Day Change Summary |
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Previous |
Current |
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|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,767.1 |
1,757.6 |
-9.5 |
-0.5% |
1,781.9 |
High |
1,772.0 |
1,784.6 |
12.6 |
0.7% |
1,792.7 |
Low |
1,745.4 |
1,757.6 |
12.2 |
0.7% |
1,761.3 |
Close |
1,757.7 |
1,784.6 |
26.9 |
1.5% |
1,782.3 |
Range |
26.6 |
27.0 |
0.4 |
1.5% |
31.4 |
ATR |
17.5 |
18.2 |
0.7 |
3.9% |
0.0 |
Volume |
785 |
1,595 |
810 |
103.2% |
5,166 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.6 |
1,847.6 |
1,799.5 |
|
R3 |
1,829.6 |
1,820.6 |
1,792.0 |
|
R2 |
1,802.6 |
1,802.6 |
1,789.6 |
|
R1 |
1,793.6 |
1,793.6 |
1,787.1 |
1,798.1 |
PP |
1,775.6 |
1,775.6 |
1,775.6 |
1,777.9 |
S1 |
1,766.6 |
1,766.6 |
1,782.1 |
1,771.1 |
S2 |
1,748.6 |
1,748.6 |
1,779.7 |
|
S3 |
1,721.6 |
1,739.6 |
1,777.2 |
|
S4 |
1,694.6 |
1,712.6 |
1,769.8 |
|
|
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% |
19.4 |
1.1% |
83% |
False |
False |
1,369 |
10 |
1,792.7 |
1,745.4 |
47.3 |
2.7% |
16.4 |
0.9% |
83% |
False |
False |
1,248 |
20 |
1,792.7 |
1,655.0 |
137.7 |
7.7% |
18.9 |
1.1% |
94% |
False |
False |
1,032 |
40 |
1,792.7 |
1,594.7 |
198.0 |
11.1% |
15.1 |
0.8% |
96% |
False |
False |
772 |
60 |
1,792.7 |
1,567.0 |
225.7 |
12.6% |
12.8 |
0.7% |
96% |
False |
False |
654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,899.4 |
2.618 |
1,855.3 |
1.618 |
1,828.3 |
1.000 |
1,811.6 |
0.618 |
1,801.3 |
HIGH |
1,784.6 |
0.618 |
1,774.3 |
0.500 |
1,771.1 |
0.382 |
1,767.9 |
LOW |
1,757.6 |
0.618 |
1,740.9 |
1.000 |
1,730.6 |
1.618 |
1,713.9 |
2.618 |
1,686.9 |
4.250 |
1,642.9 |
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