| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,841.82 |
2,857.52 |
15.70 |
0.6% |
2,821.03 |
| High |
2,865.37 |
2,857.52 |
-7.85 |
-0.3% |
2,865.37 |
| Low |
2,839.48 |
2,846.17 |
6.69 |
0.2% |
2,775.40 |
| Close |
2,855.23 |
2,856.44 |
1.21 |
0.0% |
2,855.23 |
| Range |
25.89 |
11.35 |
-14.54 |
-56.2% |
89.97 |
| ATR |
31.28 |
29.85 |
-1.42 |
-4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.43 |
2,883.28 |
2,862.68 |
|
| R3 |
2,876.08 |
2,871.93 |
2,859.56 |
|
| R2 |
2,864.73 |
2,864.73 |
2,858.52 |
|
| R1 |
2,860.58 |
2,860.58 |
2,857.48 |
2,856.98 |
| PP |
2,853.38 |
2,853.38 |
2,853.38 |
2,851.58 |
| S1 |
2,849.23 |
2,849.23 |
2,855.40 |
2,845.63 |
| S2 |
2,842.03 |
2,842.03 |
2,854.36 |
|
| S3 |
2,830.68 |
2,837.88 |
2,853.32 |
|
| S4 |
2,819.33 |
2,826.53 |
2,850.20 |
|
|
| 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 |
3.1% |
25.98 |
0.9% |
90% |
False |
False |
|
| 10 |
2,865.37 |
2,744.29 |
121.08 |
4.2% |
28.00 |
1.0% |
93% |
False |
False |
|
| 20 |
2,865.37 |
2,744.29 |
121.08 |
4.2% |
27.06 |
0.9% |
93% |
False |
False |
|
| 40 |
2,865.37 |
2,535.04 |
330.33 |
11.6% |
27.58 |
1.0% |
97% |
False |
False |
|
| 60 |
2,865.37 |
2,510.37 |
355.00 |
12.4% |
30.07 |
1.1% |
97% |
False |
False |
|
| 80 |
2,865.37 |
2,443.92 |
421.45 |
14.8% |
31.95 |
1.1% |
98% |
False |
False |
|
| 100 |
2,865.37 |
2,443.92 |
421.45 |
14.8% |
33.43 |
1.2% |
98% |
False |
False |
|
| 120 |
2,865.37 |
2,443.92 |
421.45 |
14.8% |
33.82 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,905.76 |
|
2.618 |
2,887.23 |
|
1.618 |
2,875.88 |
|
1.000 |
2,868.87 |
|
0.618 |
2,864.53 |
|
HIGH |
2,857.52 |
|
0.618 |
2,853.18 |
|
0.500 |
2,851.85 |
|
0.382 |
2,850.51 |
|
LOW |
2,846.17 |
|
0.618 |
2,839.16 |
|
1.000 |
2,834.82 |
|
1.618 |
2,827.81 |
|
2.618 |
2,816.46 |
|
4.250 |
2,797.93 |
|
|