| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,447.00 |
1,449.50 |
2.50 |
0.2% |
1,423.50 |
| High |
1,461.00 |
1,450.75 |
-10.25 |
-0.7% |
1,461.00 |
| Low |
1,446.00 |
1,444.50 |
-1.50 |
-0.1% |
1,411.00 |
| Close |
1,452.00 |
1,447.00 |
-5.00 |
-0.3% |
1,452.00 |
| Range |
15.00 |
6.25 |
-8.75 |
-58.3% |
50.00 |
| ATR |
12.56 |
12.20 |
-0.36 |
-2.9% |
0.00 |
| Volume |
161 |
192 |
31 |
19.3% |
347 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.25 |
1,462.75 |
1,450.50 |
|
| R3 |
1,460.00 |
1,456.50 |
1,448.75 |
|
| R2 |
1,453.75 |
1,453.75 |
1,448.25 |
|
| R1 |
1,450.25 |
1,450.25 |
1,447.50 |
1,449.00 |
| PP |
1,447.50 |
1,447.50 |
1,447.50 |
1,446.75 |
| S1 |
1,444.00 |
1,444.00 |
1,446.50 |
1,442.50 |
| S2 |
1,441.25 |
1,441.25 |
1,445.75 |
|
| S3 |
1,435.00 |
1,437.75 |
1,445.25 |
|
| S4 |
1,428.75 |
1,431.50 |
1,443.50 |
|
|
| 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 |
3.5% |
13.75 |
1.0% |
72% |
False |
False |
104 |
| 10 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
13.25 |
0.9% |
82% |
False |
False |
390 |
| 20 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
11.00 |
0.8% |
82% |
False |
False |
319 |
| 40 |
1,461.00 |
1,313.00 |
148.00 |
10.2% |
11.00 |
0.8% |
91% |
False |
False |
237 |
| 60 |
1,461.00 |
1,293.00 |
168.00 |
11.6% |
10.25 |
0.7% |
92% |
False |
False |
200 |
| 80 |
1,461.00 |
1,246.50 |
214.50 |
14.8% |
9.50 |
0.7% |
93% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,477.25 |
|
2.618 |
1,467.00 |
|
1.618 |
1,460.75 |
|
1.000 |
1,457.00 |
|
0.618 |
1,454.50 |
|
HIGH |
1,450.75 |
|
0.618 |
1,448.25 |
|
0.500 |
1,447.50 |
|
0.382 |
1,447.00 |
|
LOW |
1,444.50 |
|
0.618 |
1,440.75 |
|
1.000 |
1,438.25 |
|
1.618 |
1,434.50 |
|
2.618 |
1,428.25 |
|
4.250 |
1,418.00 |
|
|