| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,812.82 |
2,811.45 |
-1.37 |
0.0% |
2,836.35 |
| High |
2,820.36 |
2,827.61 |
7.25 |
0.3% |
2,858.68 |
| Low |
2,795.54 |
2,784.54 |
-11.00 |
-0.4% |
2,768.58 |
| Close |
2,799.19 |
2,794.28 |
-4.91 |
-0.2% |
2,799.19 |
| Range |
24.82 |
43.07 |
18.25 |
73.5% |
90.10 |
| ATR |
30.28 |
31.19 |
0.91 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.35 |
2,905.89 |
2,817.97 |
|
| R3 |
2,888.28 |
2,862.82 |
2,806.12 |
|
| R2 |
2,845.21 |
2,845.21 |
2,802.18 |
|
| R1 |
2,819.75 |
2,819.75 |
2,798.23 |
2,810.95 |
| PP |
2,802.14 |
2,802.14 |
2,802.14 |
2,797.74 |
| S1 |
2,776.68 |
2,776.68 |
2,790.33 |
2,767.88 |
| S2 |
2,759.07 |
2,759.07 |
2,786.38 |
|
| S3 |
2,716.00 |
2,733.61 |
2,782.44 |
|
| S4 |
2,672.93 |
2,690.54 |
2,770.59 |
|
|
| 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% |
39.70 |
1.4% |
29% |
False |
False |
|
| 10 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
28.67 |
1.0% |
23% |
False |
False |
|
| 20 |
2,878.38 |
2,744.29 |
134.09 |
4.8% |
28.34 |
1.0% |
37% |
False |
False |
|
| 40 |
2,878.38 |
2,681.72 |
196.66 |
7.0% |
25.72 |
0.9% |
57% |
False |
False |
|
| 60 |
2,878.38 |
2,522.89 |
355.49 |
12.7% |
29.39 |
1.1% |
76% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.2% |
31.22 |
1.1% |
77% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
32.77 |
1.2% |
81% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
33.39 |
1.2% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.66 |
|
2.618 |
2,940.37 |
|
1.618 |
2,897.30 |
|
1.000 |
2,870.68 |
|
0.618 |
2,854.23 |
|
HIGH |
2,827.61 |
|
0.618 |
2,811.16 |
|
0.500 |
2,806.08 |
|
0.382 |
2,800.99 |
|
LOW |
2,784.54 |
|
0.618 |
2,757.92 |
|
1.000 |
2,741.47 |
|
1.618 |
2,714.85 |
|
2.618 |
2,671.78 |
|
4.250 |
2,601.49 |
|
|