Day Change Summary |
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Previous |
Current |
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03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,755.5 |
5,760.0 |
4.5 |
0.1% |
5,740.0 |
High |
5,755.5 |
5,763.0 |
7.5 |
0.1% |
5,791.5 |
Low |
5,740.0 |
5,740.0 |
0.0 |
0.0% |
5,684.5 |
Close |
5,752.5 |
5,751.5 |
-1.0 |
0.0% |
5,670.0 |
Range |
15.5 |
23.0 |
7.5 |
48.4% |
107.0 |
ATR |
41.1 |
39.8 |
-1.3 |
-3.1% |
0.0 |
Volume |
4 |
6 |
2 |
50.0% |
96 |
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Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,820.5 |
5,809.0 |
5,764.0 |
|
R3 |
5,797.5 |
5,786.0 |
5,758.0 |
|
R2 |
5,774.5 |
5,774.5 |
5,755.5 |
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R1 |
5,763.0 |
5,763.0 |
5,753.5 |
5,757.0 |
PP |
5,751.5 |
5,751.5 |
5,751.5 |
5,748.5 |
S1 |
5,740.0 |
5,740.0 |
5,749.5 |
5,734.0 |
S2 |
5,728.5 |
5,728.5 |
5,747.5 |
|
S3 |
5,705.5 |
5,717.0 |
5,745.0 |
|
S4 |
5,682.5 |
5,694.0 |
5,739.0 |
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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 |
5,763.0 |
5,659.5 |
103.5 |
1.8% |
40.5 |
0.7% |
89% |
True |
False |
9 |
10 |
5,808.0 |
5,659.5 |
148.5 |
2.6% |
34.0 |
0.6% |
62% |
False |
False |
14 |
20 |
5,858.5 |
5,659.5 |
199.0 |
3.5% |
18.5 |
0.3% |
46% |
False |
False |
21 |
40 |
5,858.5 |
5,585.5 |
273.0 |
4.7% |
11.0 |
0.2% |
61% |
False |
False |
31 |
60 |
5,858.5 |
5,380.5 |
478.0 |
8.3% |
8.0 |
0.1% |
78% |
False |
False |
28 |
80 |
5,858.5 |
5,340.5 |
518.0 |
9.0% |
7.0 |
0.1% |
79% |
False |
False |
28 |
|
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Fibonacci Retracements and Extensions |
4.250 |
5,861.0 |
2.618 |
5,823.0 |
1.618 |
5,800.0 |
1.000 |
5,786.0 |
0.618 |
5,777.0 |
HIGH |
5,763.0 |
0.618 |
5,754.0 |
0.500 |
5,751.5 |
0.382 |
5,749.0 |
LOW |
5,740.0 |
0.618 |
5,726.0 |
1.000 |
5,717.0 |
1.618 |
5,703.0 |
2.618 |
5,680.0 |
4.250 |
5,642.0 |
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