Day Change Summary |
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Previous |
Current |
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17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,465.42 |
1,461.19 |
-4.23 |
-0.3% |
1,437.92 |
High |
1,465.63 |
1,461.47 |
-4.16 |
-0.3% |
1,474.51 |
Low |
1,457.55 |
1,456.13 |
-1.42 |
-0.1% |
1,428.98 |
Close |
1,461.19 |
1,459.32 |
-1.87 |
-0.1% |
1,465.77 |
Range |
8.08 |
5.34 |
-2.74 |
-33.9% |
45.53 |
ATR |
12.61 |
12.09 |
-0.52 |
-4.1% |
0.00 |
Volume |
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Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.99 |
1,472.50 |
1,462.26 |
|
R3 |
1,469.65 |
1,467.16 |
1,460.79 |
|
R2 |
1,464.31 |
1,464.31 |
1,460.30 |
|
R1 |
1,461.82 |
1,461.82 |
1,459.81 |
1,460.40 |
PP |
1,458.97 |
1,458.97 |
1,458.97 |
1,458.26 |
S1 |
1,456.48 |
1,456.48 |
1,458.83 |
1,455.06 |
S2 |
1,453.63 |
1,453.63 |
1,458.34 |
|
S3 |
1,448.29 |
1,451.14 |
1,457.85 |
|
S4 |
1,442.95 |
1,445.80 |
1,456.38 |
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Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.01 |
1,574.92 |
1,490.81 |
|
R3 |
1,547.48 |
1,529.39 |
1,478.29 |
|
R2 |
1,501.95 |
1,501.95 |
1,474.12 |
|
R1 |
1,483.86 |
1,483.86 |
1,469.94 |
1,492.91 |
PP |
1,456.42 |
1,456.42 |
1,456.42 |
1,460.94 |
S1 |
1,438.33 |
1,438.33 |
1,461.60 |
1,447.38 |
S2 |
1,410.89 |
1,410.89 |
1,457.42 |
|
S3 |
1,365.36 |
1,392.80 |
1,453.25 |
|
S4 |
1,319.83 |
1,347.27 |
1,440.73 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,474.51 |
1,432.99 |
41.52 |
2.8% |
12.49 |
0.9% |
63% |
False |
False |
|
10 |
1,474.51 |
1,401.25 |
73.26 |
5.0% |
12.32 |
0.8% |
79% |
False |
False |
|
20 |
1,474.51 |
1,396.56 |
77.95 |
5.3% |
11.96 |
0.8% |
81% |
False |
False |
|
40 |
1,474.51 |
1,329.24 |
145.27 |
10.0% |
12.53 |
0.9% |
90% |
False |
False |
|
60 |
1,474.51 |
1,309.27 |
165.24 |
11.3% |
13.91 |
1.0% |
91% |
False |
False |
|
80 |
1,474.51 |
1,266.74 |
207.77 |
14.2% |
15.17 |
1.0% |
93% |
False |
False |
|
100 |
1,474.51 |
1,266.74 |
207.77 |
14.2% |
15.49 |
1.1% |
93% |
False |
False |
|
120 |
1,474.51 |
1,266.74 |
207.77 |
14.2% |
15.57 |
1.1% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,484.17 |
2.618 |
1,475.45 |
1.618 |
1,470.11 |
1.000 |
1,466.81 |
0.618 |
1,464.77 |
HIGH |
1,461.47 |
0.618 |
1,459.43 |
0.500 |
1,458.80 |
0.382 |
1,458.17 |
LOW |
1,456.13 |
0.618 |
1,452.83 |
1.000 |
1,450.79 |
1.618 |
1,447.49 |
2.618 |
1,442.15 |
4.250 |
1,433.44 |
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