Day Change Summary |
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Previous |
Current |
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31-Aug-2012 |
03-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,297.0 |
4,302.0 |
5.0 |
0.1% |
4,357.0 |
High |
4,315.0 |
4,332.0 |
17.0 |
0.4% |
4,357.0 |
Low |
4,297.0 |
4,297.0 |
0.0 |
0.0% |
4,297.0 |
Close |
4,310.0 |
4,337.0 |
27.0 |
0.6% |
4,310.0 |
Range |
18.0 |
35.0 |
17.0 |
94.4% |
60.0 |
ATR |
25.6 |
26.3 |
0.7 |
2.6% |
0.0 |
Volume |
21 |
850 |
829 |
3,947.6% |
542 |
|
Daily Pivots for day following 03-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,427.0 |
4,417.0 |
4,356.3 |
|
R3 |
4,392.0 |
4,382.0 |
4,346.6 |
|
R2 |
4,357.0 |
4,357.0 |
4,343.4 |
|
R1 |
4,347.0 |
4,347.0 |
4,340.2 |
4,352.0 |
PP |
4,322.0 |
4,322.0 |
4,322.0 |
4,324.5 |
S1 |
4,312.0 |
4,312.0 |
4,333.8 |
4,317.0 |
S2 |
4,287.0 |
4,287.0 |
4,330.6 |
|
S3 |
4,252.0 |
4,277.0 |
4,327.4 |
|
S4 |
4,217.0 |
4,242.0 |
4,317.8 |
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Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,501.3 |
4,465.7 |
4,343.0 |
|
R3 |
4,441.3 |
4,405.7 |
4,326.5 |
|
R2 |
4,381.3 |
4,381.3 |
4,321.0 |
|
R1 |
4,345.7 |
4,345.7 |
4,315.5 |
4,333.5 |
PP |
4,321.3 |
4,321.3 |
4,321.3 |
4,315.3 |
S1 |
4,285.7 |
4,285.7 |
4,304.5 |
4,273.5 |
S2 |
4,261.3 |
4,261.3 |
4,299.0 |
|
S3 |
4,201.3 |
4,225.7 |
4,293.5 |
|
S4 |
4,141.3 |
4,165.7 |
4,277.0 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,350.0 |
4,297.0 |
53.0 |
1.2% |
19.2 |
0.4% |
75% |
False |
True |
276 |
10 |
4,378.0 |
4,297.0 |
81.0 |
1.9% |
12.8 |
0.3% |
49% |
False |
True |
183 |
20 |
4,378.0 |
4,172.0 |
206.0 |
4.7% |
9.9 |
0.2% |
80% |
False |
False |
127 |
40 |
4,378.0 |
4,031.0 |
347.0 |
8.0% |
7.4 |
0.2% |
88% |
False |
False |
110 |
60 |
4,378.0 |
3,982.0 |
396.0 |
9.1% |
5.7 |
0.1% |
90% |
False |
False |
93 |
80 |
4,378.0 |
3,950.0 |
428.0 |
9.9% |
5.5 |
0.1% |
90% |
False |
False |
92 |
100 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
4.8 |
0.1% |
87% |
False |
False |
77 |
120 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
4.0 |
0.1% |
87% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,480.8 |
2.618 |
4,423.6 |
1.618 |
4,388.6 |
1.000 |
4,367.0 |
0.618 |
4,353.6 |
HIGH |
4,332.0 |
0.618 |
4,318.6 |
0.500 |
4,314.5 |
0.382 |
4,310.4 |
LOW |
4,297.0 |
0.618 |
4,275.4 |
1.000 |
4,262.0 |
1.618 |
4,240.4 |
2.618 |
4,205.4 |
4.250 |
4,148.3 |
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