Day Change Summary |
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Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,423.50 |
1,411.00 |
-12.50 |
-0.9% |
1,390.00 |
High |
1,423.50 |
1,423.25 |
-0.25 |
0.0% |
1,424.25 |
Low |
1,412.50 |
1,411.00 |
-1.50 |
-0.1% |
1,382.00 |
Close |
1,412.50 |
1,416.75 |
4.25 |
0.3% |
1,424.25 |
Range |
11.00 |
12.25 |
1.25 |
11.4% |
42.25 |
ATR |
11.19 |
11.27 |
0.08 |
0.7% |
0.00 |
Volume |
19 |
51 |
32 |
168.4% |
3,362 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.75 |
1,447.50 |
1,423.50 |
|
R3 |
1,441.50 |
1,435.25 |
1,420.00 |
|
R2 |
1,429.25 |
1,429.25 |
1,419.00 |
|
R1 |
1,423.00 |
1,423.00 |
1,417.75 |
1,426.00 |
PP |
1,417.00 |
1,417.00 |
1,417.00 |
1,418.50 |
S1 |
1,410.75 |
1,410.75 |
1,415.75 |
1,414.00 |
S2 |
1,404.75 |
1,404.75 |
1,414.50 |
|
S3 |
1,392.50 |
1,398.50 |
1,413.50 |
|
S4 |
1,380.25 |
1,386.25 |
1,410.00 |
|
|
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 |
|
|
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 |
1,386.50 |
37.75 |
2.7% |
12.75 |
0.9% |
80% |
False |
False |
417 |
10 |
1,424.25 |
1,382.00 |
42.25 |
3.0% |
10.25 |
0.7% |
82% |
False |
False |
510 |
20 |
1,424.25 |
1,382.00 |
42.25 |
3.0% |
9.75 |
0.7% |
82% |
False |
False |
385 |
40 |
1,424.25 |
1,313.00 |
111.25 |
7.9% |
10.75 |
0.8% |
93% |
False |
False |
227 |
60 |
1,424.25 |
1,293.00 |
131.25 |
9.3% |
9.50 |
0.7% |
94% |
False |
False |
194 |
80 |
1,424.25 |
1,246.50 |
177.75 |
12.5% |
8.75 |
0.6% |
96% |
False |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,475.25 |
2.618 |
1,455.25 |
1.618 |
1,443.00 |
1.000 |
1,435.50 |
0.618 |
1,430.75 |
HIGH |
1,423.25 |
0.618 |
1,418.50 |
0.500 |
1,417.00 |
0.382 |
1,415.75 |
LOW |
1,411.00 |
0.618 |
1,403.50 |
1.000 |
1,398.75 |
1.618 |
1,391.25 |
2.618 |
1,379.00 |
4.250 |
1,359.00 |
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