Day Change Summary |
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Previous |
Current |
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07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
2,823.22 |
2,821.03 |
-2.19 |
-0.1% |
2,766.93 |
High |
2,829.95 |
2,823.34 |
-6.61 |
-0.2% |
2,829.95 |
Low |
2,817.48 |
2,787.33 |
-30.15 |
-1.1% |
2,744.29 |
Close |
2,825.11 |
2,788.35 |
-36.76 |
-1.3% |
2,825.11 |
Range |
12.47 |
36.01 |
23.54 |
188.8% |
85.66 |
ATR |
30.35 |
30.88 |
0.53 |
1.7% |
0.00 |
Volume |
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Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,907.70 |
2,884.04 |
2,808.16 |
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R3 |
2,871.69 |
2,848.03 |
2,798.25 |
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R2 |
2,835.68 |
2,835.68 |
2,794.95 |
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R1 |
2,812.02 |
2,812.02 |
2,791.65 |
2,805.85 |
PP |
2,799.67 |
2,799.67 |
2,799.67 |
2,796.59 |
S1 |
2,776.01 |
2,776.01 |
2,785.05 |
2,769.84 |
S2 |
2,763.66 |
2,763.66 |
2,781.75 |
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S3 |
2,727.65 |
2,740.00 |
2,778.45 |
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S4 |
2,691.64 |
2,703.99 |
2,768.54 |
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Weekly Pivots for week ending 07-Sep-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,056.76 |
3,026.60 |
2,872.22 |
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R3 |
2,971.10 |
2,940.94 |
2,848.67 |
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R2 |
2,885.44 |
2,885.44 |
2,840.81 |
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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 |
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S3 |
2,628.46 |
2,683.96 |
2,801.55 |
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S4 |
2,542.80 |
2,598.30 |
2,778.00 |
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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 |
2,829.95 |
2,744.29 |
85.66 |
3.1% |
30.01 |
1.1% |
51% |
False |
False |
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10 |
2,829.95 |
2,744.29 |
85.66 |
3.1% |
26.29 |
0.9% |
51% |
False |
False |
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20 |
2,829.95 |
2,708.38 |
121.57 |
4.4% |
25.65 |
0.9% |
66% |
False |
False |
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40 |
2,829.95 |
2,535.04 |
294.91 |
10.6% |
28.68 |
1.0% |
86% |
False |
False |
|
60 |
2,829.95 |
2,510.37 |
319.58 |
11.5% |
31.20 |
1.1% |
87% |
False |
False |
|
80 |
2,829.95 |
2,443.92 |
386.03 |
13.8% |
33.68 |
1.2% |
89% |
False |
False |
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100 |
2,829.95 |
2,443.92 |
386.03 |
13.8% |
33.91 |
1.2% |
89% |
False |
False |
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120 |
2,829.95 |
2,443.92 |
386.03 |
13.8% |
33.59 |
1.2% |
89% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,976.38 |
2.618 |
2,917.61 |
1.618 |
2,881.60 |
1.000 |
2,859.35 |
0.618 |
2,845.59 |
HIGH |
2,823.34 |
0.618 |
2,809.58 |
0.500 |
2,805.34 |
0.382 |
2,801.09 |
LOW |
2,787.33 |
0.618 |
2,765.08 |
1.000 |
2,751.32 |
1.618 |
2,729.07 |
2.618 |
2,693.06 |
4.250 |
2,634.29 |
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