Day Change Summary |
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Previous |
Current |
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04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,334.0 |
4,271.0 |
-63.0 |
-1.5% |
4,357.0 |
High |
4,335.0 |
4,281.0 |
-54.0 |
-1.2% |
4,357.0 |
Low |
4,297.0 |
4,271.0 |
-26.0 |
-0.6% |
4,297.0 |
Close |
4,315.0 |
4,284.0 |
-31.0 |
-0.7% |
4,310.0 |
Range |
38.0 |
10.0 |
-28.0 |
-73.7% |
60.0 |
ATR |
27.3 |
28.5 |
1.2 |
4.4% |
0.0 |
Volume |
121 |
387 |
266 |
219.8% |
542 |
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Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,308.7 |
4,306.3 |
4,289.5 |
|
R3 |
4,298.7 |
4,296.3 |
4,286.8 |
|
R2 |
4,288.7 |
4,288.7 |
4,285.8 |
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R1 |
4,286.3 |
4,286.3 |
4,284.9 |
4,287.5 |
PP |
4,278.7 |
4,278.7 |
4,278.7 |
4,279.3 |
S1 |
4,276.3 |
4,276.3 |
4,283.1 |
4,277.5 |
S2 |
4,268.7 |
4,268.7 |
4,282.2 |
|
S3 |
4,258.7 |
4,266.3 |
4,281.3 |
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S4 |
4,248.7 |
4,256.3 |
4,278.5 |
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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 |
4,336.0 |
4,271.0 |
65.0 |
1.5% |
28.0 |
0.7% |
20% |
False |
True |
332 |
10 |
4,378.0 |
4,271.0 |
107.0 |
2.5% |
14.8 |
0.3% |
12% |
False |
True |
223 |
20 |
4,378.0 |
4,235.0 |
143.0 |
3.3% |
11.9 |
0.3% |
34% |
False |
False |
149 |
40 |
4,378.0 |
4,031.0 |
347.0 |
8.1% |
8.6 |
0.2% |
73% |
False |
False |
122 |
60 |
4,378.0 |
3,982.0 |
396.0 |
9.2% |
6.5 |
0.2% |
76% |
False |
False |
102 |
80 |
4,378.0 |
3,950.0 |
428.0 |
10.0% |
6.1 |
0.1% |
78% |
False |
False |
97 |
100 |
4,397.0 |
3,950.0 |
447.0 |
10.4% |
5.3 |
0.1% |
75% |
False |
False |
82 |
120 |
4,397.0 |
3,950.0 |
447.0 |
10.4% |
4.4 |
0.1% |
75% |
False |
False |
71 |
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Fibonacci Retracements and Extensions |
4.250 |
4,323.5 |
2.618 |
4,307.2 |
1.618 |
4,297.2 |
1.000 |
4,291.0 |
0.618 |
4,287.2 |
HIGH |
4,281.0 |
0.618 |
4,277.2 |
0.500 |
4,276.0 |
0.382 |
4,274.8 |
LOW |
4,271.0 |
0.618 |
4,264.8 |
1.000 |
4,261.0 |
1.618 |
4,254.8 |
2.618 |
4,244.8 |
4.250 |
4,228.5 |
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