| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,517.0 |
2,516.0 |
-1.0 |
0.0% |
2,405.0 |
| High |
2,546.0 |
2,520.0 |
-26.0 |
-1.0% |
2,546.0 |
| Low |
2,515.0 |
2,495.0 |
-20.0 |
-0.8% |
2,399.0 |
| Close |
2,519.0 |
2,510.0 |
-9.0 |
-0.4% |
2,519.0 |
| Range |
31.0 |
25.0 |
-6.0 |
-19.4% |
147.0 |
| ATR |
38.8 |
37.8 |
-1.0 |
-2.5% |
0.0 |
| Volume |
8,002 |
4,587 |
-3,415 |
-42.7% |
17,604 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.3 |
2,571.7 |
2,523.8 |
|
| R3 |
2,558.3 |
2,546.7 |
2,516.9 |
|
| R2 |
2,533.3 |
2,533.3 |
2,514.6 |
|
| R1 |
2,521.7 |
2,521.7 |
2,512.3 |
2,515.0 |
| PP |
2,508.3 |
2,508.3 |
2,508.3 |
2,505.0 |
| S1 |
2,496.7 |
2,496.7 |
2,507.7 |
2,490.0 |
| S2 |
2,483.3 |
2,483.3 |
2,505.4 |
|
| S3 |
2,458.3 |
2,471.7 |
2,503.1 |
|
| S4 |
2,433.3 |
2,446.7 |
2,496.3 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.0 |
2,871.0 |
2,599.9 |
|
| R3 |
2,782.0 |
2,724.0 |
2,559.4 |
|
| R2 |
2,635.0 |
2,635.0 |
2,546.0 |
|
| R1 |
2,577.0 |
2,577.0 |
2,532.5 |
2,606.0 |
| PP |
2,488.0 |
2,488.0 |
2,488.0 |
2,502.5 |
| S1 |
2,430.0 |
2,430.0 |
2,505.5 |
2,459.0 |
| S2 |
2,341.0 |
2,341.0 |
2,492.1 |
|
| S3 |
2,194.0 |
2,283.0 |
2,478.6 |
|
| S4 |
2,047.0 |
2,136.0 |
2,438.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,546.0 |
2,399.0 |
147.0 |
5.9% |
42.0 |
1.7% |
76% |
False |
False |
4,424 |
| 10 |
2,546.0 |
2,379.0 |
167.0 |
6.7% |
34.1 |
1.4% |
78% |
False |
False |
2,319 |
| 20 |
2,546.0 |
2,379.0 |
167.0 |
6.7% |
29.4 |
1.2% |
78% |
False |
False |
1,208 |
| 40 |
2,546.0 |
2,117.0 |
429.0 |
17.1% |
33.1 |
1.3% |
92% |
False |
False |
690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.3 |
|
2.618 |
2,585.5 |
|
1.618 |
2,560.5 |
|
1.000 |
2,545.0 |
|
0.618 |
2,535.5 |
|
HIGH |
2,520.0 |
|
0.618 |
2,510.5 |
|
0.500 |
2,507.5 |
|
0.382 |
2,504.6 |
|
LOW |
2,495.0 |
|
0.618 |
2,479.6 |
|
1.000 |
2,470.0 |
|
1.618 |
2,454.6 |
|
2.618 |
2,429.6 |
|
4.250 |
2,388.8 |
|
|