| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
8,825 |
8,775 |
-50 |
-0.6% |
8,800 |
| High |
8,830 |
8,795 |
-35 |
-0.4% |
8,885 |
| Low |
8,770 |
8,730 |
-40 |
-0.5% |
8,620 |
| Close |
8,775 |
8,760 |
-15 |
-0.2% |
8,835 |
| Range |
60 |
65 |
5 |
8.3% |
265 |
| ATR |
90 |
88 |
-2 |
-2.0% |
0 |
| Volume |
6,701 |
16,372 |
9,671 |
144.3% |
6,181 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,957 |
8,923 |
8,796 |
|
| R3 |
8,892 |
8,858 |
8,778 |
|
| R2 |
8,827 |
8,827 |
8,772 |
|
| R1 |
8,793 |
8,793 |
8,766 |
8,778 |
| PP |
8,762 |
8,762 |
8,762 |
8,754 |
| S1 |
8,728 |
8,728 |
8,754 |
8,713 |
| S2 |
8,697 |
8,697 |
8,748 |
|
| S3 |
8,632 |
8,663 |
8,742 |
|
| S4 |
8,567 |
8,598 |
8,724 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,575 |
9,470 |
8,981 |
|
| R3 |
9,310 |
9,205 |
8,908 |
|
| R2 |
9,045 |
9,045 |
8,884 |
|
| R1 |
8,940 |
8,940 |
8,859 |
8,993 |
| PP |
8,780 |
8,780 |
8,780 |
8,806 |
| S1 |
8,675 |
8,675 |
8,811 |
8,728 |
| S2 |
8,515 |
8,515 |
8,787 |
|
| S3 |
8,250 |
8,410 |
8,762 |
|
| S4 |
7,985 |
8,145 |
8,689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,885 |
8,620 |
265 |
3.0% |
116 |
1.3% |
53% |
False |
False |
5,635 |
| 10 |
9,040 |
8,620 |
420 |
4.8% |
93 |
1.1% |
33% |
False |
False |
2,981 |
| 20 |
9,245 |
8,620 |
625 |
7.1% |
71 |
0.8% |
22% |
False |
False |
1,493 |
| 40 |
9,245 |
8,365 |
880 |
10.0% |
40 |
0.5% |
45% |
False |
False |
748 |
| 60 |
9,245 |
8,365 |
880 |
10.0% |
29 |
0.3% |
45% |
False |
False |
500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,071 |
|
2.618 |
8,965 |
|
1.618 |
8,900 |
|
1.000 |
8,860 |
|
0.618 |
8,835 |
|
HIGH |
8,795 |
|
0.618 |
8,770 |
|
0.500 |
8,763 |
|
0.382 |
8,755 |
|
LOW |
8,730 |
|
0.618 |
8,690 |
|
1.000 |
8,665 |
|
1.618 |
8,625 |
|
2.618 |
8,560 |
|
4.250 |
8,454 |
|
|