Day Change Summary |
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Previous |
Current |
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31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,385.75 |
1,390.00 |
4.25 |
0.3% |
1,398.25 |
High |
1,396.00 |
1,394.50 |
-1.50 |
-0.1% |
1,400.50 |
Low |
1,385.75 |
1,382.00 |
-3.75 |
-0.3% |
1,382.00 |
Close |
1,391.00 |
1,392.00 |
1.00 |
0.1% |
1,391.00 |
Range |
10.25 |
12.50 |
2.25 |
22.0% |
18.50 |
ATR |
10.26 |
10.42 |
0.16 |
1.6% |
0.00 |
Volume |
1,572 |
1,343 |
-229 |
-14.6% |
2,260 |
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Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.00 |
1,422.00 |
1,399.00 |
|
R3 |
1,414.50 |
1,409.50 |
1,395.50 |
|
R2 |
1,402.00 |
1,402.00 |
1,394.25 |
|
R1 |
1,397.00 |
1,397.00 |
1,393.25 |
1,399.50 |
PP |
1,389.50 |
1,389.50 |
1,389.50 |
1,390.75 |
S1 |
1,384.50 |
1,384.50 |
1,390.75 |
1,387.00 |
S2 |
1,377.00 |
1,377.00 |
1,389.75 |
|
S3 |
1,364.50 |
1,372.00 |
1,388.50 |
|
S4 |
1,352.00 |
1,359.50 |
1,385.00 |
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Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.75 |
1,437.25 |
1,401.25 |
|
R3 |
1,428.25 |
1,418.75 |
1,396.00 |
|
R2 |
1,409.75 |
1,409.75 |
1,394.50 |
|
R1 |
1,400.25 |
1,400.25 |
1,392.75 |
1,395.75 |
PP |
1,391.25 |
1,391.25 |
1,391.25 |
1,389.00 |
S1 |
1,381.75 |
1,381.75 |
1,389.25 |
1,377.25 |
S2 |
1,372.75 |
1,372.75 |
1,387.50 |
|
S3 |
1,354.25 |
1,363.25 |
1,386.00 |
|
S4 |
1,335.75 |
1,344.75 |
1,380.75 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,398.25 |
1,382.00 |
16.25 |
1.2% |
8.00 |
0.6% |
62% |
False |
True |
603 |
10 |
1,409.00 |
1,382.00 |
27.00 |
1.9% |
9.50 |
0.7% |
37% |
False |
True |
375 |
20 |
1,409.00 |
1,379.50 |
29.50 |
2.1% |
8.00 |
0.6% |
42% |
False |
False |
291 |
40 |
1,409.00 |
1,313.00 |
96.00 |
6.9% |
9.75 |
0.7% |
82% |
False |
False |
219 |
60 |
1,409.00 |
1,287.50 |
121.50 |
8.7% |
9.75 |
0.7% |
86% |
False |
False |
160 |
80 |
1,409.00 |
1,246.50 |
162.50 |
11.7% |
8.50 |
0.6% |
90% |
False |
False |
122 |
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Fibonacci Retracements and Extensions |
4.250 |
1,447.50 |
2.618 |
1,427.25 |
1.618 |
1,414.75 |
1.000 |
1,407.00 |
0.618 |
1,402.25 |
HIGH |
1,394.50 |
0.618 |
1,389.75 |
0.500 |
1,388.25 |
0.382 |
1,386.75 |
LOW |
1,382.00 |
0.618 |
1,374.25 |
1.000 |
1,369.50 |
1.618 |
1,361.75 |
2.618 |
1,349.25 |
4.250 |
1,329.00 |
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