| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,790.78 |
2,812.82 |
22.04 |
0.8% |
2,836.35 |
| High |
2,827.00 |
2,820.36 |
-6.64 |
-0.2% |
2,858.68 |
| Low |
2,784.62 |
2,795.54 |
10.92 |
0.4% |
2,768.58 |
| Close |
2,821.60 |
2,799.19 |
-22.41 |
-0.8% |
2,799.19 |
| Range |
42.38 |
24.82 |
-17.56 |
-41.4% |
90.10 |
| ATR |
30.60 |
30.28 |
-0.32 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.49 |
2,864.16 |
2,812.84 |
|
| R3 |
2,854.67 |
2,839.34 |
2,806.02 |
|
| R2 |
2,829.85 |
2,829.85 |
2,803.74 |
|
| R1 |
2,814.52 |
2,814.52 |
2,801.47 |
2,809.78 |
| PP |
2,805.03 |
2,805.03 |
2,805.03 |
2,802.66 |
| S1 |
2,789.70 |
2,789.70 |
2,796.91 |
2,784.96 |
| S2 |
2,780.21 |
2,780.21 |
2,794.64 |
|
| S3 |
2,755.39 |
2,764.88 |
2,792.36 |
|
| S4 |
2,730.57 |
2,740.06 |
2,785.54 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.12 |
3,029.25 |
2,848.75 |
|
| R3 |
2,989.02 |
2,939.15 |
2,823.97 |
|
| R2 |
2,898.92 |
2,898.92 |
2,815.71 |
|
| R1 |
2,849.05 |
2,849.05 |
2,807.45 |
2,828.94 |
| PP |
2,808.82 |
2,808.82 |
2,808.82 |
2,798.76 |
| S1 |
2,758.95 |
2,758.95 |
2,790.93 |
2,738.84 |
| S2 |
2,718.72 |
2,718.72 |
2,782.67 |
|
| S3 |
2,628.62 |
2,668.85 |
2,774.41 |
|
| S4 |
2,538.52 |
2,578.75 |
2,749.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,858.68 |
2,768.58 |
90.10 |
3.2% |
34.51 |
1.2% |
34% |
False |
False |
|
| 10 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
25.50 |
0.9% |
28% |
False |
False |
|
| 20 |
2,878.38 |
2,744.29 |
134.09 |
4.8% |
28.10 |
1.0% |
41% |
False |
False |
|
| 40 |
2,878.38 |
2,657.50 |
220.88 |
7.9% |
25.32 |
0.9% |
64% |
False |
False |
|
| 60 |
2,878.38 |
2,522.89 |
355.49 |
12.7% |
29.35 |
1.0% |
78% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.1% |
31.17 |
1.1% |
78% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
32.81 |
1.2% |
82% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
33.23 |
1.2% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,925.85 |
|
2.618 |
2,885.34 |
|
1.618 |
2,860.52 |
|
1.000 |
2,845.18 |
|
0.618 |
2,835.70 |
|
HIGH |
2,820.36 |
|
0.618 |
2,810.88 |
|
0.500 |
2,807.95 |
|
0.382 |
2,805.02 |
|
LOW |
2,795.54 |
|
0.618 |
2,780.20 |
|
1.000 |
2,770.72 |
|
1.618 |
2,755.38 |
|
2.618 |
2,730.56 |
|
4.250 |
2,690.06 |
|
|