| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,794.38 |
2,796.72 |
2.34 |
0.1% |
2,766.93 |
| High |
2,798.97 |
2,841.68 |
42.71 |
1.5% |
2,829.95 |
| Low |
2,775.40 |
2,792.18 |
16.78 |
0.6% |
2,744.29 |
| Close |
2,791.68 |
2,831.35 |
39.67 |
1.4% |
2,825.11 |
| Range |
23.57 |
49.50 |
25.93 |
110.0% |
85.66 |
| ATR |
29.61 |
31.07 |
1.46 |
4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.24 |
2,950.29 |
2,858.58 |
|
| R3 |
2,920.74 |
2,900.79 |
2,844.96 |
|
| R2 |
2,871.24 |
2,871.24 |
2,840.43 |
|
| R1 |
2,851.29 |
2,851.29 |
2,835.89 |
2,861.27 |
| PP |
2,821.74 |
2,821.74 |
2,821.74 |
2,826.72 |
| S1 |
2,801.79 |
2,801.79 |
2,826.81 |
2,811.77 |
| S2 |
2,772.24 |
2,772.24 |
2,822.28 |
|
| S3 |
2,722.74 |
2,752.29 |
2,817.74 |
|
| S4 |
2,673.24 |
2,702.79 |
2,804.13 |
|
|
| 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 |
2,841.68 |
2,775.40 |
66.28 |
2.3% |
28.23 |
1.0% |
84% |
True |
False |
|
| 10 |
2,841.68 |
2,744.29 |
97.39 |
3.4% |
30.22 |
1.1% |
89% |
True |
False |
|
| 20 |
2,841.68 |
2,742.82 |
98.86 |
3.5% |
27.45 |
1.0% |
90% |
True |
False |
|
| 40 |
2,841.68 |
2,535.04 |
306.64 |
10.8% |
28.15 |
1.0% |
97% |
True |
False |
|
| 60 |
2,841.68 |
2,510.37 |
331.31 |
11.7% |
31.07 |
1.1% |
97% |
True |
False |
|
| 80 |
2,841.68 |
2,443.92 |
397.76 |
14.0% |
32.63 |
1.2% |
97% |
True |
False |
|
| 100 |
2,841.68 |
2,443.92 |
397.76 |
14.0% |
33.56 |
1.2% |
97% |
True |
False |
|
| 120 |
2,841.68 |
2,443.92 |
397.76 |
14.0% |
33.89 |
1.2% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.06 |
|
2.618 |
2,971.27 |
|
1.618 |
2,921.77 |
|
1.000 |
2,891.18 |
|
0.618 |
2,872.27 |
|
HIGH |
2,841.68 |
|
0.618 |
2,822.77 |
|
0.500 |
2,816.93 |
|
0.382 |
2,811.09 |
|
LOW |
2,792.18 |
|
0.618 |
2,761.59 |
|
1.000 |
2,742.68 |
|
1.618 |
2,712.09 |
|
2.618 |
2,662.59 |
|
4.250 |
2,581.81 |
|
|