| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,463.0 |
2,493.0 |
30.0 |
1.2% |
2,540.0 |
| High |
2,486.0 |
2,497.0 |
11.0 |
0.4% |
2,556.0 |
| Low |
2,463.0 |
2,467.0 |
4.0 |
0.2% |
2,440.0 |
| Close |
2,479.0 |
2,469.0 |
-10.0 |
-0.4% |
2,447.0 |
| Range |
23.0 |
30.0 |
7.0 |
30.4% |
116.0 |
| ATR |
40.3 |
39.6 |
-0.7 |
-1.8% |
0.0 |
| Volume |
68 |
43 |
-25 |
-36.8% |
50,871 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,567.7 |
2,548.3 |
2,485.5 |
|
| R3 |
2,537.7 |
2,518.3 |
2,477.3 |
|
| R2 |
2,507.7 |
2,507.7 |
2,474.5 |
|
| R1 |
2,488.3 |
2,488.3 |
2,471.8 |
2,483.0 |
| PP |
2,477.7 |
2,477.7 |
2,477.7 |
2,475.0 |
| S1 |
2,458.3 |
2,458.3 |
2,466.3 |
2,453.0 |
| S2 |
2,447.7 |
2,447.7 |
2,463.5 |
|
| S3 |
2,417.7 |
2,428.3 |
2,460.8 |
|
| S4 |
2,387.7 |
2,398.3 |
2,452.5 |
|
|
| 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 |
2,512.0 |
2,432.0 |
80.0 |
3.2% |
45.0 |
1.8% |
46% |
False |
False |
119 |
| 10 |
2,560.0 |
2,432.0 |
128.0 |
5.2% |
37.8 |
1.5% |
29% |
False |
False |
5,926 |
| 20 |
2,586.0 |
2,432.0 |
154.0 |
6.2% |
34.9 |
1.4% |
24% |
False |
False |
8,448 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
31.9 |
1.3% |
43% |
False |
False |
4,518 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
33.4 |
1.4% |
75% |
False |
False |
3,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,624.5 |
|
2.618 |
2,575.5 |
|
1.618 |
2,545.5 |
|
1.000 |
2,527.0 |
|
0.618 |
2,515.5 |
|
HIGH |
2,497.0 |
|
0.618 |
2,485.5 |
|
0.500 |
2,482.0 |
|
0.382 |
2,478.5 |
|
LOW |
2,467.0 |
|
0.618 |
2,448.5 |
|
1.000 |
2,437.0 |
|
1.618 |
2,418.5 |
|
2.618 |
2,388.5 |
|
4.250 |
2,339.5 |
|
|