| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,390.00 |
1,387.50 |
-2.50 |
-0.2% |
1,398.25 |
| High |
1,394.50 |
1,394.00 |
-0.50 |
0.0% |
1,400.50 |
| Low |
1,382.00 |
1,386.50 |
4.50 |
0.3% |
1,382.00 |
| Close |
1,392.00 |
1,389.50 |
-2.50 |
-0.2% |
1,391.00 |
| Range |
12.50 |
7.50 |
-5.00 |
-40.0% |
18.50 |
| ATR |
10.42 |
10.22 |
-0.21 |
-2.0% |
0.00 |
| Volume |
1,343 |
91 |
-1,252 |
-93.2% |
2,260 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.50 |
1,408.50 |
1,393.50 |
|
| R3 |
1,405.00 |
1,401.00 |
1,391.50 |
|
| R2 |
1,397.50 |
1,397.50 |
1,391.00 |
|
| R1 |
1,393.50 |
1,393.50 |
1,390.25 |
1,395.50 |
| PP |
1,390.00 |
1,390.00 |
1,390.00 |
1,391.00 |
| S1 |
1,386.00 |
1,386.00 |
1,388.75 |
1,388.00 |
| S2 |
1,382.50 |
1,382.50 |
1,388.00 |
|
| S3 |
1,375.00 |
1,378.50 |
1,387.50 |
|
| S4 |
1,367.50 |
1,371.00 |
1,385.50 |
|
|
| 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 |
|
|
| 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% |
8.50 |
0.6% |
46% |
False |
False |
615 |
| 10 |
1,402.00 |
1,382.00 |
20.00 |
1.4% |
9.25 |
0.7% |
38% |
False |
False |
383 |
| 20 |
1,409.00 |
1,379.50 |
29.50 |
2.1% |
8.00 |
0.6% |
34% |
False |
False |
294 |
| 40 |
1,409.00 |
1,313.00 |
96.00 |
6.9% |
9.50 |
0.7% |
80% |
False |
False |
222 |
| 60 |
1,409.00 |
1,287.50 |
121.50 |
8.7% |
9.25 |
0.7% |
84% |
False |
False |
162 |
| 80 |
1,409.00 |
1,246.50 |
162.50 |
11.7% |
8.50 |
0.6% |
88% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,426.00 |
|
2.618 |
1,413.75 |
|
1.618 |
1,406.25 |
|
1.000 |
1,401.50 |
|
0.618 |
1,398.75 |
|
HIGH |
1,394.00 |
|
0.618 |
1,391.25 |
|
0.500 |
1,390.25 |
|
0.382 |
1,389.25 |
|
LOW |
1,386.50 |
|
0.618 |
1,381.75 |
|
1.000 |
1,379.00 |
|
1.618 |
1,374.25 |
|
2.618 |
1,366.75 |
|
4.250 |
1,354.50 |
|
|