| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,492.0 |
2,541.0 |
49.0 |
2.0% |
2,405.0 |
| High |
2,541.0 |
2,570.0 |
29.0 |
1.1% |
2,546.0 |
| Low |
2,488.0 |
2,532.0 |
44.0 |
1.8% |
2,399.0 |
| Close |
2,538.0 |
2,544.0 |
6.0 |
0.2% |
2,519.0 |
| Range |
53.0 |
38.0 |
-15.0 |
-28.3% |
147.0 |
| ATR |
38.9 |
38.9 |
-0.1 |
-0.2% |
0.0 |
| Volume |
2,007 |
6,052 |
4,045 |
201.5% |
17,604 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,662.7 |
2,641.3 |
2,564.9 |
|
| R3 |
2,624.7 |
2,603.3 |
2,554.5 |
|
| R2 |
2,586.7 |
2,586.7 |
2,551.0 |
|
| R1 |
2,565.3 |
2,565.3 |
2,547.5 |
2,576.0 |
| PP |
2,548.7 |
2,548.7 |
2,548.7 |
2,554.0 |
| S1 |
2,527.3 |
2,527.3 |
2,540.5 |
2,538.0 |
| S2 |
2,510.7 |
2,510.7 |
2,537.0 |
|
| S3 |
2,472.7 |
2,489.3 |
2,533.6 |
|
| S4 |
2,434.7 |
2,451.3 |
2,523.1 |
|
|
| 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 |
2,570.0 |
2,422.0 |
148.0 |
5.8% |
46.8 |
1.8% |
82% |
True |
False |
5,302 |
| 10 |
2,570.0 |
2,379.0 |
191.0 |
7.5% |
41.6 |
1.6% |
86% |
True |
False |
3,104 |
| 20 |
2,570.0 |
2,379.0 |
191.0 |
7.5% |
32.2 |
1.3% |
86% |
True |
False |
1,608 |
| 40 |
2,570.0 |
2,117.0 |
453.0 |
17.8% |
34.8 |
1.4% |
94% |
True |
False |
891 |
| 60 |
2,570.0 |
2,101.0 |
469.0 |
18.4% |
30.4 |
1.2% |
94% |
True |
False |
646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,731.5 |
|
2.618 |
2,669.5 |
|
1.618 |
2,631.5 |
|
1.000 |
2,608.0 |
|
0.618 |
2,593.5 |
|
HIGH |
2,570.0 |
|
0.618 |
2,555.5 |
|
0.500 |
2,551.0 |
|
0.382 |
2,546.5 |
|
LOW |
2,532.0 |
|
0.618 |
2,508.5 |
|
1.000 |
2,494.0 |
|
1.618 |
2,470.5 |
|
2.618 |
2,432.5 |
|
4.250 |
2,370.5 |
|
|