| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,821.03 |
2,789.09 |
-31.94 |
-1.1% |
2,766.93 |
| High |
2,823.34 |
2,799.85 |
-23.49 |
-0.8% |
2,829.95 |
| Low |
2,787.33 |
2,780.24 |
-7.09 |
-0.3% |
2,744.29 |
| Close |
2,788.35 |
2,784.89 |
-3.46 |
-0.1% |
2,825.11 |
| Range |
36.01 |
19.61 |
-16.40 |
-45.5% |
85.66 |
| ATR |
30.88 |
30.07 |
-0.80 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.16 |
2,835.63 |
2,795.68 |
|
| R3 |
2,827.55 |
2,816.02 |
2,790.28 |
|
| R2 |
2,807.94 |
2,807.94 |
2,788.49 |
|
| R1 |
2,796.41 |
2,796.41 |
2,786.69 |
2,792.37 |
| PP |
2,788.33 |
2,788.33 |
2,788.33 |
2,786.31 |
| S1 |
2,776.80 |
2,776.80 |
2,783.09 |
2,772.76 |
| S2 |
2,768.72 |
2,768.72 |
2,781.29 |
|
| S3 |
2,749.11 |
2,757.19 |
2,779.50 |
|
| S4 |
2,729.50 |
2,737.58 |
2,774.10 |
|
|
| 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 |
2,760.66 |
69.29 |
2.5% |
26.58 |
1.0% |
35% |
False |
False |
|
| 10 |
2,829.95 |
2,744.29 |
85.66 |
3.1% |
26.56 |
1.0% |
47% |
False |
False |
|
| 20 |
2,829.95 |
2,721.12 |
108.83 |
3.9% |
25.60 |
0.9% |
59% |
False |
False |
|
| 40 |
2,829.95 |
2,535.04 |
294.91 |
10.6% |
28.62 |
1.0% |
85% |
False |
False |
|
| 60 |
2,829.95 |
2,510.37 |
319.58 |
11.5% |
31.03 |
1.1% |
86% |
False |
False |
|
| 80 |
2,829.95 |
2,443.92 |
386.03 |
13.9% |
33.19 |
1.2% |
88% |
False |
False |
|
| 100 |
2,829.95 |
2,443.92 |
386.03 |
13.9% |
33.48 |
1.2% |
88% |
False |
False |
|
| 120 |
2,829.95 |
2,443.92 |
386.03 |
13.9% |
33.60 |
1.2% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,883.19 |
|
2.618 |
2,851.19 |
|
1.618 |
2,831.58 |
|
1.000 |
2,819.46 |
|
0.618 |
2,811.97 |
|
HIGH |
2,799.85 |
|
0.618 |
2,792.36 |
|
0.500 |
2,790.05 |
|
0.382 |
2,787.73 |
|
LOW |
2,780.24 |
|
0.618 |
2,768.12 |
|
1.000 |
2,760.63 |
|
1.618 |
2,748.51 |
|
2.618 |
2,728.90 |
|
4.250 |
2,696.90 |
|
|