Day Change Summary |
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Previous |
Current |
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13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,436.56 |
1,460.07 |
23.51 |
1.6% |
1,437.92 |
High |
1,463.76 |
1,474.51 |
10.75 |
0.7% |
1,474.51 |
Low |
1,435.34 |
1,460.07 |
24.73 |
1.7% |
1,428.98 |
Close |
1,459.99 |
1,465.77 |
5.78 |
0.4% |
1,465.77 |
Range |
28.42 |
14.44 |
-13.98 |
-49.2% |
45.53 |
ATR |
12.83 |
12.95 |
0.12 |
0.9% |
0.00 |
Volume |
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Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.10 |
1,502.38 |
1,473.71 |
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R3 |
1,495.66 |
1,487.94 |
1,469.74 |
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R2 |
1,481.22 |
1,481.22 |
1,468.42 |
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R1 |
1,473.50 |
1,473.50 |
1,467.09 |
1,477.36 |
PP |
1,466.78 |
1,466.78 |
1,466.78 |
1,468.72 |
S1 |
1,459.06 |
1,459.06 |
1,464.45 |
1,462.92 |
S2 |
1,452.34 |
1,452.34 |
1,463.12 |
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S3 |
1,437.90 |
1,444.62 |
1,461.80 |
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S4 |
1,423.46 |
1,430.18 |
1,457.83 |
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Weekly Pivots for week ending 14-Sep-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.01 |
1,574.92 |
1,490.81 |
|
R3 |
1,547.48 |
1,529.39 |
1,478.29 |
|
R2 |
1,501.95 |
1,501.95 |
1,474.12 |
|
R1 |
1,483.86 |
1,483.86 |
1,469.94 |
1,492.91 |
PP |
1,456.42 |
1,456.42 |
1,456.42 |
1,460.94 |
S1 |
1,438.33 |
1,438.33 |
1,461.60 |
1,447.38 |
S2 |
1,410.89 |
1,410.89 |
1,457.42 |
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S3 |
1,365.36 |
1,392.80 |
1,453.25 |
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S4 |
1,319.83 |
1,347.27 |
1,440.73 |
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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 |
1,474.51 |
1,428.98 |
45.53 |
3.1% |
13.48 |
0.9% |
81% |
True |
False |
|
10 |
1,474.51 |
1,396.56 |
77.95 |
5.3% |
13.67 |
0.9% |
89% |
True |
False |
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20 |
1,474.51 |
1,396.56 |
77.95 |
5.3% |
11.79 |
0.8% |
89% |
True |
False |
|
40 |
1,474.51 |
1,329.24 |
145.27 |
9.9% |
13.18 |
0.9% |
94% |
True |
False |
|
60 |
1,474.51 |
1,309.27 |
165.24 |
11.3% |
14.44 |
1.0% |
95% |
True |
False |
|
80 |
1,474.51 |
1,266.74 |
207.77 |
14.2% |
15.48 |
1.1% |
96% |
True |
False |
|
100 |
1,474.51 |
1,266.74 |
207.77 |
14.2% |
15.70 |
1.1% |
96% |
True |
False |
|
120 |
1,474.51 |
1,266.74 |
207.77 |
14.2% |
15.65 |
1.1% |
96% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,535.88 |
2.618 |
1,512.31 |
1.618 |
1,497.87 |
1.000 |
1,488.95 |
0.618 |
1,483.43 |
HIGH |
1,474.51 |
0.618 |
1,468.99 |
0.500 |
1,467.29 |
0.382 |
1,465.59 |
LOW |
1,460.07 |
0.618 |
1,451.15 |
1.000 |
1,445.63 |
1.618 |
1,436.71 |
2.618 |
1,422.27 |
4.250 |
1,398.70 |
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