| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,425.00 |
1,447.00 |
22.00 |
1.5% |
1,423.50 |
| High |
1,447.00 |
1,461.00 |
14.00 |
1.0% |
1,461.00 |
| Low |
1,422.00 |
1,446.00 |
24.00 |
1.7% |
1,411.00 |
| Close |
1,443.50 |
1,452.00 |
8.50 |
0.6% |
1,452.00 |
| Range |
25.00 |
15.00 |
-10.00 |
-40.0% |
50.00 |
| ATR |
12.18 |
12.56 |
0.38 |
3.1% |
0.00 |
| Volume |
39 |
161 |
122 |
312.8% |
347 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,498.00 |
1,490.00 |
1,460.25 |
|
| R3 |
1,483.00 |
1,475.00 |
1,456.00 |
|
| R2 |
1,468.00 |
1,468.00 |
1,454.75 |
|
| R1 |
1,460.00 |
1,460.00 |
1,453.50 |
1,464.00 |
| PP |
1,453.00 |
1,453.00 |
1,453.00 |
1,455.00 |
| S1 |
1,445.00 |
1,445.00 |
1,450.50 |
1,449.00 |
| S2 |
1,438.00 |
1,438.00 |
1,449.25 |
|
| S3 |
1,423.00 |
1,430.00 |
1,448.00 |
|
| S4 |
1,408.00 |
1,415.00 |
1,443.75 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,591.25 |
1,571.75 |
1,479.50 |
|
| R3 |
1,541.25 |
1,521.75 |
1,465.75 |
|
| R2 |
1,491.25 |
1,491.25 |
1,461.25 |
|
| R1 |
1,471.75 |
1,471.75 |
1,456.50 |
1,481.50 |
| PP |
1,441.25 |
1,441.25 |
1,441.25 |
1,446.25 |
| S1 |
1,421.75 |
1,421.75 |
1,447.50 |
1,431.50 |
| S2 |
1,391.25 |
1,391.25 |
1,442.75 |
|
| S3 |
1,341.25 |
1,371.75 |
1,438.25 |
|
| S4 |
1,291.25 |
1,321.75 |
1,424.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,461.00 |
1,411.00 |
50.00 |
3.4% |
14.75 |
1.0% |
82% |
True |
False |
69 |
| 10 |
1,461.00 |
1,382.00 |
79.00 |
5.4% |
13.75 |
0.9% |
89% |
True |
False |
528 |
| 20 |
1,461.00 |
1,382.00 |
79.00 |
5.4% |
11.00 |
0.8% |
89% |
True |
False |
314 |
| 40 |
1,461.00 |
1,313.00 |
148.00 |
10.2% |
11.00 |
0.8% |
94% |
True |
False |
234 |
| 60 |
1,461.00 |
1,293.00 |
168.00 |
11.6% |
10.25 |
0.7% |
95% |
True |
False |
197 |
| 80 |
1,461.00 |
1,246.50 |
214.50 |
14.8% |
9.50 |
0.6% |
96% |
True |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,524.75 |
|
2.618 |
1,500.25 |
|
1.618 |
1,485.25 |
|
1.000 |
1,476.00 |
|
0.618 |
1,470.25 |
|
HIGH |
1,461.00 |
|
0.618 |
1,455.25 |
|
0.500 |
1,453.50 |
|
0.382 |
1,451.75 |
|
LOW |
1,446.00 |
|
0.618 |
1,436.75 |
|
1.000 |
1,431.00 |
|
1.618 |
1,421.75 |
|
2.618 |
1,406.75 |
|
4.250 |
1,382.25 |
|
|