Day Change Summary |
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Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
5,720.0 |
5,731.0 |
11.0 |
0.2% |
5,740.0 |
High |
5,729.0 |
5,731.0 |
2.0 |
0.0% |
5,791.5 |
Low |
5,696.0 |
5,684.5 |
-11.5 |
-0.2% |
5,684.5 |
Close |
5,712.0 |
5,670.0 |
-42.0 |
-0.7% |
5,670.0 |
Range |
33.0 |
46.5 |
13.5 |
40.9% |
107.0 |
ATR |
39.8 |
40.3 |
0.5 |
1.2% |
0.0 |
Volume |
1 |
13 |
12 |
1,200.0% |
96 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,834.5 |
5,799.0 |
5,695.5 |
|
R3 |
5,788.0 |
5,752.5 |
5,683.0 |
|
R2 |
5,741.5 |
5,741.5 |
5,678.5 |
|
R1 |
5,706.0 |
5,706.0 |
5,674.5 |
5,700.5 |
PP |
5,695.0 |
5,695.0 |
5,695.0 |
5,692.5 |
S1 |
5,659.5 |
5,659.5 |
5,665.5 |
5,654.0 |
S2 |
5,648.5 |
5,648.5 |
5,661.5 |
|
S3 |
5,602.0 |
5,613.0 |
5,657.0 |
|
S4 |
5,555.5 |
5,566.5 |
5,644.5 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,036.5 |
5,960.0 |
5,729.0 |
|
R3 |
5,929.5 |
5,853.0 |
5,699.5 |
|
R2 |
5,822.5 |
5,822.5 |
5,689.5 |
|
R1 |
5,746.0 |
5,746.0 |
5,680.0 |
5,731.0 |
PP |
5,715.5 |
5,715.5 |
5,715.5 |
5,707.5 |
S1 |
5,639.0 |
5,639.0 |
5,660.0 |
5,624.0 |
S2 |
5,608.5 |
5,608.5 |
5,650.5 |
|
S3 |
5,501.5 |
5,532.0 |
5,640.5 |
|
S4 |
5,394.5 |
5,425.0 |
5,611.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,791.5 |
5,684.5 |
107.0 |
1.9% |
30.5 |
0.5% |
-14% |
False |
True |
19 |
10 |
5,820.5 |
5,684.5 |
136.0 |
2.4% |
21.0 |
0.4% |
-11% |
False |
True |
35 |
20 |
5,858.5 |
5,585.5 |
273.0 |
4.8% |
14.0 |
0.2% |
31% |
False |
False |
20 |
40 |
5,858.5 |
5,585.5 |
273.0 |
4.8% |
7.5 |
0.1% |
31% |
False |
False |
31 |
60 |
5,858.5 |
5,380.5 |
478.0 |
8.4% |
5.5 |
0.1% |
61% |
False |
False |
30 |
80 |
5,858.5 |
5,321.5 |
537.0 |
9.5% |
5.0 |
0.1% |
65% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,928.5 |
2.618 |
5,852.5 |
1.618 |
5,806.0 |
1.000 |
5,777.5 |
0.618 |
5,759.5 |
HIGH |
5,731.0 |
0.618 |
5,713.0 |
0.500 |
5,708.0 |
0.382 |
5,702.5 |
LOW |
5,684.5 |
0.618 |
5,656.0 |
1.000 |
5,638.0 |
1.618 |
5,609.5 |
2.618 |
5,563.0 |
4.250 |
5,487.0 |
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