| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,198.00 |
1,193.00 |
-5.00 |
-0.4% |
1,137.00 |
| High |
1,207.25 |
1,197.25 |
-10.00 |
-0.8% |
1,207.25 |
| Low |
1,189.75 |
1,176.00 |
-13.75 |
-1.2% |
1,119.00 |
| Close |
1,206.00 |
1,192.00 |
-14.00 |
-1.2% |
1,206.00 |
| Range |
17.50 |
21.25 |
3.75 |
21.4% |
88.25 |
| ATR |
33.10 |
32.88 |
-0.22 |
-0.7% |
0.00 |
| Volume |
375 |
482 |
107 |
28.5% |
1,650 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.25 |
1,243.25 |
1,203.75 |
|
| R3 |
1,231.00 |
1,222.00 |
1,197.75 |
|
| R2 |
1,209.75 |
1,209.75 |
1,196.00 |
|
| R1 |
1,200.75 |
1,200.75 |
1,194.00 |
1,194.50 |
| PP |
1,188.50 |
1,188.50 |
1,188.50 |
1,185.25 |
| S1 |
1,179.50 |
1,179.50 |
1,190.00 |
1,173.50 |
| S2 |
1,167.25 |
1,167.25 |
1,188.00 |
|
| S3 |
1,146.00 |
1,158.25 |
1,186.25 |
|
| S4 |
1,124.75 |
1,137.00 |
1,180.25 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,442.25 |
1,412.25 |
1,254.50 |
|
| R3 |
1,354.00 |
1,324.00 |
1,230.25 |
|
| R2 |
1,265.75 |
1,265.75 |
1,222.25 |
|
| R1 |
1,235.75 |
1,235.75 |
1,214.00 |
1,250.75 |
| PP |
1,177.50 |
1,177.50 |
1,177.50 |
1,185.00 |
| S1 |
1,147.50 |
1,147.50 |
1,198.00 |
1,162.50 |
| S2 |
1,089.25 |
1,089.25 |
1,189.75 |
|
| S3 |
1,001.00 |
1,059.25 |
1,181.75 |
|
| S4 |
912.75 |
971.00 |
1,157.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,207.25 |
1,134.75 |
72.50 |
6.1% |
28.50 |
2.4% |
79% |
False |
False |
413 |
| 10 |
1,207.25 |
1,119.00 |
88.25 |
7.4% |
30.25 |
2.5% |
83% |
False |
False |
244 |
| 20 |
1,217.75 |
1,102.00 |
115.75 |
9.7% |
31.25 |
2.6% |
78% |
False |
False |
197 |
| 40 |
1,328.25 |
1,067.00 |
261.25 |
21.9% |
35.50 |
3.0% |
48% |
False |
False |
135 |
| 60 |
1,342.75 |
1,067.00 |
275.75 |
23.1% |
29.50 |
2.5% |
45% |
False |
False |
97 |
| 80 |
1,342.75 |
1,067.00 |
275.75 |
23.1% |
23.50 |
2.0% |
45% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,287.50 |
|
2.618 |
1,253.00 |
|
1.618 |
1,231.75 |
|
1.000 |
1,218.50 |
|
0.618 |
1,210.50 |
|
HIGH |
1,197.25 |
|
0.618 |
1,189.25 |
|
0.500 |
1,186.50 |
|
0.382 |
1,184.00 |
|
LOW |
1,176.00 |
|
0.618 |
1,162.75 |
|
1.000 |
1,154.75 |
|
1.618 |
1,141.50 |
|
2.618 |
1,120.25 |
|
4.250 |
1,085.75 |
|
|