| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,786.75 |
2,778.00 |
-8.75 |
-0.3% |
2,840.75 |
| High |
2,790.00 |
2,808.00 |
18.00 |
0.6% |
2,848.00 |
| Low |
2,767.50 |
2,778.00 |
10.50 |
0.4% |
2,840.75 |
| Close |
2,767.50 |
2,808.00 |
40.50 |
1.5% |
2,847.00 |
| Range |
22.50 |
30.00 |
7.50 |
33.3% |
7.25 |
| ATR |
16.23 |
17.96 |
1.73 |
10.7% |
0.00 |
| Volume |
4 |
9 |
5 |
125.0% |
20 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.00 |
2,878.00 |
2,824.50 |
|
| R3 |
2,858.00 |
2,848.00 |
2,816.25 |
|
| R2 |
2,828.00 |
2,828.00 |
2,813.50 |
|
| R1 |
2,818.00 |
2,818.00 |
2,810.75 |
2,823.00 |
| PP |
2,798.00 |
2,798.00 |
2,798.00 |
2,800.50 |
| S1 |
2,788.00 |
2,788.00 |
2,805.25 |
2,793.00 |
| S2 |
2,768.00 |
2,768.00 |
2,802.50 |
|
| S3 |
2,738.00 |
2,758.00 |
2,799.75 |
|
| S4 |
2,708.00 |
2,728.00 |
2,791.50 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.00 |
2,864.25 |
2,851.00 |
|
| R3 |
2,859.75 |
2,857.00 |
2,849.00 |
|
| R2 |
2,852.50 |
2,852.50 |
2,848.25 |
|
| R1 |
2,849.75 |
2,849.75 |
2,847.75 |
2,851.00 |
| PP |
2,845.25 |
2,845.25 |
2,845.25 |
2,846.00 |
| S1 |
2,842.50 |
2,842.50 |
2,846.25 |
2,844.00 |
| S2 |
2,838.00 |
2,838.00 |
2,845.75 |
|
| S3 |
2,830.75 |
2,835.25 |
2,845.00 |
|
| S4 |
2,823.50 |
2,828.00 |
2,843.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,935.50 |
|
2.618 |
2,886.50 |
|
1.618 |
2,856.50 |
|
1.000 |
2,838.00 |
|
0.618 |
2,826.50 |
|
HIGH |
2,808.00 |
|
0.618 |
2,796.50 |
|
0.500 |
2,793.00 |
|
0.382 |
2,789.50 |
|
LOW |
2,778.00 |
|
0.618 |
2,759.50 |
|
1.000 |
2,748.00 |
|
1.618 |
2,729.50 |
|
2.618 |
2,699.50 |
|
4.250 |
2,650.50 |
|
|