| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
5,182.0 |
5,282.0 |
100.0 |
1.9% |
5,051.5 |
| High |
5,182.0 |
5,282.0 |
100.0 |
1.9% |
5,271.5 |
| Low |
5,182.0 |
5,282.0 |
100.0 |
1.9% |
5,051.5 |
| Close |
5,182.0 |
5,282.0 |
100.0 |
1.9% |
5,159.0 |
| Range |
|
|
|
|
|
| ATR |
82.5 |
83.7 |
1.3 |
1.5% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,282.0 |
5,282.0 |
5,282.0 |
|
| R3 |
5,282.0 |
5,282.0 |
5,282.0 |
|
| R2 |
5,282.0 |
5,282.0 |
5,282.0 |
|
| R1 |
5,282.0 |
5,282.0 |
5,282.0 |
5,282.0 |
| PP |
5,282.0 |
5,282.0 |
5,282.0 |
5,282.0 |
| S1 |
5,282.0 |
5,282.0 |
5,282.0 |
5,282.0 |
| S2 |
5,282.0 |
5,282.0 |
5,282.0 |
|
| S3 |
5,282.0 |
5,282.0 |
5,282.0 |
|
| S4 |
5,282.0 |
5,282.0 |
5,282.0 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,820.5 |
5,710.0 |
5,280.0 |
|
| R3 |
5,600.5 |
5,490.0 |
5,219.5 |
|
| R2 |
5,380.5 |
5,380.5 |
5,199.5 |
|
| R1 |
5,270.0 |
5,270.0 |
5,179.0 |
5,325.0 |
| PP |
5,160.5 |
5,160.5 |
5,160.5 |
5,188.5 |
| S1 |
5,050.0 |
5,050.0 |
5,139.0 |
5,105.0 |
| S2 |
4,940.5 |
4,940.5 |
5,118.5 |
|
| S3 |
4,720.5 |
4,830.0 |
5,098.5 |
|
| S4 |
4,500.5 |
4,610.0 |
5,038.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,282.0 |
5,078.0 |
204.0 |
3.9% |
4.0 |
0.1% |
100% |
True |
False |
9 |
| 10 |
5,282.0 |
5,051.5 |
230.5 |
4.4% |
2.0 |
0.0% |
100% |
True |
False |
4 |
| 20 |
5,333.5 |
4,971.5 |
362.0 |
6.9% |
4.0 |
0.1% |
86% |
False |
False |
4 |
| 40 |
5,829.5 |
4,929.0 |
900.5 |
17.0% |
9.0 |
0.2% |
39% |
False |
False |
5 |
| 60 |
5,960.5 |
4,929.0 |
1,031.5 |
19.5% |
7.0 |
0.1% |
34% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,282.0 |
|
2.618 |
5,282.0 |
|
1.618 |
5,282.0 |
|
1.000 |
5,282.0 |
|
0.618 |
5,282.0 |
|
HIGH |
5,282.0 |
|
0.618 |
5,282.0 |
|
0.500 |
5,282.0 |
|
0.382 |
5,282.0 |
|
LOW |
5,282.0 |
|
0.618 |
5,282.0 |
|
1.000 |
5,282.0 |
|
1.618 |
5,282.0 |
|
2.618 |
5,282.0 |
|
4.250 |
5,282.0 |
|
|