| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,852.42 |
2,858.54 |
6.12 |
0.2% |
2,821.03 |
| High |
2,859.34 |
2,871.10 |
11.76 |
0.4% |
2,865.37 |
| Low |
2,848.91 |
2,850.32 |
1.41 |
0.0% |
2,775.40 |
| Close |
2,857.38 |
2,864.03 |
6.65 |
0.2% |
2,855.23 |
| Range |
10.43 |
20.78 |
10.35 |
99.2% |
89.97 |
| ATR |
28.47 |
27.92 |
-0.55 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.16 |
2,914.87 |
2,875.46 |
|
| R3 |
2,903.38 |
2,894.09 |
2,869.74 |
|
| R2 |
2,882.60 |
2,882.60 |
2,867.84 |
|
| R1 |
2,873.31 |
2,873.31 |
2,865.93 |
2,877.96 |
| PP |
2,861.82 |
2,861.82 |
2,861.82 |
2,864.14 |
| S1 |
2,852.53 |
2,852.53 |
2,862.13 |
2,857.18 |
| S2 |
2,841.04 |
2,841.04 |
2,860.22 |
|
| S3 |
2,820.26 |
2,831.75 |
2,858.32 |
|
| S4 |
2,799.48 |
2,810.97 |
2,852.60 |
|
|
| 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 |
2,871.10 |
2,792.18 |
78.92 |
2.8% |
23.59 |
0.8% |
91% |
True |
False |
|
| 10 |
2,871.10 |
2,775.40 |
95.70 |
3.3% |
25.45 |
0.9% |
93% |
True |
False |
|
| 20 |
2,871.10 |
2,744.29 |
126.81 |
4.4% |
25.77 |
0.9% |
94% |
True |
False |
|
| 40 |
2,871.10 |
2,535.04 |
336.06 |
11.7% |
26.07 |
0.9% |
98% |
True |
False |
|
| 60 |
2,871.10 |
2,510.37 |
360.73 |
12.6% |
29.53 |
1.0% |
98% |
True |
False |
|
| 80 |
2,871.10 |
2,443.92 |
427.18 |
14.9% |
31.60 |
1.1% |
98% |
True |
False |
|
| 100 |
2,871.10 |
2,443.92 |
427.18 |
14.9% |
33.21 |
1.2% |
98% |
True |
False |
|
| 120 |
2,871.10 |
2,443.92 |
427.18 |
14.9% |
33.52 |
1.2% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,959.42 |
|
2.618 |
2,925.50 |
|
1.618 |
2,904.72 |
|
1.000 |
2,891.88 |
|
0.618 |
2,883.94 |
|
HIGH |
2,871.10 |
|
0.618 |
2,863.16 |
|
0.500 |
2,860.71 |
|
0.382 |
2,858.26 |
|
LOW |
2,850.32 |
|
0.618 |
2,837.48 |
|
1.000 |
2,829.54 |
|
1.618 |
2,816.70 |
|
2.618 |
2,795.92 |
|
4.250 |
2,762.01 |
|
|