Day Change Summary |
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Previous |
Current |
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05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,271.0 |
4,310.0 |
39.0 |
0.9% |
4,357.0 |
High |
4,281.0 |
4,322.0 |
41.0 |
1.0% |
4,357.0 |
Low |
4,271.0 |
4,310.0 |
39.0 |
0.9% |
4,297.0 |
Close |
4,284.0 |
4,319.0 |
35.0 |
0.8% |
4,310.0 |
Range |
10.0 |
12.0 |
2.0 |
20.0% |
60.0 |
ATR |
28.5 |
29.2 |
0.7 |
2.4% |
0.0 |
Volume |
387 |
78 |
-309 |
-79.8% |
542 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,353.0 |
4,348.0 |
4,325.6 |
|
R3 |
4,341.0 |
4,336.0 |
4,322.3 |
|
R2 |
4,329.0 |
4,329.0 |
4,321.2 |
|
R1 |
4,324.0 |
4,324.0 |
4,320.1 |
4,326.5 |
PP |
4,317.0 |
4,317.0 |
4,317.0 |
4,318.3 |
S1 |
4,312.0 |
4,312.0 |
4,317.9 |
4,314.5 |
S2 |
4,305.0 |
4,305.0 |
4,316.8 |
|
S3 |
4,293.0 |
4,300.0 |
4,315.7 |
|
S4 |
4,281.0 |
4,288.0 |
4,312.4 |
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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 |
4,335.0 |
4,271.0 |
64.0 |
1.5% |
22.6 |
0.5% |
75% |
False |
False |
291 |
10 |
4,357.0 |
4,271.0 |
86.0 |
2.0% |
16.0 |
0.4% |
56% |
False |
False |
231 |
20 |
4,378.0 |
4,235.0 |
143.0 |
3.3% |
12.5 |
0.3% |
59% |
False |
False |
147 |
40 |
4,378.0 |
4,031.0 |
347.0 |
8.0% |
8.7 |
0.2% |
83% |
False |
False |
124 |
60 |
4,378.0 |
3,982.0 |
396.0 |
9.2% |
6.7 |
0.2% |
85% |
False |
False |
103 |
80 |
4,378.0 |
3,950.0 |
428.0 |
9.9% |
6.2 |
0.1% |
86% |
False |
False |
98 |
100 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
5.4 |
0.1% |
83% |
False |
False |
83 |
120 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
4.5 |
0.1% |
83% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,373.0 |
2.618 |
4,353.4 |
1.618 |
4,341.4 |
1.000 |
4,334.0 |
0.618 |
4,329.4 |
HIGH |
4,322.0 |
0.618 |
4,317.4 |
0.500 |
4,316.0 |
0.382 |
4,314.6 |
LOW |
4,310.0 |
0.618 |
4,302.6 |
1.000 |
4,298.0 |
1.618 |
4,290.6 |
2.618 |
4,278.6 |
4.250 |
4,259.0 |
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