| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,699.4 |
1,703.3 |
3.9 |
0.2% |
1,682.0 |
| High |
1,701.2 |
1,719.0 |
17.8 |
1.0% |
1,698.5 |
| Low |
1,697.1 |
1,703.0 |
5.9 |
0.3% |
1,655.0 |
| Close |
1,698.4 |
1,710.0 |
11.6 |
0.7% |
1,691.8 |
| Range |
4.1 |
16.0 |
11.9 |
290.2% |
43.5 |
| ATR |
14.9 |
15.3 |
0.4 |
2.8% |
0.0 |
| Volume |
1,247 |
1,303 |
56 |
4.5% |
1,189 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,758.7 |
1,750.3 |
1,718.8 |
|
| R3 |
1,742.7 |
1,734.3 |
1,714.4 |
|
| R2 |
1,726.7 |
1,726.7 |
1,712.9 |
|
| R1 |
1,718.3 |
1,718.3 |
1,711.5 |
1,722.5 |
| PP |
1,710.7 |
1,710.7 |
1,710.7 |
1,712.8 |
| S1 |
1,702.3 |
1,702.3 |
1,708.5 |
1,706.5 |
| S2 |
1,694.7 |
1,694.7 |
1,707.1 |
|
| S3 |
1,678.7 |
1,686.3 |
1,705.6 |
|
| S4 |
1,662.7 |
1,670.3 |
1,701.2 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,812.3 |
1,795.5 |
1,715.7 |
|
| R3 |
1,768.8 |
1,752.0 |
1,703.8 |
|
| R2 |
1,725.3 |
1,725.3 |
1,699.8 |
|
| R1 |
1,708.5 |
1,708.5 |
1,695.8 |
1,716.9 |
| PP |
1,681.8 |
1,681.8 |
1,681.8 |
1,686.0 |
| S1 |
1,665.0 |
1,665.0 |
1,687.8 |
1,673.4 |
| S2 |
1,638.3 |
1,638.3 |
1,683.8 |
|
| S3 |
1,594.8 |
1,621.5 |
1,679.8 |
|
| S4 |
1,551.3 |
1,578.0 |
1,667.9 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,787.0 |
|
2.618 |
1,760.9 |
|
1.618 |
1,744.9 |
|
1.000 |
1,735.0 |
|
0.618 |
1,728.9 |
|
HIGH |
1,719.0 |
|
0.618 |
1,712.9 |
|
0.500 |
1,711.0 |
|
0.382 |
1,709.1 |
|
LOW |
1,703.0 |
|
0.618 |
1,693.1 |
|
1.000 |
1,687.0 |
|
1.618 |
1,677.1 |
|
2.618 |
1,661.1 |
|
4.250 |
1,635.0 |
|
|