Day Change Summary |
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Previous |
Current |
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11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,411.00 |
1,416.50 |
5.50 |
0.4% |
1,390.00 |
High |
1,423.25 |
1,425.75 |
2.50 |
0.2% |
1,424.25 |
Low |
1,411.00 |
1,415.50 |
4.50 |
0.3% |
1,382.00 |
Close |
1,416.75 |
1,425.75 |
9.00 |
0.6% |
1,424.25 |
Range |
12.25 |
10.25 |
-2.00 |
-16.3% |
42.25 |
ATR |
11.27 |
11.19 |
-0.07 |
-0.6% |
0.00 |
Volume |
51 |
77 |
26 |
51.0% |
3,362 |
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Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.00 |
1,449.75 |
1,431.50 |
|
R3 |
1,442.75 |
1,439.50 |
1,428.50 |
|
R2 |
1,432.50 |
1,432.50 |
1,427.75 |
|
R1 |
1,429.25 |
1,429.25 |
1,426.75 |
1,431.00 |
PP |
1,422.25 |
1,422.25 |
1,422.25 |
1,423.25 |
S1 |
1,419.00 |
1,419.00 |
1,424.75 |
1,420.50 |
S2 |
1,412.00 |
1,412.00 |
1,423.75 |
|
S3 |
1,401.75 |
1,408.75 |
1,423.00 |
|
S4 |
1,391.50 |
1,398.50 |
1,420.00 |
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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 |
1,425.75 |
1,390.75 |
35.00 |
2.5% |
13.25 |
0.9% |
100% |
True |
False |
415 |
10 |
1,425.75 |
1,382.00 |
43.75 |
3.1% |
11.00 |
0.8% |
100% |
True |
False |
515 |
20 |
1,425.75 |
1,382.00 |
43.75 |
3.1% |
9.75 |
0.7% |
100% |
True |
False |
384 |
40 |
1,425.75 |
1,313.00 |
112.75 |
7.9% |
10.50 |
0.7% |
100% |
True |
False |
229 |
60 |
1,425.75 |
1,293.00 |
132.75 |
9.3% |
9.75 |
0.7% |
100% |
True |
False |
194 |
80 |
1,425.75 |
1,246.50 |
179.25 |
12.6% |
9.00 |
0.6% |
100% |
True |
False |
148 |
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Fibonacci Retracements and Extensions |
4.250 |
1,469.25 |
2.618 |
1,452.50 |
1.618 |
1,442.25 |
1.000 |
1,436.00 |
0.618 |
1,432.00 |
HIGH |
1,425.75 |
0.618 |
1,421.75 |
0.500 |
1,420.50 |
0.382 |
1,419.50 |
LOW |
1,415.50 |
0.618 |
1,409.25 |
1.000 |
1,405.25 |
1.618 |
1,399.00 |
2.618 |
1,388.75 |
4.250 |
1,372.00 |
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