| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,266.29 |
2,255.55 |
-10.74 |
-0.5% |
2,277.64 |
| High |
2,281.09 |
2,258.96 |
-22.13 |
-1.0% |
2,337.70 |
| Low |
2,218.77 |
2,160.20 |
-58.57 |
-2.6% |
2,151.48 |
| Close |
2,220.84 |
2,197.68 |
-23.16 |
-1.0% |
2,206.86 |
| Range |
62.32 |
98.76 |
36.44 |
58.5% |
186.22 |
| ATR |
58.64 |
61.51 |
2.87 |
4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.89 |
2,448.55 |
2,252.00 |
|
| R3 |
2,403.13 |
2,349.79 |
2,224.84 |
|
| R2 |
2,304.37 |
2,304.37 |
2,215.79 |
|
| R1 |
2,251.03 |
2,251.03 |
2,206.73 |
2,228.32 |
| PP |
2,205.61 |
2,205.61 |
2,205.61 |
2,194.26 |
| S1 |
2,152.27 |
2,152.27 |
2,188.63 |
2,129.56 |
| S2 |
2,106.85 |
2,106.85 |
2,179.57 |
|
| S3 |
2,008.09 |
2,053.51 |
2,170.52 |
|
| S4 |
1,909.33 |
1,954.75 |
2,143.36 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.67 |
2,684.99 |
2,309.28 |
|
| R3 |
2,604.45 |
2,498.77 |
2,258.07 |
|
| R2 |
2,418.23 |
2,418.23 |
2,241.00 |
|
| R1 |
2,312.55 |
2,312.55 |
2,223.93 |
2,272.28 |
| PP |
2,232.01 |
2,232.01 |
2,232.01 |
2,211.88 |
| S1 |
2,126.33 |
2,126.33 |
2,189.79 |
2,086.06 |
| S2 |
2,045.79 |
2,045.79 |
2,172.72 |
|
| S3 |
1,859.57 |
1,940.11 |
2,155.65 |
|
| S4 |
1,673.35 |
1,753.89 |
2,104.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.71 |
2,160.20 |
130.51 |
5.9% |
65.63 |
3.0% |
29% |
False |
True |
|
| 10 |
2,337.70 |
2,151.48 |
186.22 |
8.5% |
58.97 |
2.7% |
25% |
False |
False |
|
| 20 |
2,337.70 |
2,112.84 |
224.86 |
10.2% |
52.08 |
2.4% |
38% |
False |
False |
|
| 40 |
2,337.70 |
2,034.92 |
302.78 |
13.8% |
59.23 |
2.7% |
54% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
51.64 |
2.3% |
40% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
46.30 |
2.1% |
40% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
42.37 |
1.9% |
40% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
39.11 |
1.8% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,678.69 |
|
2.618 |
2,517.51 |
|
1.618 |
2,418.75 |
|
1.000 |
2,357.72 |
|
0.618 |
2,319.99 |
|
HIGH |
2,258.96 |
|
0.618 |
2,221.23 |
|
0.500 |
2,209.58 |
|
0.382 |
2,197.93 |
|
LOW |
2,160.20 |
|
0.618 |
2,099.17 |
|
1.000 |
2,061.44 |
|
1.618 |
2,000.41 |
|
2.618 |
1,901.65 |
|
4.250 |
1,740.47 |
|
|