| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,858.54 |
2,850.44 |
-8.10 |
-0.3% |
2,821.03 |
| High |
2,871.10 |
2,863.67 |
-7.43 |
-0.3% |
2,865.37 |
| Low |
2,850.32 |
2,842.59 |
-7.73 |
-0.3% |
2,775.40 |
| Close |
2,864.03 |
2,861.70 |
-2.33 |
-0.1% |
2,855.23 |
| Range |
20.78 |
21.08 |
0.30 |
1.4% |
89.97 |
| ATR |
27.92 |
27.45 |
-0.46 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.23 |
2,911.54 |
2,873.29 |
|
| R3 |
2,898.15 |
2,890.46 |
2,867.50 |
|
| R2 |
2,877.07 |
2,877.07 |
2,865.56 |
|
| R1 |
2,869.38 |
2,869.38 |
2,863.63 |
2,873.23 |
| PP |
2,855.99 |
2,855.99 |
2,855.99 |
2,857.91 |
| S1 |
2,848.30 |
2,848.30 |
2,859.77 |
2,852.15 |
| S2 |
2,834.91 |
2,834.91 |
2,857.84 |
|
| S3 |
2,813.83 |
2,827.22 |
2,855.90 |
|
| S4 |
2,792.75 |
2,806.14 |
2,850.11 |
|
|
| 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 |
2,839.48 |
31.62 |
1.1% |
17.91 |
0.6% |
70% |
False |
False |
|
| 10 |
2,871.10 |
2,775.40 |
95.70 |
3.3% |
23.07 |
0.8% |
90% |
False |
False |
|
| 20 |
2,871.10 |
2,744.29 |
126.81 |
4.4% |
25.27 |
0.9% |
93% |
False |
False |
|
| 40 |
2,871.10 |
2,568.33 |
302.77 |
10.6% |
25.82 |
0.9% |
97% |
False |
False |
|
| 60 |
2,871.10 |
2,510.37 |
360.73 |
12.6% |
29.46 |
1.0% |
97% |
False |
False |
|
| 80 |
2,871.10 |
2,443.92 |
427.18 |
14.9% |
31.43 |
1.1% |
98% |
False |
False |
|
| 100 |
2,871.10 |
2,443.92 |
427.18 |
14.9% |
33.25 |
1.2% |
98% |
False |
False |
|
| 120 |
2,871.10 |
2,443.92 |
427.18 |
14.9% |
33.44 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953.26 |
|
2.618 |
2,918.86 |
|
1.618 |
2,897.78 |
|
1.000 |
2,884.75 |
|
0.618 |
2,876.70 |
|
HIGH |
2,863.67 |
|
0.618 |
2,855.62 |
|
0.500 |
2,853.13 |
|
0.382 |
2,850.64 |
|
LOW |
2,842.59 |
|
0.618 |
2,829.56 |
|
1.000 |
2,821.51 |
|
1.618 |
2,808.48 |
|
2.618 |
2,787.40 |
|
4.250 |
2,753.00 |
|
|