| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,549.0 |
2,540.0 |
-9.0 |
-0.4% |
2,563.0 |
| High |
2,560.0 |
2,548.0 |
-12.0 |
-0.5% |
2,570.0 |
| Low |
2,535.0 |
2,532.0 |
-3.0 |
-0.1% |
2,518.0 |
| Close |
2,554.0 |
2,542.0 |
-12.0 |
-0.5% |
2,554.0 |
| Range |
25.0 |
16.0 |
-9.0 |
-36.0% |
52.0 |
| ATR |
37.4 |
36.3 |
-1.1 |
-2.9% |
0.0 |
| Volume |
8,094 |
65 |
-8,029 |
-99.2% |
84,770 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,588.7 |
2,581.3 |
2,550.8 |
|
| R3 |
2,572.7 |
2,565.3 |
2,546.4 |
|
| R2 |
2,556.7 |
2,556.7 |
2,544.9 |
|
| R1 |
2,549.3 |
2,549.3 |
2,543.5 |
2,553.0 |
| PP |
2,540.7 |
2,540.7 |
2,540.7 |
2,542.5 |
| S1 |
2,533.3 |
2,533.3 |
2,540.5 |
2,537.0 |
| S2 |
2,524.7 |
2,524.7 |
2,539.1 |
|
| S3 |
2,508.7 |
2,517.3 |
2,537.6 |
|
| S4 |
2,492.7 |
2,501.3 |
2,533.2 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.3 |
2,680.7 |
2,582.6 |
|
| R3 |
2,651.3 |
2,628.7 |
2,568.3 |
|
| R2 |
2,599.3 |
2,599.3 |
2,563.5 |
|
| R1 |
2,576.7 |
2,576.7 |
2,558.8 |
2,562.0 |
| PP |
2,547.3 |
2,547.3 |
2,547.3 |
2,540.0 |
| S1 |
2,524.7 |
2,524.7 |
2,549.2 |
2,510.0 |
| S2 |
2,495.3 |
2,495.3 |
2,544.5 |
|
| S3 |
2,443.3 |
2,472.7 |
2,539.7 |
|
| S4 |
2,391.3 |
2,420.7 |
2,525.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,560.0 |
2,518.0 |
42.0 |
1.7% |
24.8 |
1.0% |
57% |
False |
False |
15,424 |
| 10 |
2,586.0 |
2,488.0 |
98.0 |
3.9% |
30.5 |
1.2% |
55% |
False |
False |
10,527 |
| 20 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
32.3 |
1.3% |
79% |
False |
False |
6,423 |
| 40 |
2,586.0 |
2,233.0 |
353.0 |
13.9% |
31.3 |
1.2% |
88% |
False |
False |
3,244 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.5% |
31.3 |
1.2% |
91% |
False |
False |
2,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,616.0 |
|
2.618 |
2,589.9 |
|
1.618 |
2,573.9 |
|
1.000 |
2,564.0 |
|
0.618 |
2,557.9 |
|
HIGH |
2,548.0 |
|
0.618 |
2,541.9 |
|
0.500 |
2,540.0 |
|
0.382 |
2,538.1 |
|
LOW |
2,532.0 |
|
0.618 |
2,522.1 |
|
1.000 |
2,516.0 |
|
1.618 |
2,506.1 |
|
2.618 |
2,490.1 |
|
4.250 |
2,464.0 |
|
|