1 |
2,234.50 |
2,234.50 |
2,175.73 |
2,269.92 |
| PP |
2,173.67 |
2,173.67 |
2,173.67 |
2,191.38 |
| S1 |
2,102.83 |
2,102.83 |
2,151.59 |
2,138.25 |
| S2 |
2,042.00 |
2,042.00 |
2,139.52 |
|
| S3 |
1,910.33 |
1,971.16 |
2,127.45 |
|
| S4 |
1,778.66 |
1,839.49 |
2,091.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,244.51 |
2,112.84 |
131.67 |
6.0% |
46.82 |
2.1% |
60% |
False |
False |
|
| 10 |
2,268.07 |
2,112.84 |
155.23 |
7.1% |
44.38 |
2.0% |
51% |
False |
False |
|
| 20 |
2,268.07 |
2,035.30 |
232.77 |
10.6% |
50.87 |
2.3% |
67% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
53.80 |
2.5% |
39% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
46.55 |
2.1% |
39% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
41.13 |
1.9% |
39% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
37.89 |
1.7% |
39% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
35.94 |
1.6% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,416.26 |
|
2.618 |
2,330.25 |
|
1.618 |
2,277.55 |
|
1.000 |
2,244.98 |
|
0.618 |
2,224.85 |
|
HIGH |
2,192.28 |
|
0.618 |
2,172.15 |
|
0.500 |
2,165.93 |
|
0.382 |
2,159.71 |
|
LOW |
2,139.58 |
|
0.618 |
2,107.01 |
|
1.000 |
2,086.88 |
|
1.618 |
2,054.31 |
|
2.618 |
2,001.61 |
|
4.250 |
1,915.61 |
|
|