| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,857.52 |
2,852.42 |
-5.10 |
-0.2% |
2,821.03 |
| High |
2,857.52 |
2,859.34 |
1.82 |
0.1% |
2,865.37 |
| Low |
2,846.17 |
2,848.91 |
2.74 |
0.1% |
2,775.40 |
| Close |
2,856.44 |
2,857.38 |
0.94 |
0.0% |
2,855.23 |
| Range |
11.35 |
10.43 |
-0.92 |
-8.1% |
89.97 |
| ATR |
29.85 |
28.47 |
-1.39 |
-4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,886.50 |
2,882.37 |
2,863.12 |
|
| R3 |
2,876.07 |
2,871.94 |
2,860.25 |
|
| R2 |
2,865.64 |
2,865.64 |
2,859.29 |
|
| R1 |
2,861.51 |
2,861.51 |
2,858.34 |
2,863.58 |
| PP |
2,855.21 |
2,855.21 |
2,855.21 |
2,856.24 |
| S1 |
2,851.08 |
2,851.08 |
2,856.42 |
2,853.15 |
| S2 |
2,844.78 |
2,844.78 |
2,855.47 |
|
| S3 |
2,834.35 |
2,840.65 |
2,854.51 |
|
| S4 |
2,823.92 |
2,830.22 |
2,851.64 |
|
|
| 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% |
24.15 |
0.8% |
91% |
False |
False |
|
| 10 |
2,865.37 |
2,760.66 |
104.71 |
3.7% |
25.36 |
0.9% |
92% |
False |
False |
|
| 20 |
2,865.37 |
2,744.29 |
121.08 |
4.2% |
26.74 |
0.9% |
93% |
False |
False |
|
| 40 |
2,865.37 |
2,535.04 |
330.33 |
11.6% |
26.67 |
0.9% |
98% |
False |
False |
|
| 60 |
2,865.37 |
2,510.37 |
355.00 |
12.4% |
29.79 |
1.0% |
98% |
False |
False |
|
| 80 |
2,865.37 |
2,443.92 |
421.45 |
14.7% |
31.55 |
1.1% |
98% |
False |
False |
|
| 100 |
2,865.37 |
2,443.92 |
421.45 |
14.7% |
33.28 |
1.2% |
98% |
False |
False |
|
| 120 |
2,865.37 |
2,443.92 |
421.45 |
14.7% |
33.58 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.67 |
|
2.618 |
2,886.65 |
|
1.618 |
2,876.22 |
|
1.000 |
2,869.77 |
|
0.618 |
2,865.79 |
|
HIGH |
2,859.34 |
|
0.618 |
2,855.36 |
|
0.500 |
2,854.13 |
|
0.382 |
2,852.89 |
|
LOW |
2,848.91 |
|
0.618 |
2,842.46 |
|
1.000 |
2,838.48 |
|
1.618 |
2,832.03 |
|
2.618 |
2,821.60 |
|
4.250 |
2,804.58 |
|
|