| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,807.08 |
2,810.16 |
3.08 |
0.1% |
2,836.35 |
| High |
2,812.21 |
2,822.56 |
10.35 |
0.4% |
2,858.68 |
| Low |
2,779.01 |
2,797.28 |
18.27 |
0.7% |
2,768.58 |
| Close |
2,799.29 |
2,818.84 |
19.55 |
0.7% |
2,799.19 |
| Range |
33.20 |
25.28 |
-7.92 |
-23.9% |
90.10 |
| ATR |
31.34 |
30.90 |
-0.43 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.73 |
2,879.07 |
2,832.74 |
|
| R3 |
2,863.45 |
2,853.79 |
2,825.79 |
|
| R2 |
2,838.17 |
2,838.17 |
2,823.47 |
|
| R1 |
2,828.51 |
2,828.51 |
2,821.16 |
2,833.34 |
| PP |
2,812.89 |
2,812.89 |
2,812.89 |
2,815.31 |
| S1 |
2,803.23 |
2,803.23 |
2,816.52 |
2,808.06 |
| S2 |
2,787.61 |
2,787.61 |
2,814.21 |
|
| S3 |
2,762.33 |
2,777.95 |
2,811.89 |
|
| S4 |
2,737.05 |
2,752.67 |
2,804.94 |
|
|
| 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 |
2,779.01 |
48.60 |
1.7% |
33.75 |
1.2% |
82% |
False |
False |
|
| 10 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
31.40 |
1.1% |
46% |
False |
False |
|
| 20 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
28.43 |
1.0% |
46% |
False |
False |
|
| 40 |
2,878.38 |
2,704.91 |
173.47 |
6.2% |
25.95 |
0.9% |
66% |
False |
False |
|
| 60 |
2,878.38 |
2,522.89 |
355.49 |
12.6% |
29.05 |
1.0% |
83% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.1% |
30.65 |
1.1% |
84% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.4% |
32.72 |
1.2% |
86% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.4% |
33.33 |
1.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,930.00 |
|
2.618 |
2,888.74 |
|
1.618 |
2,863.46 |
|
1.000 |
2,847.84 |
|
0.618 |
2,838.18 |
|
HIGH |
2,822.56 |
|
0.618 |
2,812.90 |
|
0.500 |
2,809.92 |
|
0.382 |
2,806.94 |
|
LOW |
2,797.28 |
|
0.618 |
2,781.66 |
|
1.000 |
2,772.00 |
|
1.618 |
2,756.38 |
|
2.618 |
2,731.10 |
|
4.250 |
2,689.84 |
|
|