Day Change Summary |
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Previous |
Current |
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|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,430.00 |
1,421.25 |
-8.75 |
-0.6% |
1,449.50 |
High |
1,432.75 |
1,437.00 |
4.25 |
0.3% |
1,455.00 |
Low |
1,417.25 |
1,421.25 |
4.00 |
0.3% |
1,437.50 |
Close |
1,420.25 |
1,434.25 |
14.00 |
1.0% |
1,445.00 |
Range |
15.50 |
15.75 |
0.25 |
1.6% |
17.50 |
ATR |
12.18 |
12.51 |
0.33 |
2.7% |
0.00 |
Volume |
1,044 |
1,100 |
56 |
5.4% |
2,702 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.00 |
1,472.00 |
1,443.00 |
|
R3 |
1,462.25 |
1,456.25 |
1,438.50 |
|
R2 |
1,446.50 |
1,446.50 |
1,437.25 |
|
R1 |
1,440.50 |
1,440.50 |
1,435.75 |
1,443.50 |
PP |
1,430.75 |
1,430.75 |
1,430.75 |
1,432.50 |
S1 |
1,424.75 |
1,424.75 |
1,432.75 |
1,427.75 |
S2 |
1,415.00 |
1,415.00 |
1,431.25 |
|
S3 |
1,399.25 |
1,409.00 |
1,430.00 |
|
S4 |
1,383.50 |
1,393.25 |
1,425.50 |
|
|
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 |
2.6% |
14.50 |
1.0% |
45% |
False |
False |
772 |
10 |
1,461.00 |
1,417.25 |
43.75 |
3.1% |
11.75 |
0.8% |
39% |
False |
False |
620 |
20 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
12.25 |
0.9% |
66% |
False |
False |
567 |
40 |
1,461.00 |
1,338.25 |
122.75 |
8.6% |
10.50 |
0.7% |
78% |
False |
False |
360 |
60 |
1,461.00 |
1,313.00 |
148.00 |
10.3% |
10.50 |
0.7% |
82% |
False |
False |
287 |
80 |
1,461.00 |
1,272.00 |
189.00 |
13.2% |
10.50 |
0.7% |
86% |
False |
False |
226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,504.00 |
2.618 |
1,478.25 |
1.618 |
1,462.50 |
1.000 |
1,452.75 |
0.618 |
1,446.75 |
HIGH |
1,437.00 |
0.618 |
1,431.00 |
0.500 |
1,429.00 |
0.382 |
1,427.25 |
LOW |
1,421.25 |
0.618 |
1,411.50 |
1.000 |
1,405.50 |
1.618 |
1,395.75 |
2.618 |
1,380.00 |
4.250 |
1,354.25 |
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