| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,766.93 |
2,769.19 |
2.26 |
0.1% |
2,792.00 |
| High |
2,781.08 |
2,780.56 |
-0.52 |
0.0% |
2,794.27 |
| Low |
2,744.29 |
2,760.66 |
16.37 |
0.6% |
2,746.68 |
| Close |
2,772.03 |
2,766.95 |
-5.08 |
-0.2% |
2,772.24 |
| Range |
36.79 |
19.90 |
-16.89 |
-45.9% |
47.59 |
| ATR |
30.06 |
29.33 |
-0.73 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.09 |
2,817.92 |
2,777.90 |
|
| R3 |
2,809.19 |
2,798.02 |
2,772.42 |
|
| R2 |
2,789.29 |
2,789.29 |
2,770.60 |
|
| R1 |
2,778.12 |
2,778.12 |
2,768.77 |
2,773.76 |
| PP |
2,769.39 |
2,769.39 |
2,769.39 |
2,767.21 |
| S1 |
2,758.22 |
2,758.22 |
2,765.13 |
2,753.86 |
| S2 |
2,749.49 |
2,749.49 |
2,763.30 |
|
| S3 |
2,729.59 |
2,738.32 |
2,761.48 |
|
| S4 |
2,709.69 |
2,718.42 |
2,756.01 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.83 |
2,890.63 |
2,798.41 |
|
| R3 |
2,866.24 |
2,843.04 |
2,785.33 |
|
| R2 |
2,818.65 |
2,818.65 |
2,780.96 |
|
| R1 |
2,795.45 |
2,795.45 |
2,776.60 |
2,783.26 |
| PP |
2,771.06 |
2,771.06 |
2,771.06 |
2,764.97 |
| S1 |
2,747.86 |
2,747.86 |
2,767.88 |
2,735.67 |
| S2 |
2,723.47 |
2,723.47 |
2,763.52 |
|
| S3 |
2,675.88 |
2,700.27 |
2,759.15 |
|
| S4 |
2,628.29 |
2,652.68 |
2,746.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.17 |
2,744.29 |
45.88 |
1.7% |
26.87 |
1.0% |
49% |
False |
False |
|
| 10 |
2,794.27 |
2,744.29 |
49.98 |
1.8% |
26.10 |
0.9% |
45% |
False |
False |
|
| 20 |
2,802.91 |
2,704.91 |
98.00 |
3.5% |
23.47 |
0.8% |
63% |
False |
False |
|
| 40 |
2,802.91 |
2,522.89 |
280.02 |
10.1% |
29.36 |
1.1% |
87% |
False |
False |
|
| 60 |
2,802.91 |
2,510.37 |
292.54 |
10.6% |
31.39 |
1.1% |
88% |
False |
False |
|
| 80 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
33.79 |
1.2% |
90% |
False |
False |
|
| 100 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
34.31 |
1.2% |
90% |
False |
False |
|
| 120 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
33.39 |
1.2% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,865.14 |
|
2.618 |
2,832.66 |
|
1.618 |
2,812.76 |
|
1.000 |
2,800.46 |
|
0.618 |
2,792.86 |
|
HIGH |
2,780.56 |
|
0.618 |
2,772.96 |
|
0.500 |
2,770.61 |
|
0.382 |
2,768.26 |
|
LOW |
2,760.66 |
|
0.618 |
2,748.36 |
|
1.000 |
2,740.76 |
|
1.618 |
2,728.46 |
|
2.618 |
2,708.56 |
|
4.250 |
2,676.09 |
|
|