| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,467.0 |
2,463.0 |
-4.0 |
-0.2% |
2,540.0 |
| High |
2,507.0 |
2,486.0 |
-21.0 |
-0.8% |
2,556.0 |
| Low |
2,463.0 |
2,463.0 |
0.0 |
0.0% |
2,440.0 |
| Close |
2,480.0 |
2,479.0 |
-1.0 |
0.0% |
2,447.0 |
| Range |
44.0 |
23.0 |
-21.0 |
-47.7% |
116.0 |
| ATR |
41.7 |
40.3 |
-1.3 |
-3.2% |
0.0 |
| Volume |
98 |
68 |
-30 |
-30.6% |
50,871 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.0 |
2,535.0 |
2,491.7 |
|
| R3 |
2,522.0 |
2,512.0 |
2,485.3 |
|
| R2 |
2,499.0 |
2,499.0 |
2,483.2 |
|
| R1 |
2,489.0 |
2,489.0 |
2,481.1 |
2,494.0 |
| PP |
2,476.0 |
2,476.0 |
2,476.0 |
2,478.5 |
| S1 |
2,466.0 |
2,466.0 |
2,476.9 |
2,471.0 |
| S2 |
2,453.0 |
2,453.0 |
2,474.8 |
|
| S3 |
2,430.0 |
2,443.0 |
2,472.7 |
|
| S4 |
2,407.0 |
2,420.0 |
2,466.4 |
|
|
| 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 |
2,516.0 |
2,432.0 |
84.0 |
3.4% |
45.2 |
1.8% |
56% |
False |
False |
127 |
| 10 |
2,560.0 |
2,432.0 |
128.0 |
5.2% |
36.6 |
1.5% |
37% |
False |
False |
6,867 |
| 20 |
2,586.0 |
2,422.0 |
164.0 |
6.6% |
37.8 |
1.5% |
35% |
False |
False |
8,739 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
31.2 |
1.3% |
48% |
False |
False |
4,517 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.9% |
33.2 |
1.3% |
77% |
False |
False |
3,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,583.8 |
|
2.618 |
2,546.2 |
|
1.618 |
2,523.2 |
|
1.000 |
2,509.0 |
|
0.618 |
2,500.2 |
|
HIGH |
2,486.0 |
|
0.618 |
2,477.2 |
|
0.500 |
2,474.5 |
|
0.382 |
2,471.8 |
|
LOW |
2,463.0 |
|
0.618 |
2,448.8 |
|
1.000 |
2,440.0 |
|
1.618 |
2,425.8 |
|
2.618 |
2,402.8 |
|
4.250 |
2,365.3 |
|
|