Day Change Summary |
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Previous |
Current |
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07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,417.50 |
1,423.50 |
6.00 |
0.4% |
1,390.00 |
High |
1,424.25 |
1,423.50 |
-0.75 |
-0.1% |
1,424.25 |
Low |
1,417.50 |
1,412.50 |
-5.00 |
-0.4% |
1,382.00 |
Close |
1,424.25 |
1,412.50 |
-11.75 |
-0.8% |
1,424.25 |
Range |
6.75 |
11.00 |
4.25 |
63.0% |
42.25 |
ATR |
11.15 |
11.19 |
0.04 |
0.4% |
0.00 |
Volume |
1,793 |
19 |
-1,774 |
-98.9% |
3,362 |
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Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.25 |
1,441.75 |
1,418.50 |
|
R3 |
1,438.25 |
1,430.75 |
1,415.50 |
|
R2 |
1,427.25 |
1,427.25 |
1,414.50 |
|
R1 |
1,419.75 |
1,419.75 |
1,413.50 |
1,418.00 |
PP |
1,416.25 |
1,416.25 |
1,416.25 |
1,415.25 |
S1 |
1,408.75 |
1,408.75 |
1,411.50 |
1,407.00 |
S2 |
1,405.25 |
1,405.25 |
1,410.50 |
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S3 |
1,394.25 |
1,397.75 |
1,409.50 |
|
S4 |
1,383.25 |
1,386.75 |
1,406.50 |
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Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.00 |
1,522.75 |
1,447.50 |
|
R3 |
1,494.75 |
1,480.50 |
1,435.75 |
|
R2 |
1,452.50 |
1,452.50 |
1,432.00 |
|
R1 |
1,438.25 |
1,438.25 |
1,428.00 |
1,445.50 |
PP |
1,410.25 |
1,410.25 |
1,410.25 |
1,413.75 |
S1 |
1,396.00 |
1,396.00 |
1,420.50 |
1,403.00 |
S2 |
1,368.00 |
1,368.00 |
1,416.50 |
|
S3 |
1,325.75 |
1,353.75 |
1,412.75 |
|
S4 |
1,283.50 |
1,311.50 |
1,401.00 |
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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 |
1,424.25 |
1,382.00 |
42.25 |
3.0% |
12.75 |
0.9% |
72% |
False |
False |
676 |
10 |
1,424.25 |
1,382.00 |
42.25 |
3.0% |
9.75 |
0.7% |
72% |
False |
False |
564 |
20 |
1,424.25 |
1,381.25 |
43.00 |
3.0% |
9.50 |
0.7% |
73% |
False |
False |
389 |
40 |
1,424.25 |
1,313.00 |
111.25 |
7.9% |
10.50 |
0.7% |
89% |
False |
False |
226 |
60 |
1,424.25 |
1,293.00 |
131.25 |
9.3% |
9.50 |
0.7% |
91% |
False |
False |
193 |
80 |
1,424.25 |
1,246.50 |
177.75 |
12.6% |
8.75 |
0.6% |
93% |
False |
False |
147 |
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Fibonacci Retracements and Extensions |
4.250 |
1,470.25 |
2.618 |
1,452.25 |
1.618 |
1,441.25 |
1.000 |
1,434.50 |
0.618 |
1,430.25 |
HIGH |
1,423.50 |
0.618 |
1,419.25 |
0.500 |
1,418.00 |
0.382 |
1,416.75 |
LOW |
1,412.50 |
0.618 |
1,405.75 |
1.000 |
1,401.50 |
1.618 |
1,394.75 |
2.618 |
1,383.75 |
4.250 |
1,365.75 |
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