Day Change Summary |
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Previous |
Current |
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20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,777.9 |
1,778.0 |
0.1 |
0.0% |
1,781.9 |
High |
1,778.0 |
1,792.7 |
14.7 |
0.8% |
1,792.7 |
Low |
1,763.0 |
1,777.1 |
14.1 |
0.8% |
1,761.3 |
Close |
1,774.6 |
1,782.3 |
7.7 |
0.4% |
1,782.3 |
Range |
15.0 |
15.6 |
0.6 |
4.0% |
31.4 |
ATR |
17.0 |
17.1 |
0.1 |
0.5% |
0.0 |
Volume |
892 |
783 |
-109 |
-12.2% |
5,166 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.8 |
1,822.2 |
1,790.9 |
|
R3 |
1,815.2 |
1,806.6 |
1,786.6 |
|
R2 |
1,799.6 |
1,799.6 |
1,785.2 |
|
R1 |
1,791.0 |
1,791.0 |
1,783.7 |
1,795.3 |
PP |
1,784.0 |
1,784.0 |
1,784.0 |
1,786.2 |
S1 |
1,775.4 |
1,775.4 |
1,780.9 |
1,779.7 |
S2 |
1,768.4 |
1,768.4 |
1,779.4 |
|
S3 |
1,752.8 |
1,759.8 |
1,778.0 |
|
S4 |
1,737.2 |
1,744.2 |
1,773.7 |
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Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.0 |
1,859.0 |
1,799.6 |
|
R3 |
1,841.6 |
1,827.6 |
1,790.9 |
|
R2 |
1,810.2 |
1,810.2 |
1,788.1 |
|
R1 |
1,796.2 |
1,796.2 |
1,785.2 |
1,803.2 |
PP |
1,778.8 |
1,778.8 |
1,778.8 |
1,782.3 |
S1 |
1,764.8 |
1,764.8 |
1,779.4 |
1,771.8 |
S2 |
1,747.4 |
1,747.4 |
1,776.5 |
|
S3 |
1,716.0 |
1,733.4 |
1,773.7 |
|
S4 |
1,684.6 |
1,702.0 |
1,765.0 |
|
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,792.7 |
1,761.3 |
31.4 |
1.8% |
14.8 |
0.8% |
67% |
True |
False |
1,033 |
10 |
1,792.7 |
1,731.0 |
61.7 |
3.5% |
16.5 |
0.9% |
83% |
True |
False |
1,031 |
20 |
1,792.7 |
1,655.0 |
137.7 |
7.7% |
16.5 |
0.9% |
92% |
True |
False |
771 |
40 |
1,792.7 |
1,594.7 |
198.0 |
11.1% |
14.0 |
0.8% |
95% |
True |
False |
655 |
60 |
1,792.7 |
1,558.6 |
234.1 |
13.1% |
12.2 |
0.7% |
96% |
True |
False |
615 |
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Fibonacci Retracements and Extensions |
4.250 |
1,859.0 |
2.618 |
1,833.5 |
1.618 |
1,817.9 |
1.000 |
1,808.3 |
0.618 |
1,802.3 |
HIGH |
1,792.7 |
0.618 |
1,786.7 |
0.500 |
1,784.9 |
0.382 |
1,783.1 |
LOW |
1,777.1 |
0.618 |
1,767.5 |
1.000 |
1,761.5 |
1.618 |
1,751.9 |
2.618 |
1,736.3 |
4.250 |
1,710.8 |
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