Day Change Summary |
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Previous |
Current |
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25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
2,851.65 |
2,798.93 |
-52.72 |
-1.8% |
2,857.52 |
High |
2,858.68 |
2,802.28 |
-56.40 |
-2.0% |
2,878.38 |
Low |
2,804.13 |
2,768.58 |
-35.55 |
-1.3% |
2,842.59 |
Close |
2,804.53 |
2,781.63 |
-22.90 |
-0.8% |
2,861.64 |
Range |
54.55 |
33.70 |
-20.85 |
-38.2% |
35.79 |
ATR |
28.97 |
29.47 |
0.50 |
1.7% |
0.00 |
Volume |
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Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,885.26 |
2,867.15 |
2,800.17 |
|
R3 |
2,851.56 |
2,833.45 |
2,790.90 |
|
R2 |
2,817.86 |
2,817.86 |
2,787.81 |
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R1 |
2,799.75 |
2,799.75 |
2,784.72 |
2,791.96 |
PP |
2,784.16 |
2,784.16 |
2,784.16 |
2,780.27 |
S1 |
2,766.05 |
2,766.05 |
2,778.54 |
2,758.26 |
S2 |
2,750.46 |
2,750.46 |
2,775.45 |
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S3 |
2,716.76 |
2,732.35 |
2,772.36 |
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S4 |
2,683.06 |
2,698.65 |
2,763.10 |
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Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,968.24 |
2,950.73 |
2,881.32 |
|
R3 |
2,932.45 |
2,914.94 |
2,871.48 |
|
R2 |
2,896.66 |
2,896.66 |
2,868.20 |
|
R1 |
2,879.15 |
2,879.15 |
2,864.92 |
2,887.91 |
PP |
2,860.87 |
2,860.87 |
2,860.87 |
2,865.25 |
S1 |
2,843.36 |
2,843.36 |
2,858.36 |
2,852.12 |
S2 |
2,825.08 |
2,825.08 |
2,855.08 |
|
S3 |
2,789.29 |
2,807.57 |
2,851.80 |
|
S4 |
2,753.50 |
2,771.78 |
2,841.96 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
29.05 |
1.0% |
12% |
False |
True |
|
10 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
26.32 |
0.9% |
12% |
False |
True |
|
20 |
2,878.38 |
2,744.29 |
134.09 |
4.8% |
26.71 |
1.0% |
28% |
False |
False |
|
40 |
2,878.38 |
2,606.87 |
271.51 |
9.8% |
25.66 |
0.9% |
64% |
False |
False |
|
60 |
2,878.38 |
2,522.89 |
355.49 |
12.8% |
29.14 |
1.0% |
73% |
False |
False |
|
80 |
2,878.38 |
2,467.66 |
410.72 |
14.8% |
31.17 |
1.1% |
76% |
False |
False |
|
100 |
2,878.38 |
2,443.92 |
434.46 |
15.6% |
32.95 |
1.2% |
78% |
False |
False |
|
120 |
2,878.38 |
2,443.92 |
434.46 |
15.6% |
33.42 |
1.2% |
78% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,945.51 |
2.618 |
2,890.51 |
1.618 |
2,856.81 |
1.000 |
2,835.98 |
0.618 |
2,823.11 |
HIGH |
2,802.28 |
0.618 |
2,789.41 |
0.500 |
2,785.43 |
0.382 |
2,781.45 |
LOW |
2,768.58 |
0.618 |
2,747.75 |
1.000 |
2,734.88 |
1.618 |
2,714.05 |
2.618 |
2,680.35 |
4.250 |
2,625.36 |
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