| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,799.00 |
2,777.00 |
-22.00 |
-0.8% |
2,833.25 |
| High |
2,803.25 |
2,815.50 |
12.25 |
0.4% |
2,833.25 |
| Low |
2,785.25 |
2,776.75 |
-8.50 |
-0.3% |
2,767.50 |
| Close |
2,785.25 |
2,781.50 |
-3.75 |
-0.1% |
2,785.25 |
| Range |
18.00 |
38.75 |
20.75 |
115.3% |
65.75 |
| ATR |
18.31 |
19.77 |
1.46 |
8.0% |
0.00 |
| Volume |
14 |
15 |
1 |
7.1% |
33 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,907.50 |
2,883.25 |
2,802.75 |
|
| R3 |
2,868.75 |
2,844.50 |
2,792.25 |
|
| R2 |
2,830.00 |
2,830.00 |
2,788.50 |
|
| R1 |
2,805.75 |
2,805.75 |
2,785.00 |
2,818.00 |
| PP |
2,791.25 |
2,791.25 |
2,791.25 |
2,797.25 |
| S1 |
2,767.00 |
2,767.00 |
2,778.00 |
2,779.00 |
| S2 |
2,752.50 |
2,752.50 |
2,774.50 |
|
| S3 |
2,713.75 |
2,728.25 |
2,770.75 |
|
| S4 |
2,675.00 |
2,689.50 |
2,760.25 |
|
|
| 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 |
2,980.25 |
|
2.618 |
2,917.00 |
|
1.618 |
2,878.25 |
|
1.000 |
2,854.25 |
|
0.618 |
2,839.50 |
|
HIGH |
2,815.50 |
|
0.618 |
2,800.75 |
|
0.500 |
2,796.00 |
|
0.382 |
2,791.50 |
|
LOW |
2,776.75 |
|
0.618 |
2,752.75 |
|
1.000 |
2,738.00 |
|
1.618 |
2,714.00 |
|
2.618 |
2,675.25 |
|
4.250 |
2,612.00 |
|
|