| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,850.44 |
2,874.53 |
24.09 |
0.8% |
2,857.52 |
| High |
2,863.67 |
2,878.38 |
14.71 |
0.5% |
2,878.38 |
| Low |
2,842.59 |
2,859.55 |
16.96 |
0.6% |
2,842.59 |
| Close |
2,861.70 |
2,861.64 |
-0.06 |
0.0% |
2,861.64 |
| Range |
21.08 |
18.83 |
-2.25 |
-10.7% |
35.79 |
| ATR |
27.45 |
26.84 |
-0.62 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,923.01 |
2,911.16 |
2,872.00 |
|
| R3 |
2,904.18 |
2,892.33 |
2,866.82 |
|
| R2 |
2,885.35 |
2,885.35 |
2,865.09 |
|
| R1 |
2,873.50 |
2,873.50 |
2,863.37 |
2,870.01 |
| PP |
2,866.52 |
2,866.52 |
2,866.52 |
2,864.78 |
| S1 |
2,854.67 |
2,854.67 |
2,859.91 |
2,851.18 |
| S2 |
2,847.69 |
2,847.69 |
2,858.19 |
|
| S3 |
2,828.86 |
2,835.84 |
2,856.46 |
|
| S4 |
2,810.03 |
2,817.01 |
2,851.28 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,968.24 |
2,950.73 |
2,881.32 |
|
| R3 |
2,932.45 |
2,914.94 |
2,871.48 |
|
| R2 |
2,896.66 |
2,896.66 |
2,868.20 |
|
| R1 |
2,879.15 |
2,879.15 |
2,864.92 |
2,887.91 |
| PP |
2,860.87 |
2,860.87 |
2,860.87 |
2,865.25 |
| S1 |
2,843.36 |
2,843.36 |
2,858.36 |
2,852.12 |
| S2 |
2,825.08 |
2,825.08 |
2,855.08 |
|
| S3 |
2,789.29 |
2,807.57 |
2,851.80 |
|
| S4 |
2,753.50 |
2,771.78 |
2,841.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,878.38 |
2,842.59 |
35.79 |
1.3% |
16.49 |
0.6% |
53% |
True |
False |
|
| 10 |
2,878.38 |
2,775.40 |
102.98 |
3.6% |
23.71 |
0.8% |
84% |
True |
False |
|
| 20 |
2,878.38 |
2,744.29 |
134.09 |
4.7% |
24.93 |
0.9% |
88% |
True |
False |
|
| 40 |
2,878.38 |
2,594.84 |
283.54 |
9.9% |
25.54 |
0.9% |
94% |
True |
False |
|
| 60 |
2,878.38 |
2,510.37 |
368.01 |
12.9% |
29.46 |
1.0% |
95% |
True |
False |
|
| 80 |
2,878.38 |
2,443.92 |
434.46 |
15.2% |
31.37 |
1.1% |
96% |
True |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.2% |
33.03 |
1.2% |
96% |
True |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.2% |
33.27 |
1.2% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.41 |
|
2.618 |
2,927.68 |
|
1.618 |
2,908.85 |
|
1.000 |
2,897.21 |
|
0.618 |
2,890.02 |
|
HIGH |
2,878.38 |
|
0.618 |
2,871.19 |
|
0.500 |
2,868.97 |
|
0.382 |
2,866.74 |
|
LOW |
2,859.55 |
|
0.618 |
2,847.91 |
|
1.000 |
2,840.72 |
|
1.618 |
2,829.08 |
|
2.618 |
2,810.25 |
|
4.250 |
2,779.52 |
|
|