Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,449.50 |
1,445.00 |
-4.50 |
-0.3% |
1,423.50 |
High |
1,452.50 |
1,448.00 |
-4.50 |
-0.3% |
1,461.00 |
Low |
1,444.50 |
1,437.50 |
-7.00 |
-0.5% |
1,411.00 |
Close |
1,446.50 |
1,447.00 |
0.50 |
0.0% |
1,452.00 |
Range |
8.00 |
10.50 |
2.50 |
31.3% |
50.00 |
ATR |
11.45 |
11.39 |
-0.07 |
-0.6% |
0.00 |
Volume |
63 |
1,797 |
1,734 |
2,752.4% |
347 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.75 |
1,471.75 |
1,452.75 |
|
R3 |
1,465.25 |
1,461.25 |
1,450.00 |
|
R2 |
1,454.75 |
1,454.75 |
1,449.00 |
|
R1 |
1,450.75 |
1,450.75 |
1,448.00 |
1,452.75 |
PP |
1,444.25 |
1,444.25 |
1,444.25 |
1,445.00 |
S1 |
1,440.25 |
1,440.25 |
1,446.00 |
1,442.25 |
S2 |
1,433.75 |
1,433.75 |
1,445.00 |
|
S3 |
1,423.25 |
1,429.75 |
1,444.00 |
|
S4 |
1,412.75 |
1,419.25 |
1,441.25 |
|
|
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 |
1,437.50 |
23.50 |
1.6% |
9.00 |
0.6% |
40% |
False |
True |
467 |
10 |
1,461.00 |
1,411.00 |
50.00 |
3.5% |
11.00 |
0.8% |
72% |
False |
False |
431 |
20 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
11.00 |
0.8% |
82% |
False |
False |
409 |
40 |
1,461.00 |
1,319.00 |
142.00 |
9.8% |
10.50 |
0.7% |
90% |
False |
False |
283 |
60 |
1,461.00 |
1,295.00 |
166.00 |
11.5% |
10.50 |
0.7% |
92% |
False |
False |
229 |
80 |
1,461.00 |
1,246.50 |
214.50 |
14.8% |
9.75 |
0.7% |
93% |
False |
False |
178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.50 |
2.618 |
1,475.50 |
1.618 |
1,465.00 |
1.000 |
1,458.50 |
0.618 |
1,454.50 |
HIGH |
1,448.00 |
0.618 |
1,444.00 |
0.500 |
1,442.75 |
0.382 |
1,441.50 |
LOW |
1,437.50 |
0.618 |
1,431.00 |
1.000 |
1,427.00 |
1.618 |
1,420.50 |
2.618 |
1,410.00 |
4.250 |
1,393.00 |
|
|