Day Change Summary |
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Previous |
Current |
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|
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12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,416.50 |
1,425.00 |
8.50 |
0.6% |
1,390.00 |
High |
1,425.75 |
1,447.00 |
21.25 |
1.5% |
1,424.25 |
Low |
1,415.50 |
1,422.00 |
6.50 |
0.5% |
1,382.00 |
Close |
1,425.75 |
1,443.50 |
17.75 |
1.2% |
1,424.25 |
Range |
10.25 |
25.00 |
14.75 |
143.9% |
42.25 |
ATR |
11.19 |
12.18 |
0.99 |
8.8% |
0.00 |
Volume |
77 |
39 |
-38 |
-49.4% |
3,362 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,512.50 |
1,503.00 |
1,457.25 |
|
R3 |
1,487.50 |
1,478.00 |
1,450.50 |
|
R2 |
1,462.50 |
1,462.50 |
1,448.00 |
|
R1 |
1,453.00 |
1,453.00 |
1,445.75 |
1,457.75 |
PP |
1,437.50 |
1,437.50 |
1,437.50 |
1,440.00 |
S1 |
1,428.00 |
1,428.00 |
1,441.25 |
1,432.75 |
S2 |
1,412.50 |
1,412.50 |
1,439.00 |
|
S3 |
1,387.50 |
1,403.00 |
1,436.50 |
|
S4 |
1,362.50 |
1,378.00 |
1,429.75 |
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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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,447.00 |
1,411.00 |
36.00 |
2.5% |
13.00 |
0.9% |
90% |
True |
False |
395 |
10 |
1,447.00 |
1,382.00 |
65.00 |
4.5% |
13.00 |
0.9% |
95% |
True |
False |
514 |
20 |
1,447.00 |
1,382.00 |
65.00 |
4.5% |
10.75 |
0.7% |
95% |
True |
False |
306 |
40 |
1,447.00 |
1,313.00 |
134.00 |
9.3% |
11.00 |
0.8% |
97% |
True |
False |
230 |
60 |
1,447.00 |
1,293.00 |
154.00 |
10.7% |
10.00 |
0.7% |
98% |
True |
False |
194 |
80 |
1,447.00 |
1,246.50 |
200.50 |
13.9% |
9.25 |
0.6% |
98% |
True |
False |
149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,553.25 |
2.618 |
1,512.50 |
1.618 |
1,487.50 |
1.000 |
1,472.00 |
0.618 |
1,462.50 |
HIGH |
1,447.00 |
0.618 |
1,437.50 |
0.500 |
1,434.50 |
0.382 |
1,431.50 |
LOW |
1,422.00 |
0.618 |
1,406.50 |
1.000 |
1,397.00 |
1.618 |
1,381.50 |
2.618 |
1,356.50 |
4.250 |
1,315.75 |
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