| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,571.0 |
2,563.0 |
-8.0 |
-0.3% |
2,516.0 |
| High |
2,586.0 |
2,570.0 |
-16.0 |
-0.6% |
2,586.0 |
| Low |
2,562.0 |
2,557.0 |
-5.0 |
-0.2% |
2,488.0 |
| Close |
2,569.0 |
2,562.0 |
-7.0 |
-0.3% |
2,569.0 |
| Range |
24.0 |
13.0 |
-11.0 |
-45.8% |
98.0 |
| ATR |
41.5 |
39.4 |
-2.0 |
-4.9% |
0.0 |
| Volume |
7,032 |
7,712 |
680 |
9.7% |
25,025 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.0 |
2,595.0 |
2,569.2 |
|
| R3 |
2,589.0 |
2,582.0 |
2,565.6 |
|
| R2 |
2,576.0 |
2,576.0 |
2,564.4 |
|
| R1 |
2,569.0 |
2,569.0 |
2,563.2 |
2,566.0 |
| PP |
2,563.0 |
2,563.0 |
2,563.0 |
2,561.5 |
| S1 |
2,556.0 |
2,556.0 |
2,560.8 |
2,553.0 |
| S2 |
2,550.0 |
2,550.0 |
2,559.6 |
|
| S3 |
2,537.0 |
2,543.0 |
2,558.4 |
|
| S4 |
2,524.0 |
2,530.0 |
2,554.9 |
|
|
| 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% |
36.2 |
1.4% |
76% |
False |
False |
5,630 |
| 10 |
2,586.0 |
2,399.0 |
187.0 |
7.3% |
39.1 |
1.5% |
87% |
False |
False |
5,027 |
| 20 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
35.0 |
1.4% |
88% |
False |
False |
2,609 |
| 40 |
2,586.0 |
2,117.0 |
469.0 |
18.3% |
34.4 |
1.3% |
95% |
False |
False |
1,372 |
| 60 |
2,586.0 |
2,101.0 |
485.0 |
18.9% |
31.4 |
1.2% |
95% |
False |
False |
980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,625.3 |
|
2.618 |
2,604.0 |
|
1.618 |
2,591.0 |
|
1.000 |
2,583.0 |
|
0.618 |
2,578.0 |
|
HIGH |
2,570.0 |
|
0.618 |
2,565.0 |
|
0.500 |
2,563.5 |
|
0.382 |
2,562.0 |
|
LOW |
2,557.0 |
|
0.618 |
2,549.0 |
|
1.000 |
2,544.0 |
|
1.618 |
2,536.0 |
|
2.618 |
2,523.0 |
|
4.250 |
2,501.8 |
|
|