Day Change Summary |
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Previous |
Current |
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|
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27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,757.6 |
1,786.2 |
28.6 |
1.6% |
1,778.6 |
High |
1,784.6 |
1,788.7 |
4.1 |
0.2% |
1,788.7 |
Low |
1,757.6 |
1,775.4 |
17.8 |
1.0% |
1,745.4 |
Close |
1,784.6 |
1,778.0 |
-6.6 |
-0.4% |
1,778.0 |
Range |
27.0 |
13.3 |
-13.7 |
-50.7% |
43.3 |
ATR |
18.2 |
17.9 |
-0.4 |
-1.9% |
0.0 |
Volume |
1,595 |
1,064 |
-531 |
-33.3% |
7,130 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.6 |
1,812.6 |
1,785.3 |
|
R3 |
1,807.3 |
1,799.3 |
1,781.7 |
|
R2 |
1,794.0 |
1,794.0 |
1,780.4 |
|
R1 |
1,786.0 |
1,786.0 |
1,779.2 |
1,783.4 |
PP |
1,780.7 |
1,780.7 |
1,780.7 |
1,779.4 |
S1 |
1,772.7 |
1,772.7 |
1,776.8 |
1,770.1 |
S2 |
1,767.4 |
1,767.4 |
1,775.6 |
|
S3 |
1,754.1 |
1,759.4 |
1,774.3 |
|
S4 |
1,740.8 |
1,746.1 |
1,770.7 |
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|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,900.6 |
1,882.6 |
1,801.8 |
|
R3 |
1,857.3 |
1,839.3 |
1,789.9 |
|
R2 |
1,814.0 |
1,814.0 |
1,785.9 |
|
R1 |
1,796.0 |
1,796.0 |
1,782.0 |
1,783.4 |
PP |
1,770.7 |
1,770.7 |
1,770.7 |
1,764.4 |
S1 |
1,752.7 |
1,752.7 |
1,774.0 |
1,740.1 |
S2 |
1,727.4 |
1,727.4 |
1,770.1 |
|
S3 |
1,684.1 |
1,709.4 |
1,766.1 |
|
S4 |
1,640.8 |
1,666.1 |
1,754.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,788.7 |
1,745.4 |
43.3 |
2.4% |
18.9 |
1.1% |
75% |
True |
False |
1,426 |
10 |
1,792.7 |
1,745.4 |
47.3 |
2.7% |
16.9 |
0.9% |
69% |
False |
False |
1,229 |
20 |
1,792.7 |
1,655.0 |
137.7 |
7.7% |
18.9 |
1.1% |
89% |
False |
False |
1,058 |
40 |
1,792.7 |
1,598.8 |
193.9 |
10.9% |
15.0 |
0.8% |
92% |
False |
False |
718 |
60 |
1,792.7 |
1,567.0 |
225.7 |
12.7% |
12.9 |
0.7% |
93% |
False |
False |
655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,845.2 |
2.618 |
1,823.5 |
1.618 |
1,810.2 |
1.000 |
1,802.0 |
0.618 |
1,796.9 |
HIGH |
1,788.7 |
0.618 |
1,783.6 |
0.500 |
1,782.1 |
0.382 |
1,780.5 |
LOW |
1,775.4 |
0.618 |
1,767.2 |
1.000 |
1,762.1 |
1.618 |
1,753.9 |
2.618 |
1,740.6 |
4.250 |
1,718.9 |
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