Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,773.0 |
1,777.9 |
4.9 |
0.3% |
1,744.3 |
High |
1,782.0 |
1,778.0 |
-4.0 |
-0.2% |
1,782.1 |
Low |
1,773.0 |
1,763.0 |
-10.0 |
-0.6% |
1,731.0 |
Close |
1,776.2 |
1,774.6 |
-1.6 |
-0.1% |
1,777.2 |
Range |
9.0 |
15.0 |
6.0 |
66.7% |
51.1 |
ATR |
17.1 |
17.0 |
-0.2 |
-0.9% |
0.0 |
Volume |
569 |
892 |
323 |
56.8% |
5,146 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.9 |
1,810.7 |
1,782.9 |
|
R3 |
1,801.9 |
1,795.7 |
1,778.7 |
|
R2 |
1,786.9 |
1,786.9 |
1,777.4 |
|
R1 |
1,780.7 |
1,780.7 |
1,776.0 |
1,776.3 |
PP |
1,771.9 |
1,771.9 |
1,771.9 |
1,769.7 |
S1 |
1,765.7 |
1,765.7 |
1,773.2 |
1,761.3 |
S2 |
1,756.9 |
1,756.9 |
1,771.9 |
|
S3 |
1,741.9 |
1,750.7 |
1,770.5 |
|
S4 |
1,726.9 |
1,735.7 |
1,766.4 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.7 |
1,898.1 |
1,805.3 |
|
R3 |
1,865.6 |
1,847.0 |
1,791.3 |
|
R2 |
1,814.5 |
1,814.5 |
1,786.6 |
|
R1 |
1,795.9 |
1,795.9 |
1,781.9 |
1,805.2 |
PP |
1,763.4 |
1,763.4 |
1,763.4 |
1,768.1 |
S1 |
1,744.8 |
1,744.8 |
1,772.5 |
1,754.1 |
S2 |
1,712.3 |
1,712.3 |
1,767.8 |
|
S3 |
1,661.2 |
1,693.7 |
1,763.1 |
|
S4 |
1,610.1 |
1,642.6 |
1,749.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,782.1 |
1,761.3 |
20.8 |
1.2% |
13.5 |
0.8% |
64% |
False |
False |
1,127 |
10 |
1,782.1 |
1,699.3 |
82.8 |
4.7% |
19.6 |
1.1% |
91% |
False |
False |
992 |
20 |
1,782.1 |
1,655.0 |
127.1 |
7.2% |
16.5 |
0.9% |
94% |
False |
False |
746 |
40 |
1,782.1 |
1,594.7 |
187.4 |
10.6% |
13.6 |
0.8% |
96% |
False |
False |
642 |
60 |
1,782.1 |
1,558.6 |
223.5 |
12.6% |
12.2 |
0.7% |
97% |
False |
False |
603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,841.8 |
2.618 |
1,817.3 |
1.618 |
1,802.3 |
1.000 |
1,793.0 |
0.618 |
1,787.3 |
HIGH |
1,778.0 |
0.618 |
1,772.3 |
0.500 |
1,770.5 |
0.382 |
1,768.7 |
LOW |
1,763.0 |
0.618 |
1,753.7 |
1.000 |
1,748.0 |
1.618 |
1,738.7 |
2.618 |
1,723.7 |
4.250 |
1,699.3 |
|
|