Day Change Summary |
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Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,773.4 |
1,767.1 |
-6.3 |
-0.4% |
1,781.9 |
High |
1,781.1 |
1,772.0 |
-9.1 |
-0.5% |
1,792.7 |
Low |
1,767.0 |
1,745.4 |
-21.6 |
-1.2% |
1,761.3 |
Close |
1,770.5 |
1,757.7 |
-12.8 |
-0.7% |
1,782.3 |
Range |
14.1 |
26.6 |
12.5 |
88.7% |
31.4 |
ATR |
16.8 |
17.5 |
0.7 |
4.1% |
0.0 |
Volume |
1,893 |
785 |
-1,108 |
-58.5% |
5,166 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,838.2 |
1,824.5 |
1,772.3 |
|
R3 |
1,811.6 |
1,797.9 |
1,765.0 |
|
R2 |
1,785.0 |
1,785.0 |
1,762.6 |
|
R1 |
1,771.3 |
1,771.3 |
1,760.1 |
1,764.9 |
PP |
1,758.4 |
1,758.4 |
1,758.4 |
1,755.1 |
S1 |
1,744.7 |
1,744.7 |
1,755.3 |
1,738.3 |
S2 |
1,731.8 |
1,731.8 |
1,752.8 |
|
S3 |
1,705.2 |
1,718.1 |
1,750.4 |
|
S4 |
1,678.6 |
1,691.5 |
1,743.1 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.0 |
1,859.0 |
1,799.6 |
|
R3 |
1,841.6 |
1,827.6 |
1,790.9 |
|
R2 |
1,810.2 |
1,810.2 |
1,788.1 |
|
R1 |
1,796.2 |
1,796.2 |
1,785.2 |
1,803.2 |
PP |
1,778.8 |
1,778.8 |
1,778.8 |
1,782.3 |
S1 |
1,764.8 |
1,764.8 |
1,779.4 |
1,771.8 |
S2 |
1,747.4 |
1,747.4 |
1,776.5 |
|
S3 |
1,716.0 |
1,733.4 |
1,773.7 |
|
S4 |
1,684.6 |
1,702.0 |
1,765.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,792.7 |
1,745.4 |
47.3 |
2.7% |
17.0 |
1.0% |
26% |
False |
True |
1,229 |
10 |
1,792.7 |
1,731.0 |
61.7 |
3.5% |
18.4 |
1.0% |
43% |
False |
False |
1,325 |
20 |
1,792.7 |
1,655.0 |
137.7 |
7.8% |
18.1 |
1.0% |
75% |
False |
False |
958 |
40 |
1,792.7 |
1,594.7 |
198.0 |
11.3% |
15.0 |
0.9% |
82% |
False |
False |
735 |
60 |
1,792.7 |
1,567.0 |
225.7 |
12.8% |
12.4 |
0.7% |
84% |
False |
False |
663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,885.1 |
2.618 |
1,841.6 |
1.618 |
1,815.0 |
1.000 |
1,798.6 |
0.618 |
1,788.4 |
HIGH |
1,772.0 |
0.618 |
1,761.8 |
0.500 |
1,758.7 |
0.382 |
1,755.6 |
LOW |
1,745.4 |
0.618 |
1,729.0 |
1.000 |
1,718.8 |
1.618 |
1,702.4 |
2.618 |
1,675.8 |
4.250 |
1,632.4 |
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