Day Change Summary |
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Previous |
Current |
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11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
2,789.09 |
2,794.38 |
5.29 |
0.2% |
2,766.93 |
High |
2,799.85 |
2,798.97 |
-0.88 |
0.0% |
2,829.95 |
Low |
2,780.24 |
2,775.40 |
-4.84 |
-0.2% |
2,744.29 |
Close |
2,784.89 |
2,791.68 |
6.79 |
0.2% |
2,825.11 |
Range |
19.61 |
23.57 |
3.96 |
20.2% |
85.66 |
ATR |
30.07 |
29.61 |
-0.46 |
-1.5% |
0.00 |
Volume |
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Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,859.39 |
2,849.11 |
2,804.64 |
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R3 |
2,835.82 |
2,825.54 |
2,798.16 |
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R2 |
2,812.25 |
2,812.25 |
2,796.00 |
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R1 |
2,801.97 |
2,801.97 |
2,793.84 |
2,795.33 |
PP |
2,788.68 |
2,788.68 |
2,788.68 |
2,785.36 |
S1 |
2,778.40 |
2,778.40 |
2,789.52 |
2,771.76 |
S2 |
2,765.11 |
2,765.11 |
2,787.36 |
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S3 |
2,741.54 |
2,754.83 |
2,785.20 |
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S4 |
2,717.97 |
2,731.26 |
2,778.72 |
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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 |
2,775.40 |
54.55 |
2.0% |
27.31 |
1.0% |
30% |
False |
True |
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10 |
2,829.95 |
2,744.29 |
85.66 |
3.1% |
27.09 |
1.0% |
55% |
False |
False |
|
20 |
2,829.95 |
2,724.71 |
105.24 |
3.8% |
25.70 |
0.9% |
64% |
False |
False |
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40 |
2,829.95 |
2,535.04 |
294.91 |
10.6% |
28.10 |
1.0% |
87% |
False |
False |
|
60 |
2,829.95 |
2,510.37 |
319.58 |
11.4% |
30.67 |
1.1% |
88% |
False |
False |
|
80 |
2,829.95 |
2,443.92 |
386.03 |
13.8% |
32.88 |
1.2% |
90% |
False |
False |
|
100 |
2,829.95 |
2,443.92 |
386.03 |
13.8% |
33.35 |
1.2% |
90% |
False |
False |
|
120 |
2,829.95 |
2,443.92 |
386.03 |
13.8% |
33.65 |
1.2% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,899.14 |
2.618 |
2,860.68 |
1.618 |
2,837.11 |
1.000 |
2,822.54 |
0.618 |
2,813.54 |
HIGH |
2,798.97 |
0.618 |
2,789.97 |
0.500 |
2,787.19 |
0.382 |
2,784.40 |
LOW |
2,775.40 |
0.618 |
2,760.83 |
1.000 |
2,751.83 |
1.618 |
2,737.26 |
2.618 |
2,713.69 |
4.250 |
2,675.23 |
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