| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,509.0 |
2,432.0 |
-77.0 |
-3.1% |
2,540.0 |
| High |
2,512.0 |
2,488.0 |
-24.0 |
-1.0% |
2,556.0 |
| Low |
2,440.0 |
2,432.0 |
-8.0 |
-0.3% |
2,440.0 |
| Close |
2,447.0 |
2,486.0 |
39.0 |
1.6% |
2,447.0 |
| Range |
72.0 |
56.0 |
-16.0 |
-22.2% |
116.0 |
| ATR |
40.4 |
41.5 |
1.1 |
2.8% |
0.0 |
| Volume |
299 |
88 |
-211 |
-70.6% |
50,871 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,636.7 |
2,617.3 |
2,516.8 |
|
| R3 |
2,580.7 |
2,561.3 |
2,501.4 |
|
| R2 |
2,524.7 |
2,524.7 |
2,496.3 |
|
| R1 |
2,505.3 |
2,505.3 |
2,491.1 |
2,515.0 |
| PP |
2,468.7 |
2,468.7 |
2,468.7 |
2,473.5 |
| S1 |
2,449.3 |
2,449.3 |
2,480.9 |
2,459.0 |
| S2 |
2,412.7 |
2,412.7 |
2,475.7 |
|
| S3 |
2,356.7 |
2,393.3 |
2,470.6 |
|
| S4 |
2,300.7 |
2,337.3 |
2,455.2 |
|
|
| 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 |
2,432.0 |
124.0 |
5.0% |
48.0 |
1.9% |
44% |
False |
True |
10,178 |
| 10 |
2,560.0 |
2,432.0 |
128.0 |
5.1% |
36.4 |
1.5% |
42% |
False |
True |
12,801 |
| 20 |
2,586.0 |
2,399.0 |
187.0 |
7.5% |
37.8 |
1.5% |
47% |
False |
False |
8,914 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
31.2 |
1.3% |
52% |
False |
False |
4,514 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.9% |
33.2 |
1.3% |
79% |
False |
False |
3,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,726.0 |
|
2.618 |
2,634.6 |
|
1.618 |
2,578.6 |
|
1.000 |
2,544.0 |
|
0.618 |
2,522.6 |
|
HIGH |
2,488.0 |
|
0.618 |
2,466.6 |
|
0.500 |
2,460.0 |
|
0.382 |
2,453.4 |
|
LOW |
2,432.0 |
|
0.618 |
2,397.4 |
|
1.000 |
2,376.0 |
|
1.618 |
2,341.4 |
|
2.618 |
2,285.4 |
|
4.250 |
2,194.0 |
|
|