| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,516.0 |
2,492.0 |
-24.0 |
-1.0% |
2,405.0 |
| High |
2,520.0 |
2,541.0 |
21.0 |
0.8% |
2,546.0 |
| Low |
2,495.0 |
2,488.0 |
-7.0 |
-0.3% |
2,399.0 |
| Close |
2,510.0 |
2,538.0 |
28.0 |
1.1% |
2,519.0 |
| Range |
25.0 |
53.0 |
28.0 |
112.0% |
147.0 |
| ATR |
37.8 |
38.9 |
1.1 |
2.9% |
0.0 |
| Volume |
4,587 |
2,007 |
-2,580 |
-56.2% |
17,604 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,681.3 |
2,662.7 |
2,567.2 |
|
| R3 |
2,628.3 |
2,609.7 |
2,552.6 |
|
| R2 |
2,575.3 |
2,575.3 |
2,547.7 |
|
| R1 |
2,556.7 |
2,556.7 |
2,542.9 |
2,566.0 |
| PP |
2,522.3 |
2,522.3 |
2,522.3 |
2,527.0 |
| S1 |
2,503.7 |
2,503.7 |
2,533.1 |
2,513.0 |
| S2 |
2,469.3 |
2,469.3 |
2,528.3 |
|
| S3 |
2,416.3 |
2,450.7 |
2,523.4 |
|
| S4 |
2,363.3 |
2,397.7 |
2,508.9 |
|
|
| 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 |
5.8% |
46.6 |
1.8% |
95% |
False |
False |
4,718 |
| 10 |
2,546.0 |
2,379.0 |
167.0 |
6.6% |
38.9 |
1.5% |
95% |
False |
False |
2,509 |
| 20 |
2,546.0 |
2,379.0 |
167.0 |
6.6% |
31.2 |
1.2% |
95% |
False |
False |
1,307 |
| 40 |
2,546.0 |
2,117.0 |
429.0 |
16.9% |
33.9 |
1.3% |
98% |
False |
False |
740 |
| 60 |
2,546.0 |
2,101.0 |
445.0 |
17.5% |
29.9 |
1.2% |
98% |
False |
False |
546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.3 |
|
2.618 |
2,679.8 |
|
1.618 |
2,626.8 |
|
1.000 |
2,594.0 |
|
0.618 |
2,573.8 |
|
HIGH |
2,541.0 |
|
0.618 |
2,520.8 |
|
0.500 |
2,514.5 |
|
0.382 |
2,508.2 |
|
LOW |
2,488.0 |
|
0.618 |
2,455.2 |
|
1.000 |
2,435.0 |
|
1.618 |
2,402.2 |
|
2.618 |
2,349.2 |
|
4.250 |
2,262.8 |
|
|