| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,145.78 |
2,197.66 |
51.88 |
2.4% |
2,116.48 |
| High |
2,192.28 |
2,225.40 |
33.12 |
1.5% |
2,244.51 |
| Low |
2,139.58 |
2,189.83 |
50.25 |
2.3% |
2,112.84 |
| Close |
2,191.84 |
2,220.58 |
28.74 |
1.3% |
2,163.66 |
| Range |
52.70 |
35.57 |
-17.13 |
-32.5% |
131.67 |
| ATR |
58.97 |
57.30 |
-1.67 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.65 |
2,305.18 |
2,240.14 |
|
| R3 |
2,283.08 |
2,269.61 |
2,230.36 |
|
| R2 |
2,247.51 |
2,247.51 |
2,227.10 |
|
| R1 |
2,234.04 |
2,234.04 |
2,223.84 |
2,240.78 |
| PP |
2,211.94 |
2,211.94 |
2,211.94 |
2,215.30 |
| S1 |
2,198.47 |
2,198.47 |
2,217.32 |
2,205.21 |
| S2 |
2,176.37 |
2,176.37 |
2,214.06 |
|
| S3 |
2,140.80 |
2,162.90 |
2,210.80 |
|
| S4 |
2,105.23 |
2,127.33 |
2,201.02 |
|
|
| 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 |
2,139.58 |
104.93 |
4.7% |
42.22 |
1.9% |
77% |
False |
False |
|
| 10 |
2,268.07 |
2,112.84 |
155.23 |
7.0% |
44.26 |
2.0% |
69% |
False |
False |
|
| 20 |
2,268.07 |
2,035.30 |
232.77 |
10.5% |
50.99 |
2.3% |
80% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
53.89 |
2.4% |
46% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
46.55 |
2.1% |
46% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
41.34 |
1.9% |
46% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
38.08 |
1.7% |
46% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
35.88 |
1.6% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,376.57 |
|
2.618 |
2,318.52 |
|
1.618 |
2,282.95 |
|
1.000 |
2,260.97 |
|
0.618 |
2,247.38 |
|
HIGH |
2,225.40 |
|
0.618 |
2,211.81 |
|
0.500 |
2,207.62 |
|
0.382 |
2,203.42 |
|
LOW |
2,189.83 |
|
0.618 |
2,167.85 |
|
1.000 |
2,154.26 |
|
1.618 |
2,132.28 |
|
2.618 |
2,096.71 |
|
4.250 |
2,038.66 |
|
|