Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,387.50 |
1,390.75 |
3.25 |
0.2% |
1,398.25 |
High |
1,394.00 |
1,417.25 |
23.25 |
1.7% |
1,400.50 |
Low |
1,386.50 |
1,390.75 |
4.25 |
0.3% |
1,382.00 |
Close |
1,389.50 |
1,417.25 |
27.75 |
2.0% |
1,391.00 |
Range |
7.50 |
26.50 |
19.00 |
253.3% |
18.50 |
ATR |
10.22 |
11.47 |
1.25 |
12.3% |
0.00 |
Volume |
91 |
135 |
44 |
48.4% |
2,260 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,488.00 |
1,479.00 |
1,431.75 |
|
R3 |
1,461.50 |
1,452.50 |
1,424.50 |
|
R2 |
1,435.00 |
1,435.00 |
1,422.00 |
|
R1 |
1,426.00 |
1,426.00 |
1,419.75 |
1,430.50 |
PP |
1,408.50 |
1,408.50 |
1,408.50 |
1,410.50 |
S1 |
1,399.50 |
1,399.50 |
1,414.75 |
1,404.00 |
S2 |
1,382.00 |
1,382.00 |
1,412.50 |
|
S3 |
1,355.50 |
1,373.00 |
1,410.00 |
|
S4 |
1,329.00 |
1,346.50 |
1,402.75 |
|
|
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 |
1,417.25 |
1,382.00 |
35.25 |
2.5% |
12.75 |
0.9% |
100% |
True |
False |
633 |
10 |
1,417.25 |
1,382.00 |
35.25 |
2.5% |
11.00 |
0.8% |
100% |
True |
False |
387 |
20 |
1,417.25 |
1,380.25 |
37.00 |
2.6% |
9.25 |
0.7% |
100% |
True |
False |
299 |
40 |
1,417.25 |
1,313.00 |
104.25 |
7.4% |
10.00 |
0.7% |
100% |
True |
False |
214 |
60 |
1,417.25 |
1,293.00 |
124.25 |
8.8% |
9.25 |
0.7% |
100% |
True |
False |
164 |
80 |
1,417.25 |
1,246.50 |
170.75 |
12.0% |
8.75 |
0.6% |
100% |
True |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,530.00 |
2.618 |
1,486.75 |
1.618 |
1,460.25 |
1.000 |
1,443.75 |
0.618 |
1,433.75 |
HIGH |
1,417.25 |
0.618 |
1,407.25 |
0.500 |
1,404.00 |
0.382 |
1,400.75 |
LOW |
1,390.75 |
0.618 |
1,374.25 |
1.000 |
1,364.25 |
1.618 |
1,347.75 |
2.618 |
1,321.25 |
4.250 |
1,278.00 |
|
|