Day Change Summary |
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Previous |
Current |
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|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,446.50 |
1,445.50 |
-1.00 |
-0.1% |
1,449.50 |
High |
1,447.00 |
1,450.00 |
3.00 |
0.2% |
1,455.00 |
Low |
1,438.00 |
1,428.50 |
-9.50 |
-0.7% |
1,437.50 |
Close |
1,444.50 |
1,430.50 |
-14.00 |
-1.0% |
1,445.00 |
Range |
9.00 |
21.50 |
12.50 |
138.9% |
17.50 |
ATR |
11.19 |
11.93 |
0.74 |
6.6% |
0.00 |
Volume |
601 |
594 |
-7 |
-1.2% |
2,702 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.75 |
1,487.25 |
1,442.25 |
|
R3 |
1,479.25 |
1,465.75 |
1,436.50 |
|
R2 |
1,457.75 |
1,457.75 |
1,434.50 |
|
R1 |
1,444.25 |
1,444.25 |
1,432.50 |
1,440.25 |
PP |
1,436.25 |
1,436.25 |
1,436.25 |
1,434.50 |
S1 |
1,422.75 |
1,422.75 |
1,428.50 |
1,418.75 |
S2 |
1,414.75 |
1,414.75 |
1,426.50 |
|
S3 |
1,393.25 |
1,401.25 |
1,424.50 |
|
S4 |
1,371.75 |
1,379.75 |
1,418.75 |
|
|
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 |
1,428.50 |
26.50 |
1.9% |
12.00 |
0.8% |
8% |
False |
True |
715 |
10 |
1,461.00 |
1,415.50 |
45.50 |
3.2% |
12.25 |
0.9% |
33% |
False |
False |
417 |
20 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
11.25 |
0.8% |
61% |
False |
False |
463 |
40 |
1,461.00 |
1,338.25 |
122.75 |
8.6% |
10.25 |
0.7% |
75% |
False |
False |
314 |
60 |
1,461.00 |
1,313.00 |
148.00 |
10.3% |
10.25 |
0.7% |
79% |
False |
False |
253 |
80 |
1,461.00 |
1,246.50 |
214.50 |
15.0% |
10.25 |
0.7% |
86% |
False |
False |
199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,541.50 |
2.618 |
1,506.25 |
1.618 |
1,484.75 |
1.000 |
1,471.50 |
0.618 |
1,463.25 |
HIGH |
1,450.00 |
0.618 |
1,441.75 |
0.500 |
1,439.25 |
0.382 |
1,436.75 |
LOW |
1,428.50 |
0.618 |
1,415.25 |
1.000 |
1,407.00 |
1.618 |
1,393.75 |
2.618 |
1,372.25 |
4.250 |
1,337.00 |
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