| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,778.00 |
2,799.00 |
21.00 |
0.8% |
2,833.25 |
| High |
2,808.00 |
2,803.25 |
-4.75 |
-0.2% |
2,833.25 |
| Low |
2,778.00 |
2,785.25 |
7.25 |
0.3% |
2,767.50 |
| Close |
2,808.00 |
2,785.25 |
-22.75 |
-0.8% |
2,785.25 |
| Range |
30.00 |
18.00 |
-12.00 |
-40.0% |
65.75 |
| ATR |
17.96 |
18.31 |
0.34 |
1.9% |
0.00 |
| Volume |
9 |
14 |
5 |
55.6% |
33 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.25 |
2,833.25 |
2,795.25 |
|
| R3 |
2,827.25 |
2,815.25 |
2,790.25 |
|
| R2 |
2,809.25 |
2,809.25 |
2,788.50 |
|
| R1 |
2,797.25 |
2,797.25 |
2,787.00 |
2,794.25 |
| PP |
2,791.25 |
2,791.25 |
2,791.25 |
2,789.75 |
| S1 |
2,779.25 |
2,779.25 |
2,783.50 |
2,776.25 |
| S2 |
2,773.25 |
2,773.25 |
2,782.00 |
|
| S3 |
2,755.25 |
2,761.25 |
2,780.25 |
|
| S4 |
2,737.25 |
2,743.25 |
2,775.25 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,992.50 |
2,954.75 |
2,821.50 |
|
| R3 |
2,926.75 |
2,889.00 |
2,803.25 |
|
| R2 |
2,861.00 |
2,861.00 |
2,797.25 |
|
| R1 |
2,823.25 |
2,823.25 |
2,791.25 |
2,809.25 |
| PP |
2,795.25 |
2,795.25 |
2,795.25 |
2,788.50 |
| S1 |
2,757.50 |
2,757.50 |
2,779.25 |
2,743.50 |
| S2 |
2,729.50 |
2,729.50 |
2,773.25 |
|
| S3 |
2,663.75 |
2,691.75 |
2,767.25 |
|
| S4 |
2,598.00 |
2,626.00 |
2,749.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,879.75 |
|
2.618 |
2,850.25 |
|
1.618 |
2,832.25 |
|
1.000 |
2,821.25 |
|
0.618 |
2,814.25 |
|
HIGH |
2,803.25 |
|
0.618 |
2,796.25 |
|
0.500 |
2,794.25 |
|
0.382 |
2,792.25 |
|
LOW |
2,785.25 |
|
0.618 |
2,774.25 |
|
1.000 |
2,767.25 |
|
1.618 |
2,756.25 |
|
2.618 |
2,738.25 |
|
4.250 |
2,708.75 |
|
|