| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,796.72 |
2,841.82 |
45.10 |
1.6% |
2,821.03 |
| High |
2,841.68 |
2,865.37 |
23.69 |
0.8% |
2,865.37 |
| Low |
2,792.18 |
2,839.48 |
47.30 |
1.7% |
2,775.40 |
| Close |
2,831.35 |
2,855.23 |
23.88 |
0.8% |
2,855.23 |
| Range |
49.50 |
25.89 |
-23.61 |
-47.7% |
89.97 |
| ATR |
31.07 |
31.28 |
0.21 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.03 |
2,919.02 |
2,869.47 |
|
| R3 |
2,905.14 |
2,893.13 |
2,862.35 |
|
| R2 |
2,879.25 |
2,879.25 |
2,859.98 |
|
| R1 |
2,867.24 |
2,867.24 |
2,857.60 |
2,873.25 |
| PP |
2,853.36 |
2,853.36 |
2,853.36 |
2,856.36 |
| S1 |
2,841.35 |
2,841.35 |
2,852.86 |
2,847.36 |
| S2 |
2,827.47 |
2,827.47 |
2,850.48 |
|
| S3 |
2,801.58 |
2,815.46 |
2,848.11 |
|
| S4 |
2,775.69 |
2,789.57 |
2,840.99 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,101.91 |
3,068.54 |
2,904.71 |
|
| R3 |
3,011.94 |
2,978.57 |
2,879.97 |
|
| R2 |
2,921.97 |
2,921.97 |
2,871.72 |
|
| R1 |
2,888.60 |
2,888.60 |
2,863.48 |
2,905.29 |
| PP |
2,832.00 |
2,832.00 |
2,832.00 |
2,840.34 |
| S1 |
2,798.63 |
2,798.63 |
2,846.98 |
2,815.32 |
| S2 |
2,742.03 |
2,742.03 |
2,838.74 |
|
| S3 |
2,652.06 |
2,708.66 |
2,830.49 |
|
| S4 |
2,562.09 |
2,618.69 |
2,805.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,865.37 |
2,775.40 |
89.97 |
3.2% |
30.92 |
1.1% |
89% |
True |
False |
|
| 10 |
2,865.37 |
2,744.29 |
121.08 |
4.2% |
30.70 |
1.1% |
92% |
True |
False |
|
| 20 |
2,865.37 |
2,744.29 |
121.08 |
4.2% |
27.17 |
1.0% |
92% |
True |
False |
|
| 40 |
2,865.37 |
2,535.04 |
330.33 |
11.6% |
28.21 |
1.0% |
97% |
True |
False |
|
| 60 |
2,865.37 |
2,510.37 |
355.00 |
12.4% |
31.02 |
1.1% |
97% |
True |
False |
|
| 80 |
2,865.37 |
2,443.92 |
421.45 |
14.8% |
32.48 |
1.1% |
98% |
True |
False |
|
| 100 |
2,865.37 |
2,443.92 |
421.45 |
14.8% |
33.52 |
1.2% |
98% |
True |
False |
|
| 120 |
2,865.37 |
2,443.92 |
421.45 |
14.8% |
33.84 |
1.2% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.40 |
|
2.618 |
2,933.15 |
|
1.618 |
2,907.26 |
|
1.000 |
2,891.26 |
|
0.618 |
2,881.37 |
|
HIGH |
2,865.37 |
|
0.618 |
2,855.48 |
|
0.500 |
2,852.43 |
|
0.382 |
2,849.37 |
|
LOW |
2,839.48 |
|
0.618 |
2,823.48 |
|
1.000 |
2,813.59 |
|
1.618 |
2,797.59 |
|
2.618 |
2,771.70 |
|
4.250 |
2,729.45 |
|
|