| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,505.0 |
2,509.0 |
4.0 |
0.2% |
2,540.0 |
| High |
2,516.0 |
2,512.0 |
-4.0 |
-0.2% |
2,556.0 |
| Low |
2,485.0 |
2,440.0 |
-45.0 |
-1.8% |
2,440.0 |
| Close |
2,492.0 |
2,447.0 |
-45.0 |
-1.8% |
2,447.0 |
| Range |
31.0 |
72.0 |
41.0 |
132.3% |
116.0 |
| ATR |
38.0 |
40.4 |
2.4 |
6.4% |
0.0 |
| Volume |
85 |
299 |
214 |
251.8% |
50,871 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,682.3 |
2,636.7 |
2,486.6 |
|
| R3 |
2,610.3 |
2,564.7 |
2,466.8 |
|
| R2 |
2,538.3 |
2,538.3 |
2,460.2 |
|
| R1 |
2,492.7 |
2,492.7 |
2,453.6 |
2,479.5 |
| PP |
2,466.3 |
2,466.3 |
2,466.3 |
2,459.8 |
| S1 |
2,420.7 |
2,420.7 |
2,440.4 |
2,407.5 |
| S2 |
2,394.3 |
2,394.3 |
2,433.8 |
|
| S3 |
2,322.3 |
2,348.7 |
2,427.2 |
|
| S4 |
2,250.3 |
2,276.7 |
2,407.4 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.0 |
2,754.0 |
2,510.8 |
|
| R3 |
2,713.0 |
2,638.0 |
2,478.9 |
|
| R2 |
2,597.0 |
2,597.0 |
2,468.3 |
|
| R1 |
2,522.0 |
2,522.0 |
2,457.6 |
2,501.5 |
| PP |
2,481.0 |
2,481.0 |
2,481.0 |
2,470.8 |
| S1 |
2,406.0 |
2,406.0 |
2,436.4 |
2,385.5 |
| S2 |
2,365.0 |
2,365.0 |
2,425.7 |
|
| S3 |
2,249.0 |
2,290.0 |
2,415.1 |
|
| S4 |
2,133.0 |
2,174.0 |
2,383.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,556.0 |
2,440.0 |
116.0 |
4.7% |
40.0 |
1.6% |
6% |
False |
True |
10,174 |
| 10 |
2,570.0 |
2,440.0 |
130.0 |
5.3% |
32.1 |
1.3% |
5% |
False |
True |
13,564 |
| 20 |
2,586.0 |
2,399.0 |
187.0 |
7.6% |
37.1 |
1.5% |
26% |
False |
False |
8,913 |
| 40 |
2,586.0 |
2,354.0 |
232.0 |
9.5% |
30.5 |
1.2% |
40% |
False |
False |
4,512 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
19.2% |
32.6 |
1.3% |
70% |
False |
False |
3,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,818.0 |
|
2.618 |
2,700.5 |
|
1.618 |
2,628.5 |
|
1.000 |
2,584.0 |
|
0.618 |
2,556.5 |
|
HIGH |
2,512.0 |
|
0.618 |
2,484.5 |
|
0.500 |
2,476.0 |
|
0.382 |
2,467.5 |
|
LOW |
2,440.0 |
|
0.618 |
2,395.5 |
|
1.000 |
2,368.0 |
|
1.618 |
2,323.5 |
|
2.618 |
2,251.5 |
|
4.250 |
2,134.0 |
|
|