| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,543.0 |
2,571.0 |
28.0 |
1.1% |
2,516.0 |
| High |
2,566.0 |
2,586.0 |
20.0 |
0.8% |
2,586.0 |
| Low |
2,513.0 |
2,562.0 |
49.0 |
1.9% |
2,488.0 |
| Close |
2,524.0 |
2,569.0 |
45.0 |
1.8% |
2,569.0 |
| Range |
53.0 |
24.0 |
-29.0 |
-54.7% |
98.0 |
| ATR |
39.9 |
41.5 |
1.6 |
4.0% |
0.0 |
| Volume |
5,347 |
7,032 |
1,685 |
31.5% |
25,025 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.3 |
2,630.7 |
2,582.2 |
|
| R3 |
2,620.3 |
2,606.7 |
2,575.6 |
|
| R2 |
2,596.3 |
2,596.3 |
2,573.4 |
|
| R1 |
2,582.7 |
2,582.7 |
2,571.2 |
2,577.5 |
| PP |
2,572.3 |
2,572.3 |
2,572.3 |
2,569.8 |
| S1 |
2,558.7 |
2,558.7 |
2,566.8 |
2,553.5 |
| S2 |
2,548.3 |
2,548.3 |
2,564.6 |
|
| S3 |
2,524.3 |
2,534.7 |
2,562.4 |
|
| S4 |
2,500.3 |
2,510.7 |
2,555.8 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.7 |
2,803.3 |
2,622.9 |
|
| R3 |
2,743.7 |
2,705.3 |
2,596.0 |
|
| R2 |
2,645.7 |
2,645.7 |
2,587.0 |
|
| R1 |
2,607.3 |
2,607.3 |
2,578.0 |
2,626.5 |
| PP |
2,547.7 |
2,547.7 |
2,547.7 |
2,557.3 |
| S1 |
2,509.3 |
2,509.3 |
2,560.0 |
2,528.5 |
| S2 |
2,449.7 |
2,449.7 |
2,551.0 |
|
| S3 |
2,351.7 |
2,411.3 |
2,542.1 |
|
| S4 |
2,253.7 |
2,313.3 |
2,515.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,586.0 |
2,488.0 |
98.0 |
3.8% |
38.6 |
1.5% |
83% |
True |
False |
5,005 |
| 10 |
2,586.0 |
2,399.0 |
187.0 |
7.3% |
42.0 |
1.6% |
91% |
True |
False |
4,262 |
| 20 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
35.9 |
1.4% |
92% |
True |
False |
2,224 |
| 40 |
2,586.0 |
2,117.0 |
469.0 |
18.3% |
35.0 |
1.4% |
96% |
True |
False |
1,188 |
| 60 |
2,586.0 |
2,101.0 |
485.0 |
18.9% |
31.2 |
1.2% |
96% |
True |
False |
852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,688.0 |
|
2.618 |
2,648.8 |
|
1.618 |
2,624.8 |
|
1.000 |
2,610.0 |
|
0.618 |
2,600.8 |
|
HIGH |
2,586.0 |
|
0.618 |
2,576.8 |
|
0.500 |
2,574.0 |
|
0.382 |
2,571.2 |
|
LOW |
2,562.0 |
|
0.618 |
2,547.2 |
|
1.000 |
2,538.0 |
|
1.618 |
2,523.2 |
|
2.618 |
2,499.2 |
|
4.250 |
2,460.0 |
|
|