| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,445.50 |
1,430.00 |
-15.50 |
-1.1% |
1,449.50 |
| High |
1,450.00 |
1,432.75 |
-17.25 |
-1.2% |
1,455.00 |
| Low |
1,428.50 |
1,417.25 |
-11.25 |
-0.8% |
1,437.50 |
| Close |
1,430.50 |
1,420.25 |
-10.25 |
-0.7% |
1,445.00 |
| Range |
21.50 |
15.50 |
-6.00 |
-27.9% |
17.50 |
| ATR |
11.93 |
12.18 |
0.26 |
2.1% |
0.00 |
| Volume |
594 |
1,044 |
450 |
75.8% |
2,702 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.00 |
1,460.50 |
1,428.75 |
|
| R3 |
1,454.50 |
1,445.00 |
1,424.50 |
|
| R2 |
1,439.00 |
1,439.00 |
1,423.00 |
|
| R1 |
1,429.50 |
1,429.50 |
1,421.75 |
1,426.50 |
| PP |
1,423.50 |
1,423.50 |
1,423.50 |
1,422.00 |
| S1 |
1,414.00 |
1,414.00 |
1,418.75 |
1,411.00 |
| S2 |
1,408.00 |
1,408.00 |
1,417.50 |
|
| S3 |
1,392.50 |
1,398.50 |
1,416.00 |
|
| S4 |
1,377.00 |
1,383.00 |
1,411.75 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,498.25 |
1,489.25 |
1,454.50 |
|
| R3 |
1,480.75 |
1,471.75 |
1,449.75 |
|
| R2 |
1,463.25 |
1,463.25 |
1,448.25 |
|
| R1 |
1,454.25 |
1,454.25 |
1,446.50 |
1,450.00 |
| PP |
1,445.75 |
1,445.75 |
1,445.75 |
1,443.75 |
| S1 |
1,436.75 |
1,436.75 |
1,443.50 |
1,432.50 |
| S2 |
1,428.25 |
1,428.25 |
1,441.75 |
|
| S3 |
1,410.75 |
1,419.25 |
1,440.25 |
|
| S4 |
1,393.25 |
1,401.75 |
1,435.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,455.00 |
1,417.25 |
37.75 |
2.7% |
13.50 |
1.0% |
8% |
False |
True |
912 |
| 10 |
1,461.00 |
1,417.25 |
43.75 |
3.1% |
12.75 |
0.9% |
7% |
False |
True |
514 |
| 20 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
11.75 |
0.8% |
48% |
False |
False |
514 |
| 40 |
1,461.00 |
1,338.25 |
122.75 |
8.6% |
10.25 |
0.7% |
67% |
False |
False |
339 |
| 60 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
10.25 |
0.7% |
72% |
False |
False |
269 |
| 80 |
1,461.00 |
1,265.50 |
195.50 |
13.8% |
10.25 |
0.7% |
79% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,498.50 |
|
2.618 |
1,473.25 |
|
1.618 |
1,457.75 |
|
1.000 |
1,448.25 |
|
0.618 |
1,442.25 |
|
HIGH |
1,432.75 |
|
0.618 |
1,426.75 |
|
0.500 |
1,425.00 |
|
0.382 |
1,423.25 |
|
LOW |
1,417.25 |
|
0.618 |
1,407.75 |
|
1.000 |
1,401.75 |
|
1.618 |
1,392.25 |
|
2.618 |
1,376.75 |
|
4.250 |
1,351.50 |
|
|