| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,798.93 |
2,790.78 |
-8.15 |
-0.3% |
2,857.52 |
| High |
2,802.28 |
2,827.00 |
24.72 |
0.9% |
2,878.38 |
| Low |
2,768.58 |
2,784.62 |
16.04 |
0.6% |
2,842.59 |
| Close |
2,781.63 |
2,821.60 |
39.97 |
1.4% |
2,861.64 |
| Range |
33.70 |
42.38 |
8.68 |
25.8% |
35.79 |
| ATR |
29.47 |
30.60 |
1.14 |
3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.21 |
2,922.29 |
2,844.91 |
|
| R3 |
2,895.83 |
2,879.91 |
2,833.25 |
|
| R2 |
2,853.45 |
2,853.45 |
2,829.37 |
|
| R1 |
2,837.53 |
2,837.53 |
2,825.48 |
2,845.49 |
| PP |
2,811.07 |
2,811.07 |
2,811.07 |
2,815.06 |
| S1 |
2,795.15 |
2,795.15 |
2,817.72 |
2,803.11 |
| S2 |
2,768.69 |
2,768.69 |
2,813.83 |
|
| S3 |
2,726.31 |
2,752.77 |
2,809.95 |
|
| S4 |
2,683.93 |
2,710.39 |
2,798.29 |
|
|
| 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 |
|
|
| 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% |
33.31 |
1.2% |
48% |
False |
False |
|
| 10 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
25.61 |
0.9% |
48% |
False |
False |
|
| 20 |
2,878.38 |
2,744.29 |
134.09 |
4.8% |
27.92 |
1.0% |
58% |
False |
False |
|
| 40 |
2,878.38 |
2,606.87 |
271.51 |
9.6% |
25.80 |
0.9% |
79% |
False |
False |
|
| 60 |
2,878.38 |
2,522.89 |
355.49 |
12.6% |
29.44 |
1.0% |
84% |
False |
False |
|
| 80 |
2,878.38 |
2,504.08 |
374.30 |
13.3% |
31.38 |
1.1% |
85% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.4% |
33.06 |
1.2% |
87% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.4% |
33.53 |
1.2% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,007.12 |
|
2.618 |
2,937.95 |
|
1.618 |
2,895.57 |
|
1.000 |
2,869.38 |
|
0.618 |
2,853.19 |
|
HIGH |
2,827.00 |
|
0.618 |
2,810.81 |
|
0.500 |
2,805.81 |
|
0.382 |
2,800.81 |
|
LOW |
2,784.62 |
|
0.618 |
2,758.43 |
|
1.000 |
2,742.24 |
|
1.618 |
2,716.05 |
|
2.618 |
2,673.67 |
|
4.250 |
2,604.51 |
|
|