Day Change Summary |
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Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,447.75 |
1,449.50 |
1.75 |
0.1% |
1,423.50 |
High |
1,448.50 |
1,452.50 |
4.00 |
0.3% |
1,461.00 |
Low |
1,443.00 |
1,444.50 |
1.50 |
0.1% |
1,411.00 |
Close |
1,446.00 |
1,446.50 |
0.50 |
0.0% |
1,452.00 |
Range |
5.50 |
8.00 |
2.50 |
45.5% |
50.00 |
ATR |
11.72 |
11.45 |
-0.27 |
-2.3% |
0.00 |
Volume |
126 |
63 |
-63 |
-50.0% |
347 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.75 |
1,467.25 |
1,451.00 |
|
R3 |
1,463.75 |
1,459.25 |
1,448.75 |
|
R2 |
1,455.75 |
1,455.75 |
1,448.00 |
|
R1 |
1,451.25 |
1,451.25 |
1,447.25 |
1,449.50 |
PP |
1,447.75 |
1,447.75 |
1,447.75 |
1,447.00 |
S1 |
1,443.25 |
1,443.25 |
1,445.75 |
1,441.50 |
S2 |
1,439.75 |
1,439.75 |
1,445.00 |
|
S3 |
1,431.75 |
1,435.25 |
1,444.25 |
|
S4 |
1,423.75 |
1,427.25 |
1,442.00 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,591.25 |
1,571.75 |
1,479.50 |
|
R3 |
1,541.25 |
1,521.75 |
1,465.75 |
|
R2 |
1,491.25 |
1,491.25 |
1,461.25 |
|
R1 |
1,471.75 |
1,471.75 |
1,456.50 |
1,481.50 |
PP |
1,441.25 |
1,441.25 |
1,441.25 |
1,446.25 |
S1 |
1,421.75 |
1,421.75 |
1,447.50 |
1,431.50 |
S2 |
1,391.25 |
1,391.25 |
1,442.75 |
|
S3 |
1,341.25 |
1,371.75 |
1,438.25 |
|
S4 |
1,291.25 |
1,321.75 |
1,424.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,461.00 |
1,422.00 |
39.00 |
2.7% |
12.00 |
0.8% |
63% |
False |
False |
116 |
10 |
1,461.00 |
1,390.75 |
70.25 |
4.9% |
12.75 |
0.9% |
79% |
False |
False |
265 |
20 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
11.00 |
0.8% |
82% |
False |
False |
324 |
40 |
1,461.00 |
1,316.50 |
144.50 |
10.0% |
10.50 |
0.7% |
90% |
False |
False |
240 |
60 |
1,461.00 |
1,295.00 |
166.00 |
11.5% |
10.25 |
0.7% |
91% |
False |
False |
203 |
80 |
1,461.00 |
1,246.50 |
214.50 |
14.8% |
9.75 |
0.7% |
93% |
False |
False |
155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,486.50 |
2.618 |
1,473.50 |
1.618 |
1,465.50 |
1.000 |
1,460.50 |
0.618 |
1,457.50 |
HIGH |
1,452.50 |
0.618 |
1,449.50 |
0.500 |
1,448.50 |
0.382 |
1,447.50 |
LOW |
1,444.50 |
0.618 |
1,439.50 |
1.000 |
1,436.50 |
1.618 |
1,431.50 |
2.618 |
1,423.50 |
4.250 |
1,410.50 |
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