| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,541.0 |
2,543.0 |
2.0 |
0.1% |
2,405.0 |
| High |
2,570.0 |
2,566.0 |
-4.0 |
-0.2% |
2,546.0 |
| Low |
2,532.0 |
2,513.0 |
-19.0 |
-0.8% |
2,399.0 |
| Close |
2,544.0 |
2,524.0 |
-20.0 |
-0.8% |
2,519.0 |
| Range |
38.0 |
53.0 |
15.0 |
39.5% |
147.0 |
| ATR |
38.9 |
39.9 |
1.0 |
2.6% |
0.0 |
| Volume |
6,052 |
5,347 |
-705 |
-11.6% |
17,604 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,693.3 |
2,661.7 |
2,553.2 |
|
| R3 |
2,640.3 |
2,608.7 |
2,538.6 |
|
| R2 |
2,587.3 |
2,587.3 |
2,533.7 |
|
| R1 |
2,555.7 |
2,555.7 |
2,528.9 |
2,545.0 |
| PP |
2,534.3 |
2,534.3 |
2,534.3 |
2,529.0 |
| S1 |
2,502.7 |
2,502.7 |
2,519.1 |
2,492.0 |
| S2 |
2,481.3 |
2,481.3 |
2,514.3 |
|
| S3 |
2,428.3 |
2,449.7 |
2,509.4 |
|
| S4 |
2,375.3 |
2,396.7 |
2,494.9 |
|
|
| 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 |
2,570.0 |
2,488.0 |
82.0 |
3.2% |
40.0 |
1.6% |
44% |
False |
False |
5,199 |
| 10 |
2,570.0 |
2,380.0 |
190.0 |
7.5% |
43.9 |
1.7% |
76% |
False |
False |
3,626 |
| 20 |
2,570.0 |
2,379.0 |
191.0 |
7.6% |
34.8 |
1.4% |
76% |
False |
False |
1,874 |
| 40 |
2,570.0 |
2,117.0 |
453.0 |
17.9% |
35.9 |
1.4% |
90% |
False |
False |
1,025 |
| 60 |
2,570.0 |
2,101.0 |
469.0 |
18.6% |
31.2 |
1.2% |
90% |
False |
False |
735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,791.3 |
|
2.618 |
2,704.8 |
|
1.618 |
2,651.8 |
|
1.000 |
2,619.0 |
|
0.618 |
2,598.8 |
|
HIGH |
2,566.0 |
|
0.618 |
2,545.8 |
|
0.500 |
2,539.5 |
|
0.382 |
2,533.2 |
|
LOW |
2,513.0 |
|
0.618 |
2,480.2 |
|
1.000 |
2,460.0 |
|
1.618 |
2,427.2 |
|
2.618 |
2,374.2 |
|
4.250 |
2,287.8 |
|
|