Day Change Summary |
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Previous |
Current |
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03-Sep-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,302.0 |
4,334.0 |
32.0 |
0.7% |
4,357.0 |
High |
4,332.0 |
4,335.0 |
3.0 |
0.1% |
4,357.0 |
Low |
4,297.0 |
4,297.0 |
0.0 |
0.0% |
4,297.0 |
Close |
4,337.0 |
4,315.0 |
-22.0 |
-0.5% |
4,310.0 |
Range |
35.0 |
38.0 |
3.0 |
8.6% |
60.0 |
ATR |
26.3 |
27.3 |
1.0 |
3.7% |
0.0 |
Volume |
850 |
121 |
-729 |
-85.8% |
542 |
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Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,429.7 |
4,410.3 |
4,335.9 |
|
R3 |
4,391.7 |
4,372.3 |
4,325.5 |
|
R2 |
4,353.7 |
4,353.7 |
4,322.0 |
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R1 |
4,334.3 |
4,334.3 |
4,318.5 |
4,325.0 |
PP |
4,315.7 |
4,315.7 |
4,315.7 |
4,311.0 |
S1 |
4,296.3 |
4,296.3 |
4,311.5 |
4,287.0 |
S2 |
4,277.7 |
4,277.7 |
4,308.0 |
|
S3 |
4,239.7 |
4,258.3 |
4,304.6 |
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S4 |
4,201.7 |
4,220.3 |
4,294.1 |
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Weekly Pivots for week ending 31-Aug-2012 |
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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 |
4,349.0 |
4,297.0 |
52.0 |
1.2% |
26.8 |
0.6% |
35% |
False |
True |
300 |
10 |
4,378.0 |
4,297.0 |
81.0 |
1.9% |
15.6 |
0.4% |
22% |
False |
True |
191 |
20 |
4,378.0 |
4,235.0 |
143.0 |
3.3% |
11.4 |
0.3% |
56% |
False |
False |
132 |
40 |
4,378.0 |
4,031.0 |
347.0 |
8.0% |
8.3 |
0.2% |
82% |
False |
False |
113 |
60 |
4,378.0 |
3,982.0 |
396.0 |
9.2% |
6.4 |
0.1% |
84% |
False |
False |
95 |
80 |
4,378.0 |
3,950.0 |
428.0 |
9.9% |
6.0 |
0.1% |
85% |
False |
False |
93 |
100 |
4,397.0 |
3,950.0 |
447.0 |
10.4% |
5.2 |
0.1% |
82% |
False |
False |
78 |
120 |
4,397.0 |
3,950.0 |
447.0 |
10.4% |
4.3 |
0.1% |
82% |
False |
False |
67 |
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Fibonacci Retracements and Extensions |
4.250 |
4,496.5 |
2.618 |
4,434.5 |
1.618 |
4,396.5 |
1.000 |
4,373.0 |
0.618 |
4,358.5 |
HIGH |
4,335.0 |
0.618 |
4,320.5 |
0.500 |
4,316.0 |
0.382 |
4,311.5 |
LOW |
4,297.0 |
0.618 |
4,273.5 |
1.000 |
4,259.0 |
1.618 |
4,235.5 |
2.618 |
4,197.5 |
4.250 |
4,135.5 |
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