Day Change Summary |
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Previous |
Current |
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|
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27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,217.44 |
3,190.40 |
-27.04 |
-0.8% |
3,242.32 |
High |
3,235.29 |
3,229.45 |
-5.84 |
-0.2% |
3,243.43 |
Low |
3,210.80 |
3,186.86 |
-23.94 |
-0.7% |
3,202.75 |
Close |
3,230.30 |
3,218.20 |
-12.10 |
-0.4% |
3,230.30 |
Range |
24.49 |
42.59 |
18.10 |
73.9% |
40.68 |
ATR |
29.87 |
30.84 |
0.97 |
3.2% |
0.00 |
Volume |
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|
|
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Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,339.27 |
3,321.33 |
3,241.62 |
|
R3 |
3,296.68 |
3,278.74 |
3,229.91 |
|
R2 |
3,254.09 |
3,254.09 |
3,226.01 |
|
R1 |
3,236.15 |
3,236.15 |
3,222.10 |
3,245.12 |
PP |
3,211.50 |
3,211.50 |
3,211.50 |
3,215.99 |
S1 |
3,193.56 |
3,193.56 |
3,214.30 |
3,202.53 |
S2 |
3,168.91 |
3,168.91 |
3,210.39 |
|
S3 |
3,126.32 |
3,150.97 |
3,206.49 |
|
S4 |
3,083.73 |
3,108.38 |
3,194.78 |
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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 |
3,240.99 |
3,186.86 |
54.13 |
1.7% |
27.64 |
0.9% |
58% |
False |
True |
|
10 |
3,248.52 |
3,176.58 |
71.94 |
2.2% |
27.77 |
0.9% |
58% |
False |
False |
|
20 |
3,248.52 |
3,077.13 |
171.39 |
5.3% |
27.83 |
0.9% |
82% |
False |
False |
|
40 |
3,248.52 |
3,053.26 |
195.26 |
6.1% |
27.82 |
0.9% |
84% |
False |
False |
|
60 |
3,248.52 |
2,955.37 |
293.15 |
9.1% |
25.89 |
0.8% |
90% |
False |
False |
|
80 |
3,248.52 |
2,825.18 |
423.34 |
13.2% |
28.17 |
0.9% |
93% |
False |
False |
|
100 |
3,248.52 |
2,825.18 |
423.34 |
13.2% |
28.78 |
0.9% |
93% |
False |
False |
|
120 |
3,248.52 |
2,730.97 |
517.55 |
16.1% |
28.90 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,410.46 |
2.618 |
3,340.95 |
1.618 |
3,298.36 |
1.000 |
3,272.04 |
0.618 |
3,255.77 |
HIGH |
3,229.45 |
0.618 |
3,213.18 |
0.500 |
3,208.16 |
0.382 |
3,203.13 |
LOW |
3,186.86 |
0.618 |
3,160.54 |
1.000 |
3,144.27 |
1.618 |
3,117.95 |
2.618 |
3,075.36 |
4.250 |
3,005.85 |
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