| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,811.45 |
2,807.08 |
-4.37 |
-0.2% |
2,836.35 |
| High |
2,827.61 |
2,812.21 |
-15.40 |
-0.5% |
2,858.68 |
| Low |
2,784.54 |
2,779.01 |
-5.53 |
-0.2% |
2,768.58 |
| Close |
2,794.28 |
2,799.29 |
5.01 |
0.2% |
2,799.19 |
| Range |
43.07 |
33.20 |
-9.87 |
-22.9% |
90.10 |
| ATR |
31.19 |
31.34 |
0.14 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.44 |
2,881.06 |
2,817.55 |
|
| R3 |
2,863.24 |
2,847.86 |
2,808.42 |
|
| R2 |
2,830.04 |
2,830.04 |
2,805.38 |
|
| R1 |
2,814.66 |
2,814.66 |
2,802.33 |
2,805.75 |
| PP |
2,796.84 |
2,796.84 |
2,796.84 |
2,792.38 |
| S1 |
2,781.46 |
2,781.46 |
2,796.25 |
2,772.55 |
| S2 |
2,763.64 |
2,763.64 |
2,793.20 |
|
| S3 |
2,730.44 |
2,748.26 |
2,790.16 |
|
| S4 |
2,697.24 |
2,715.06 |
2,781.03 |
|
|
| 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 |
2,827.61 |
2,768.58 |
59.03 |
2.1% |
35.43 |
1.3% |
52% |
False |
False |
|
| 10 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
30.95 |
1.1% |
28% |
False |
False |
|
| 20 |
2,878.38 |
2,760.66 |
117.72 |
4.2% |
28.16 |
1.0% |
33% |
False |
False |
|
| 40 |
2,878.38 |
2,701.90 |
176.48 |
6.3% |
25.95 |
0.9% |
55% |
False |
False |
|
| 60 |
2,878.38 |
2,522.89 |
355.49 |
12.7% |
29.56 |
1.1% |
78% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.1% |
31.15 |
1.1% |
79% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
32.85 |
1.2% |
82% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
33.40 |
1.2% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953.31 |
|
2.618 |
2,899.13 |
|
1.618 |
2,865.93 |
|
1.000 |
2,845.41 |
|
0.618 |
2,832.73 |
|
HIGH |
2,812.21 |
|
0.618 |
2,799.53 |
|
0.500 |
2,795.61 |
|
0.382 |
2,791.69 |
|
LOW |
2,779.01 |
|
0.618 |
2,758.49 |
|
1.000 |
2,745.81 |
|
1.618 |
2,725.29 |
|
2.618 |
2,692.09 |
|
4.250 |
2,637.91 |
|
|