| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,536.0 |
2,531.0 |
-5.0 |
-0.2% |
2,563.0 |
| High |
2,556.0 |
2,531.0 |
-25.0 |
-1.0% |
2,570.0 |
| Low |
2,523.0 |
2,483.0 |
-40.0 |
-1.6% |
2,518.0 |
| Close |
2,553.0 |
2,492.0 |
-61.0 |
-2.4% |
2,554.0 |
| Range |
33.0 |
48.0 |
15.0 |
45.5% |
52.0 |
| ATR |
36.1 |
38.5 |
2.4 |
6.7% |
0.0 |
| Volume |
50,355 |
67 |
-50,288 |
-99.9% |
84,770 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.0 |
2,617.0 |
2,518.4 |
|
| R3 |
2,598.0 |
2,569.0 |
2,505.2 |
|
| R2 |
2,550.0 |
2,550.0 |
2,500.8 |
|
| R1 |
2,521.0 |
2,521.0 |
2,496.4 |
2,511.5 |
| PP |
2,502.0 |
2,502.0 |
2,502.0 |
2,497.3 |
| S1 |
2,473.0 |
2,473.0 |
2,487.6 |
2,463.5 |
| S2 |
2,454.0 |
2,454.0 |
2,483.2 |
|
| S3 |
2,406.0 |
2,425.0 |
2,478.8 |
|
| S4 |
2,358.0 |
2,377.0 |
2,465.6 |
|
|
| 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 |
2,483.0 |
77.0 |
3.1% |
28.0 |
1.1% |
12% |
False |
True |
13,607 |
| 10 |
2,586.0 |
2,483.0 |
103.0 |
4.1% |
29.5 |
1.2% |
9% |
False |
True |
14,763 |
| 20 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
35.6 |
1.4% |
55% |
False |
False |
8,934 |
| 40 |
2,586.0 |
2,233.0 |
353.0 |
14.2% |
32.6 |
1.3% |
73% |
False |
False |
4,504 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.8% |
32.2 |
1.3% |
80% |
False |
False |
3,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,735.0 |
|
2.618 |
2,656.7 |
|
1.618 |
2,608.7 |
|
1.000 |
2,579.0 |
|
0.618 |
2,560.7 |
|
HIGH |
2,531.0 |
|
0.618 |
2,512.7 |
|
0.500 |
2,507.0 |
|
0.382 |
2,501.3 |
|
LOW |
2,483.0 |
|
0.618 |
2,453.3 |
|
1.000 |
2,435.0 |
|
1.618 |
2,405.3 |
|
2.618 |
2,357.3 |
|
4.250 |
2,279.0 |
|
|