| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,769.25 |
2,807.50 |
38.25 |
1.4% |
2,764.25 |
| High |
2,769.25 |
2,807.50 |
38.25 |
1.4% |
2,764.25 |
| Low |
2,749.00 |
2,807.50 |
58.50 |
2.1% |
2,735.50 |
| Close |
2,749.50 |
2,807.50 |
58.00 |
2.1% |
2,752.50 |
| Range |
20.25 |
0.00 |
-20.25 |
-100.0% |
28.75 |
| ATR |
11.74 |
15.05 |
3.30 |
28.1% |
0.00 |
| Volume |
2 |
4 |
2 |
100.0% |
10 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.50 |
2,807.50 |
2,807.50 |
|
| R3 |
2,807.50 |
2,807.50 |
2,807.50 |
|
| R2 |
2,807.50 |
2,807.50 |
2,807.50 |
|
| R1 |
2,807.50 |
2,807.50 |
2,807.50 |
2,807.50 |
| PP |
2,807.50 |
2,807.50 |
2,807.50 |
2,807.50 |
| S1 |
2,807.50 |
2,807.50 |
2,807.50 |
2,807.50 |
| S2 |
2,807.50 |
2,807.50 |
2,807.50 |
|
| S3 |
2,807.50 |
2,807.50 |
2,807.50 |
|
| S4 |
2,807.50 |
2,807.50 |
2,807.50 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.00 |
2,823.50 |
2,768.25 |
|
| R3 |
2,808.25 |
2,794.75 |
2,760.50 |
|
| R2 |
2,779.50 |
2,779.50 |
2,757.75 |
|
| R1 |
2,766.00 |
2,766.00 |
2,755.25 |
2,758.50 |
| PP |
2,750.75 |
2,750.75 |
2,750.75 |
2,747.00 |
| S1 |
2,737.25 |
2,737.25 |
2,749.75 |
2,729.50 |
| S2 |
2,722.00 |
2,722.00 |
2,747.25 |
|
| S3 |
2,693.25 |
2,708.50 |
2,744.50 |
|
| S4 |
2,664.50 |
2,679.75 |
2,736.75 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.50 |
|
2.618 |
2,807.50 |
|
1.618 |
2,807.50 |
|
1.000 |
2,807.50 |
|
0.618 |
2,807.50 |
|
HIGH |
2,807.50 |
|
0.618 |
2,807.50 |
|
0.500 |
2,807.50 |
|
0.382 |
2,807.50 |
|
LOW |
2,807.50 |
|
0.618 |
2,807.50 |
|
1.000 |
2,807.50 |
|
1.618 |
2,807.50 |
|
2.618 |
2,807.50 |
|
4.250 |
2,807.50 |
|
|