| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
4,366.0 |
4,344.0 |
-22.0 |
-0.5% |
4,302.0 |
| High |
4,369.0 |
4,344.0 |
-25.0 |
-0.6% |
4,369.0 |
| Low |
4,325.0 |
4,330.0 |
5.0 |
0.1% |
4,271.0 |
| Close |
4,333.0 |
4,333.0 |
0.0 |
0.0% |
4,333.0 |
| Range |
44.0 |
14.0 |
-30.0 |
-68.2% |
98.0 |
| ATR |
30.7 |
29.5 |
-1.2 |
-3.9% |
0.0 |
| Volume |
152 |
87 |
-65 |
-42.8% |
1,588 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,377.7 |
4,369.3 |
4,340.7 |
|
| R3 |
4,363.7 |
4,355.3 |
4,336.9 |
|
| R2 |
4,349.7 |
4,349.7 |
4,335.6 |
|
| R1 |
4,341.3 |
4,341.3 |
4,334.3 |
4,338.5 |
| PP |
4,335.7 |
4,335.7 |
4,335.7 |
4,334.3 |
| S1 |
4,327.3 |
4,327.3 |
4,331.7 |
4,324.5 |
| S2 |
4,321.7 |
4,321.7 |
4,330.4 |
|
| S3 |
4,307.7 |
4,313.3 |
4,329.2 |
|
| S4 |
4,293.7 |
4,299.3 |
4,325.3 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,618.3 |
4,573.7 |
4,386.9 |
|
| R3 |
4,520.3 |
4,475.7 |
4,360.0 |
|
| R2 |
4,422.3 |
4,422.3 |
4,351.0 |
|
| R1 |
4,377.7 |
4,377.7 |
4,342.0 |
4,400.0 |
| PP |
4,324.3 |
4,324.3 |
4,324.3 |
4,335.5 |
| S1 |
4,279.7 |
4,279.7 |
4,324.0 |
4,302.0 |
| S2 |
4,226.3 |
4,226.3 |
4,315.0 |
|
| S3 |
4,128.3 |
4,181.7 |
4,306.1 |
|
| S4 |
4,030.3 |
4,083.7 |
4,279.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,369.0 |
4,271.0 |
98.0 |
2.3% |
23.6 |
0.5% |
63% |
False |
False |
165 |
| 10 |
4,369.0 |
4,271.0 |
98.0 |
2.3% |
21.4 |
0.5% |
63% |
False |
False |
220 |
| 20 |
4,378.0 |
4,235.0 |
143.0 |
3.3% |
15.4 |
0.4% |
69% |
False |
False |
148 |
| 40 |
4,378.0 |
4,031.0 |
347.0 |
8.0% |
10.1 |
0.2% |
87% |
False |
False |
130 |
| 60 |
4,378.0 |
3,982.0 |
396.0 |
9.1% |
7.7 |
0.2% |
89% |
False |
False |
106 |
| 80 |
4,378.0 |
3,950.0 |
428.0 |
9.9% |
6.7 |
0.2% |
89% |
False |
False |
100 |
| 100 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
6.0 |
0.1% |
86% |
False |
False |
85 |
| 120 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
5.0 |
0.1% |
86% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,403.5 |
|
2.618 |
4,380.7 |
|
1.618 |
4,366.7 |
|
1.000 |
4,358.0 |
|
0.618 |
4,352.7 |
|
HIGH |
4,344.0 |
|
0.618 |
4,338.7 |
|
0.500 |
4,337.0 |
|
0.382 |
4,335.3 |
|
LOW |
4,330.0 |
|
0.618 |
4,321.3 |
|
1.000 |
4,316.0 |
|
1.618 |
4,307.3 |
|
2.618 |
4,293.3 |
|
4.250 |
4,270.5 |
|
|