Day Change Summary |
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Previous |
Current |
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06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,310.0 |
4,366.0 |
56.0 |
1.3% |
4,302.0 |
High |
4,322.0 |
4,369.0 |
47.0 |
1.1% |
4,369.0 |
Low |
4,310.0 |
4,325.0 |
15.0 |
0.3% |
4,271.0 |
Close |
4,319.0 |
4,333.0 |
14.0 |
0.3% |
4,333.0 |
Range |
12.0 |
44.0 |
32.0 |
266.7% |
98.0 |
ATR |
29.2 |
30.7 |
1.5 |
5.1% |
0.0 |
Volume |
78 |
152 |
74 |
94.9% |
1,588 |
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Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,474.3 |
4,447.7 |
4,357.2 |
|
R3 |
4,430.3 |
4,403.7 |
4,345.1 |
|
R2 |
4,386.3 |
4,386.3 |
4,341.1 |
|
R1 |
4,359.7 |
4,359.7 |
4,337.0 |
4,351.0 |
PP |
4,342.3 |
4,342.3 |
4,342.3 |
4,338.0 |
S1 |
4,315.7 |
4,315.7 |
4,329.0 |
4,307.0 |
S2 |
4,298.3 |
4,298.3 |
4,324.9 |
|
S3 |
4,254.3 |
4,271.7 |
4,320.9 |
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S4 |
4,210.3 |
4,227.7 |
4,308.8 |
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Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,618.3 |
4,573.7 |
4,386.9 |
|
R3 |
4,520.3 |
4,475.7 |
4,360.0 |
|
R2 |
4,422.3 |
4,422.3 |
4,351.0 |
|
R1 |
4,377.7 |
4,377.7 |
4,342.0 |
4,400.0 |
PP |
4,324.3 |
4,324.3 |
4,324.3 |
4,335.5 |
S1 |
4,279.7 |
4,279.7 |
4,324.0 |
4,302.0 |
S2 |
4,226.3 |
4,226.3 |
4,315.0 |
|
S3 |
4,128.3 |
4,181.7 |
4,306.1 |
|
S4 |
4,030.3 |
4,083.7 |
4,279.1 |
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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 |
4,369.0 |
4,271.0 |
98.0 |
2.3% |
27.8 |
0.6% |
63% |
True |
False |
317 |
10 |
4,369.0 |
4,271.0 |
98.0 |
2.3% |
20.0 |
0.5% |
63% |
True |
False |
213 |
20 |
4,378.0 |
4,235.0 |
143.0 |
3.3% |
14.7 |
0.3% |
69% |
False |
False |
155 |
40 |
4,378.0 |
4,031.0 |
347.0 |
8.0% |
9.7 |
0.2% |
87% |
False |
False |
128 |
60 |
4,378.0 |
3,982.0 |
396.0 |
9.1% |
7.5 |
0.2% |
89% |
False |
False |
105 |
80 |
4,378.0 |
3,950.0 |
428.0 |
9.9% |
6.8 |
0.2% |
89% |
False |
False |
100 |
100 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
5.8 |
0.1% |
86% |
False |
False |
84 |
120 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
4.9 |
0.1% |
86% |
False |
False |
72 |
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Fibonacci Retracements and Extensions |
4.250 |
4,556.0 |
2.618 |
4,484.2 |
1.618 |
4,440.2 |
1.000 |
4,413.0 |
0.618 |
4,396.2 |
HIGH |
4,369.0 |
0.618 |
4,352.2 |
0.500 |
4,347.0 |
0.382 |
4,341.8 |
LOW |
4,325.0 |
0.618 |
4,297.8 |
1.000 |
4,281.0 |
1.618 |
4,253.8 |
2.618 |
4,209.8 |
4.250 |
4,138.0 |
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