| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,769.19 |
2,785.01 |
15.82 |
0.6% |
2,792.00 |
| High |
2,780.56 |
2,829.71 |
49.15 |
1.8% |
2,794.27 |
| Low |
2,760.66 |
2,784.81 |
24.15 |
0.9% |
2,746.68 |
| Close |
2,766.95 |
2,829.71 |
62.76 |
2.3% |
2,772.24 |
| Range |
19.90 |
44.90 |
25.00 |
125.6% |
47.59 |
| ATR |
29.33 |
31.72 |
2.39 |
8.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.44 |
2,934.48 |
2,854.41 |
|
| R3 |
2,904.54 |
2,889.58 |
2,842.06 |
|
| R2 |
2,859.64 |
2,859.64 |
2,837.94 |
|
| R1 |
2,844.68 |
2,844.68 |
2,833.83 |
2,852.16 |
| PP |
2,814.74 |
2,814.74 |
2,814.74 |
2,818.49 |
| S1 |
2,799.78 |
2,799.78 |
2,825.59 |
2,807.26 |
| S2 |
2,769.84 |
2,769.84 |
2,821.48 |
|
| S3 |
2,724.94 |
2,754.88 |
2,817.36 |
|
| S4 |
2,680.04 |
2,709.98 |
2,805.02 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.83 |
2,890.63 |
2,798.41 |
|
| R3 |
2,866.24 |
2,843.04 |
2,785.33 |
|
| R2 |
2,818.65 |
2,818.65 |
2,780.96 |
|
| R1 |
2,795.45 |
2,795.45 |
2,776.60 |
2,783.26 |
| PP |
2,771.06 |
2,771.06 |
2,771.06 |
2,764.97 |
| S1 |
2,747.86 |
2,747.86 |
2,767.88 |
2,735.67 |
| S2 |
2,723.47 |
2,723.47 |
2,763.52 |
|
| S3 |
2,675.88 |
2,700.27 |
2,759.15 |
|
| S4 |
2,628.29 |
2,652.68 |
2,746.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,829.71 |
2,744.29 |
85.42 |
3.0% |
32.22 |
1.1% |
100% |
True |
False |
|
| 10 |
2,829.71 |
2,744.29 |
85.42 |
3.0% |
27.47 |
1.0% |
100% |
True |
False |
|
| 20 |
2,829.71 |
2,704.91 |
124.80 |
4.4% |
24.94 |
0.9% |
100% |
True |
False |
|
| 40 |
2,829.71 |
2,522.89 |
306.82 |
10.8% |
29.54 |
1.0% |
100% |
True |
False |
|
| 60 |
2,829.71 |
2,510.37 |
319.34 |
11.3% |
31.53 |
1.1% |
100% |
True |
False |
|
| 80 |
2,829.71 |
2,443.92 |
385.79 |
13.6% |
34.06 |
1.2% |
100% |
True |
False |
|
| 100 |
2,829.71 |
2,443.92 |
385.79 |
13.6% |
34.23 |
1.2% |
100% |
True |
False |
|
| 120 |
2,829.71 |
2,443.92 |
385.79 |
13.6% |
33.66 |
1.2% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,020.54 |
|
2.618 |
2,947.26 |
|
1.618 |
2,902.36 |
|
1.000 |
2,874.61 |
|
0.618 |
2,857.46 |
|
HIGH |
2,829.71 |
|
0.618 |
2,812.56 |
|
0.500 |
2,807.26 |
|
0.382 |
2,801.96 |
|
LOW |
2,784.81 |
|
0.618 |
2,757.06 |
|
1.000 |
2,739.91 |
|
1.618 |
2,712.16 |
|
2.618 |
2,667.26 |
|
4.250 |
2,593.99 |
|
|