| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,531.0 |
2,505.0 |
-26.0 |
-1.0% |
2,563.0 |
| High |
2,531.0 |
2,516.0 |
-15.0 |
-0.6% |
2,570.0 |
| Low |
2,483.0 |
2,485.0 |
2.0 |
0.1% |
2,518.0 |
| Close |
2,492.0 |
2,492.0 |
0.0 |
0.0% |
2,554.0 |
| Range |
48.0 |
31.0 |
-17.0 |
-35.4% |
52.0 |
| ATR |
38.5 |
38.0 |
-0.5 |
-1.4% |
0.0 |
| Volume |
67 |
85 |
18 |
26.9% |
84,770 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,590.7 |
2,572.3 |
2,509.1 |
|
| R3 |
2,559.7 |
2,541.3 |
2,500.5 |
|
| R2 |
2,528.7 |
2,528.7 |
2,497.7 |
|
| R1 |
2,510.3 |
2,510.3 |
2,494.8 |
2,504.0 |
| PP |
2,497.7 |
2,497.7 |
2,497.7 |
2,494.5 |
| S1 |
2,479.3 |
2,479.3 |
2,489.2 |
2,473.0 |
| S2 |
2,466.7 |
2,466.7 |
2,486.3 |
|
| S3 |
2,435.7 |
2,448.3 |
2,483.5 |
|
| S4 |
2,404.7 |
2,417.3 |
2,475.0 |
|
|
| 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% |
30.6 |
1.2% |
12% |
False |
False |
11,733 |
| 10 |
2,586.0 |
2,483.0 |
103.0 |
4.1% |
27.3 |
1.1% |
9% |
False |
False |
14,237 |
| 20 |
2,586.0 |
2,380.0 |
206.0 |
8.3% |
35.6 |
1.4% |
54% |
False |
False |
8,932 |
| 40 |
2,586.0 |
2,276.0 |
310.0 |
12.4% |
30.6 |
1.2% |
70% |
False |
False |
4,506 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.8% |
32.0 |
1.3% |
80% |
False |
False |
3,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,647.8 |
|
2.618 |
2,597.2 |
|
1.618 |
2,566.2 |
|
1.000 |
2,547.0 |
|
0.618 |
2,535.2 |
|
HIGH |
2,516.0 |
|
0.618 |
2,504.2 |
|
0.500 |
2,500.5 |
|
0.382 |
2,496.8 |
|
LOW |
2,485.0 |
|
0.618 |
2,465.8 |
|
1.000 |
2,454.0 |
|
1.618 |
2,434.8 |
|
2.618 |
2,403.8 |
|
4.250 |
2,353.3 |
|
|