| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,421.25 |
1,436.00 |
14.75 |
1.0% |
1,446.50 |
| High |
1,437.00 |
1,436.25 |
-0.75 |
-0.1% |
1,450.00 |
| Low |
1,421.25 |
1,422.50 |
1.25 |
0.1% |
1,417.25 |
| Close |
1,434.25 |
1,427.50 |
-6.75 |
-0.5% |
1,427.50 |
| Range |
15.75 |
13.75 |
-2.00 |
-12.7% |
32.75 |
| ATR |
12.51 |
12.60 |
0.09 |
0.7% |
0.00 |
| Volume |
1,100 |
3,973 |
2,873 |
261.2% |
7,312 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.00 |
1,462.50 |
1,435.00 |
|
| R3 |
1,456.25 |
1,448.75 |
1,431.25 |
|
| R2 |
1,442.50 |
1,442.50 |
1,430.00 |
|
| R1 |
1,435.00 |
1,435.00 |
1,428.75 |
1,432.00 |
| PP |
1,428.75 |
1,428.75 |
1,428.75 |
1,427.25 |
| S1 |
1,421.25 |
1,421.25 |
1,426.25 |
1,418.00 |
| S2 |
1,415.00 |
1,415.00 |
1,425.00 |
|
| S3 |
1,401.25 |
1,407.50 |
1,423.75 |
|
| S4 |
1,387.50 |
1,393.75 |
1,420.00 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,529.75 |
1,511.50 |
1,445.50 |
|
| R3 |
1,497.00 |
1,478.75 |
1,436.50 |
|
| R2 |
1,464.25 |
1,464.25 |
1,433.50 |
|
| R1 |
1,446.00 |
1,446.00 |
1,430.50 |
1,438.75 |
| PP |
1,431.50 |
1,431.50 |
1,431.50 |
1,428.00 |
| S1 |
1,413.25 |
1,413.25 |
1,424.50 |
1,406.00 |
| S2 |
1,398.75 |
1,398.75 |
1,421.50 |
|
| S3 |
1,366.00 |
1,380.50 |
1,418.50 |
|
| S4 |
1,333.25 |
1,347.75 |
1,409.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,450.00 |
1,417.25 |
32.75 |
2.3% |
15.00 |
1.1% |
31% |
False |
False |
1,462 |
| 10 |
1,455.00 |
1,417.25 |
37.75 |
2.6% |
11.75 |
0.8% |
27% |
False |
False |
1,001 |
| 20 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
12.75 |
0.9% |
58% |
False |
False |
764 |
| 40 |
1,461.00 |
1,354.75 |
106.25 |
7.4% |
10.50 |
0.7% |
68% |
False |
False |
458 |
| 60 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
10.75 |
0.7% |
77% |
False |
False |
353 |
| 80 |
1,461.00 |
1,287.50 |
173.50 |
12.2% |
10.25 |
0.7% |
81% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,494.75 |
|
2.618 |
1,472.25 |
|
1.618 |
1,458.50 |
|
1.000 |
1,450.00 |
|
0.618 |
1,444.75 |
|
HIGH |
1,436.25 |
|
0.618 |
1,431.00 |
|
0.500 |
1,429.50 |
|
0.382 |
1,427.75 |
|
LOW |
1,422.50 |
|
0.618 |
1,414.00 |
|
1.000 |
1,408.75 |
|
1.618 |
1,400.25 |
|
2.618 |
1,386.50 |
|
4.250 |
1,364.00 |
|
|