| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,785.01 |
2,823.22 |
38.21 |
1.4% |
2,766.93 |
| High |
2,829.71 |
2,829.95 |
0.24 |
0.0% |
2,829.95 |
| Low |
2,784.81 |
2,817.48 |
32.67 |
1.2% |
2,744.29 |
| Close |
2,829.71 |
2,825.11 |
-4.60 |
-0.2% |
2,825.11 |
| Range |
44.90 |
12.47 |
-32.43 |
-72.2% |
85.66 |
| ATR |
31.72 |
30.35 |
-1.38 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.59 |
2,855.82 |
2,831.97 |
|
| R3 |
2,849.12 |
2,843.35 |
2,828.54 |
|
| R2 |
2,836.65 |
2,836.65 |
2,827.40 |
|
| R1 |
2,830.88 |
2,830.88 |
2,826.25 |
2,833.77 |
| PP |
2,824.18 |
2,824.18 |
2,824.18 |
2,825.62 |
| S1 |
2,818.41 |
2,818.41 |
2,823.97 |
2,821.30 |
| S2 |
2,811.71 |
2,811.71 |
2,822.82 |
|
| S3 |
2,799.24 |
2,805.94 |
2,821.68 |
|
| S4 |
2,786.77 |
2,793.47 |
2,818.25 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.76 |
3,026.60 |
2,872.22 |
|
| R3 |
2,971.10 |
2,940.94 |
2,848.67 |
|
| R2 |
2,885.44 |
2,885.44 |
2,840.81 |
|
| R1 |
2,855.28 |
2,855.28 |
2,832.96 |
2,870.36 |
| PP |
2,799.78 |
2,799.78 |
2,799.78 |
2,807.33 |
| S1 |
2,769.62 |
2,769.62 |
2,817.26 |
2,784.70 |
| S2 |
2,714.12 |
2,714.12 |
2,809.41 |
|
| S3 |
2,628.46 |
2,683.96 |
2,801.55 |
|
| S4 |
2,542.80 |
2,598.30 |
2,778.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,829.95 |
2,744.29 |
85.66 |
3.0% |
30.49 |
1.1% |
94% |
True |
False |
|
| 10 |
2,829.95 |
2,744.29 |
85.66 |
3.0% |
26.16 |
0.9% |
94% |
True |
False |
|
| 20 |
2,829.95 |
2,704.91 |
125.04 |
4.4% |
24.75 |
0.9% |
96% |
True |
False |
|
| 40 |
2,829.95 |
2,535.04 |
294.91 |
10.4% |
28.88 |
1.0% |
98% |
True |
False |
|
| 60 |
2,829.95 |
2,510.37 |
319.58 |
11.3% |
31.11 |
1.1% |
98% |
True |
False |
|
| 80 |
2,829.95 |
2,443.92 |
386.03 |
13.7% |
33.71 |
1.2% |
99% |
True |
False |
|
| 100 |
2,829.95 |
2,443.92 |
386.03 |
13.7% |
33.79 |
1.2% |
99% |
True |
False |
|
| 120 |
2,829.95 |
2,443.92 |
386.03 |
13.7% |
33.53 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,882.95 |
|
2.618 |
2,862.60 |
|
1.618 |
2,850.13 |
|
1.000 |
2,842.42 |
|
0.618 |
2,837.66 |
|
HIGH |
2,829.95 |
|
0.618 |
2,825.19 |
|
0.500 |
2,823.72 |
|
0.382 |
2,822.24 |
|
LOW |
2,817.48 |
|
0.618 |
2,809.77 |
|
1.000 |
2,805.01 |
|
1.618 |
2,797.30 |
|
2.618 |
2,784.83 |
|
4.250 |
2,764.48 |
|
|