| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,445.00 |
1,448.75 |
3.75 |
0.3% |
1,449.50 |
| High |
1,448.00 |
1,455.00 |
7.00 |
0.5% |
1,455.00 |
| Low |
1,437.50 |
1,444.00 |
6.50 |
0.5% |
1,437.50 |
| Close |
1,447.00 |
1,445.00 |
-2.00 |
-0.1% |
1,445.00 |
| Range |
10.50 |
11.00 |
0.50 |
4.8% |
17.50 |
| ATR |
11.39 |
11.36 |
-0.03 |
-0.2% |
0.00 |
| Volume |
1,797 |
524 |
-1,273 |
-70.8% |
2,702 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,481.00 |
1,474.00 |
1,451.00 |
|
| R3 |
1,470.00 |
1,463.00 |
1,448.00 |
|
| R2 |
1,459.00 |
1,459.00 |
1,447.00 |
|
| R1 |
1,452.00 |
1,452.00 |
1,446.00 |
1,450.00 |
| PP |
1,448.00 |
1,448.00 |
1,448.00 |
1,447.00 |
| S1 |
1,441.00 |
1,441.00 |
1,444.00 |
1,439.00 |
| S2 |
1,437.00 |
1,437.00 |
1,443.00 |
|
| S3 |
1,426.00 |
1,430.00 |
1,442.00 |
|
| S4 |
1,415.00 |
1,419.00 |
1,439.00 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,498.25 |
1,489.25 |
1,454.50 |
|
| R3 |
1,480.75 |
1,471.75 |
1,449.75 |
|
| R2 |
1,463.25 |
1,463.25 |
1,448.25 |
|
| R1 |
1,454.25 |
1,454.25 |
1,446.50 |
1,450.00 |
| PP |
1,445.75 |
1,445.75 |
1,445.75 |
1,443.75 |
| S1 |
1,436.75 |
1,436.75 |
1,443.50 |
1,432.50 |
| S2 |
1,428.25 |
1,428.25 |
1,441.75 |
|
| S3 |
1,410.75 |
1,419.25 |
1,440.25 |
|
| S4 |
1,393.25 |
1,401.75 |
1,435.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,455.00 |
1,437.50 |
17.50 |
1.2% |
8.25 |
0.6% |
43% |
True |
False |
540 |
| 10 |
1,461.00 |
1,411.00 |
50.00 |
3.5% |
11.50 |
0.8% |
68% |
False |
False |
304 |
| 20 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
10.75 |
0.7% |
80% |
False |
False |
434 |
| 40 |
1,461.00 |
1,338.25 |
122.75 |
8.5% |
10.25 |
0.7% |
87% |
False |
False |
295 |
| 60 |
1,461.00 |
1,295.00 |
166.00 |
11.5% |
10.75 |
0.7% |
90% |
False |
False |
234 |
| 80 |
1,461.00 |
1,246.50 |
214.50 |
14.8% |
10.00 |
0.7% |
93% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,501.75 |
|
2.618 |
1,483.75 |
|
1.618 |
1,472.75 |
|
1.000 |
1,466.00 |
|
0.618 |
1,461.75 |
|
HIGH |
1,455.00 |
|
0.618 |
1,450.75 |
|
0.500 |
1,449.50 |
|
0.382 |
1,448.25 |
|
LOW |
1,444.00 |
|
0.618 |
1,437.25 |
|
1.000 |
1,433.00 |
|
1.618 |
1,426.25 |
|
2.618 |
1,415.25 |
|
4.250 |
1,397.25 |
|
|