Day Change Summary |
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Previous |
Current |
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01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,660.0 |
5,760.0 |
100.0 |
1.8% |
5,740.0 |
High |
5,757.0 |
5,760.0 |
3.0 |
0.1% |
5,791.5 |
Low |
5,659.5 |
5,740.0 |
80.5 |
1.4% |
5,684.5 |
Close |
5,750.5 |
5,733.5 |
-17.0 |
-0.3% |
5,670.0 |
Range |
97.5 |
20.0 |
-77.5 |
-79.5% |
107.0 |
ATR |
44.3 |
42.6 |
-1.7 |
-3.9% |
0.0 |
Volume |
17 |
5 |
-12 |
-70.6% |
96 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,804.5 |
5,789.0 |
5,744.5 |
|
R3 |
5,784.5 |
5,769.0 |
5,739.0 |
|
R2 |
5,764.5 |
5,764.5 |
5,737.0 |
|
R1 |
5,749.0 |
5,749.0 |
5,735.5 |
5,747.0 |
PP |
5,744.5 |
5,744.5 |
5,744.5 |
5,743.5 |
S1 |
5,729.0 |
5,729.0 |
5,731.5 |
5,727.0 |
S2 |
5,724.5 |
5,724.5 |
5,730.0 |
|
S3 |
5,704.5 |
5,709.0 |
5,728.0 |
|
S4 |
5,684.5 |
5,689.0 |
5,722.5 |
|
|
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 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,760.0 |
5,659.5 |
100.5 |
1.8% |
39.5 |
0.7% |
74% |
True |
False |
8 |
10 |
5,820.5 |
5,659.5 |
161.0 |
2.8% |
33.0 |
0.6% |
46% |
False |
False |
37 |
20 |
5,858.5 |
5,585.5 |
273.0 |
4.8% |
20.0 |
0.3% |
54% |
False |
False |
21 |
40 |
5,858.5 |
5,585.5 |
273.0 |
4.8% |
10.0 |
0.2% |
54% |
False |
False |
31 |
60 |
5,858.5 |
5,380.5 |
478.0 |
8.3% |
7.5 |
0.1% |
74% |
False |
False |
29 |
80 |
5,858.5 |
5,340.5 |
518.0 |
9.0% |
6.5 |
0.1% |
76% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,845.0 |
2.618 |
5,812.5 |
1.618 |
5,792.5 |
1.000 |
5,780.0 |
0.618 |
5,772.5 |
HIGH |
5,760.0 |
0.618 |
5,752.5 |
0.500 |
5,750.0 |
0.382 |
5,747.5 |
LOW |
5,740.0 |
0.618 |
5,727.5 |
1.000 |
5,720.0 |
1.618 |
5,707.5 |
2.618 |
5,687.5 |
4.250 |
5,655.0 |
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