Day Change Summary |
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Previous |
Current |
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26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,222.98 |
3,217.44 |
-5.54 |
-0.2% |
3,242.32 |
High |
3,240.99 |
3,235.29 |
-5.70 |
-0.2% |
3,243.43 |
Low |
3,221.17 |
3,210.80 |
-10.37 |
-0.3% |
3,202.75 |
Close |
3,234.04 |
3,230.30 |
-3.74 |
-0.1% |
3,230.30 |
Range |
19.82 |
24.49 |
4.67 |
23.6% |
40.68 |
ATR |
30.28 |
29.87 |
-0.41 |
-1.4% |
0.00 |
Volume |
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|
|
|
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Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,298.93 |
3,289.11 |
3,243.77 |
|
R3 |
3,274.44 |
3,264.62 |
3,237.03 |
|
R2 |
3,249.95 |
3,249.95 |
3,234.79 |
|
R1 |
3,240.13 |
3,240.13 |
3,232.54 |
3,245.04 |
PP |
3,225.46 |
3,225.46 |
3,225.46 |
3,227.92 |
S1 |
3,215.64 |
3,215.64 |
3,228.06 |
3,220.55 |
S2 |
3,200.97 |
3,200.97 |
3,225.81 |
|
S3 |
3,176.48 |
3,191.15 |
3,223.57 |
|
S4 |
3,151.99 |
3,166.66 |
3,216.83 |
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|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,347.53 |
3,329.60 |
3,252.67 |
|
R3 |
3,306.85 |
3,288.92 |
3,241.49 |
|
R2 |
3,266.17 |
3,266.17 |
3,237.76 |
|
R1 |
3,248.24 |
3,248.24 |
3,234.03 |
3,236.87 |
PP |
3,225.49 |
3,225.49 |
3,225.49 |
3,219.81 |
S1 |
3,207.56 |
3,207.56 |
3,226.57 |
3,196.19 |
S2 |
3,184.81 |
3,184.81 |
3,222.84 |
|
S3 |
3,144.13 |
3,166.88 |
3,219.11 |
|
S4 |
3,103.45 |
3,126.20 |
3,207.93 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,243.43 |
3,202.75 |
40.68 |
1.3% |
26.71 |
0.8% |
68% |
False |
False |
|
10 |
3,248.52 |
3,163.13 |
85.39 |
2.6% |
27.65 |
0.9% |
79% |
False |
False |
|
20 |
3,248.52 |
3,063.07 |
185.45 |
5.7% |
27.32 |
0.8% |
90% |
False |
False |
|
40 |
3,248.52 |
3,053.26 |
195.26 |
6.0% |
27.39 |
0.8% |
91% |
False |
False |
|
60 |
3,248.52 |
2,934.22 |
314.30 |
9.7% |
25.68 |
0.8% |
94% |
False |
False |
|
80 |
3,248.52 |
2,825.18 |
423.34 |
13.1% |
28.12 |
0.9% |
96% |
False |
False |
|
100 |
3,248.52 |
2,825.18 |
423.34 |
13.1% |
28.59 |
0.9% |
96% |
False |
False |
|
120 |
3,248.52 |
2,730.97 |
517.55 |
16.0% |
28.97 |
0.9% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,339.37 |
2.618 |
3,299.40 |
1.618 |
3,274.91 |
1.000 |
3,259.78 |
0.618 |
3,250.42 |
HIGH |
3,235.29 |
0.618 |
3,225.93 |
0.500 |
3,223.05 |
0.382 |
3,220.16 |
LOW |
3,210.80 |
0.618 |
3,195.67 |
1.000 |
3,186.31 |
1.618 |
3,171.18 |
2.618 |
3,146.69 |
4.250 |
3,106.72 |
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