Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,448.75 |
1,446.50 |
-2.25 |
-0.2% |
1,449.50 |
High |
1,455.00 |
1,447.00 |
-8.00 |
-0.5% |
1,455.00 |
Low |
1,444.00 |
1,438.00 |
-6.00 |
-0.4% |
1,437.50 |
Close |
1,445.00 |
1,444.50 |
-0.50 |
0.0% |
1,445.00 |
Range |
11.00 |
9.00 |
-2.00 |
-18.2% |
17.50 |
ATR |
11.36 |
11.19 |
-0.17 |
-1.5% |
0.00 |
Volume |
524 |
601 |
77 |
14.7% |
2,702 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.25 |
1,466.25 |
1,449.50 |
|
R3 |
1,461.25 |
1,457.25 |
1,447.00 |
|
R2 |
1,452.25 |
1,452.25 |
1,446.25 |
|
R1 |
1,448.25 |
1,448.25 |
1,445.25 |
1,445.75 |
PP |
1,443.25 |
1,443.25 |
1,443.25 |
1,442.00 |
S1 |
1,439.25 |
1,439.25 |
1,443.75 |
1,436.75 |
S2 |
1,434.25 |
1,434.25 |
1,442.75 |
|
S3 |
1,425.25 |
1,430.25 |
1,442.00 |
|
S4 |
1,416.25 |
1,421.25 |
1,439.50 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.25 |
1,489.25 |
1,454.50 |
|
R3 |
1,480.75 |
1,471.75 |
1,449.75 |
|
R2 |
1,463.25 |
1,463.25 |
1,448.25 |
|
R1 |
1,454.25 |
1,454.25 |
1,446.50 |
1,450.00 |
PP |
1,445.75 |
1,445.75 |
1,445.75 |
1,443.75 |
S1 |
1,436.75 |
1,436.75 |
1,443.50 |
1,432.50 |
S2 |
1,428.25 |
1,428.25 |
1,441.75 |
|
S3 |
1,410.75 |
1,419.25 |
1,440.25 |
|
S4 |
1,393.25 |
1,401.75 |
1,435.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,455.00 |
1,437.50 |
17.50 |
1.2% |
8.75 |
0.6% |
40% |
False |
False |
622 |
10 |
1,461.00 |
1,411.00 |
50.00 |
3.5% |
11.25 |
0.8% |
67% |
False |
False |
363 |
20 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
10.50 |
0.7% |
79% |
False |
False |
463 |
40 |
1,461.00 |
1,338.25 |
122.75 |
8.5% |
9.75 |
0.7% |
87% |
False |
False |
309 |
60 |
1,461.00 |
1,303.00 |
158.00 |
10.9% |
10.50 |
0.7% |
90% |
False |
False |
244 |
80 |
1,461.00 |
1,246.50 |
214.50 |
14.8% |
10.00 |
0.7% |
92% |
False |
False |
192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,485.25 |
2.618 |
1,470.50 |
1.618 |
1,461.50 |
1.000 |
1,456.00 |
0.618 |
1,452.50 |
HIGH |
1,447.00 |
0.618 |
1,443.50 |
0.500 |
1,442.50 |
0.382 |
1,441.50 |
LOW |
1,438.00 |
0.618 |
1,432.50 |
1.000 |
1,429.00 |
1.618 |
1,423.50 |
2.618 |
1,414.50 |
4.250 |
1,399.75 |
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