Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,077.8 |
1,065.3 |
-12.5 |
-1.2% |
1,071.2 |
High |
1,077.8 |
1,073.9 |
-3.9 |
-0.4% |
1,080.2 |
Low |
1,067.3 |
1,057.5 |
-9.8 |
-0.9% |
1,060.7 |
Close |
1,071.7 |
1,071.4 |
-0.3 |
0.0% |
1,071.7 |
Range |
10.5 |
16.4 |
5.9 |
56.2% |
19.5 |
ATR |
11.9 |
12.2 |
0.3 |
2.7% |
0.0 |
Volume |
76,525 |
119,973 |
43,448 |
56.8% |
478,440 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.8 |
1,110.5 |
1,080.5 |
|
R3 |
1,100.5 |
1,094.0 |
1,076.0 |
|
R2 |
1,084.0 |
1,084.0 |
1,074.5 |
|
R1 |
1,077.8 |
1,077.8 |
1,073.0 |
1,080.8 |
PP |
1,067.5 |
1,067.5 |
1,067.5 |
1,069.3 |
S1 |
1,061.3 |
1,061.3 |
1,070.0 |
1,064.5 |
S2 |
1,051.3 |
1,051.3 |
1,068.5 |
|
S3 |
1,034.8 |
1,045.0 |
1,067.0 |
|
S4 |
1,018.5 |
1,028.5 |
1,062.5 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.3 |
1,120.0 |
1,082.5 |
|
R3 |
1,109.8 |
1,100.5 |
1,077.0 |
|
R2 |
1,090.3 |
1,090.3 |
1,075.3 |
|
R1 |
1,081.0 |
1,081.0 |
1,073.5 |
1,085.8 |
PP |
1,070.8 |
1,070.8 |
1,070.8 |
1,073.3 |
S1 |
1,061.5 |
1,061.5 |
1,070.0 |
1,066.3 |
S2 |
1,051.3 |
1,051.3 |
1,068.0 |
|
S3 |
1,031.8 |
1,042.0 |
1,066.3 |
|
S4 |
1,012.3 |
1,022.5 |
1,061.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,080.2 |
1,057.5 |
22.7 |
2.1% |
13.3 |
1.2% |
61% |
False |
True |
97,507 |
10 |
1,080.2 |
1,049.5 |
30.7 |
2.9% |
13.5 |
1.3% |
71% |
False |
False |
110,140 |
20 |
1,080.2 |
1,003.2 |
77.0 |
7.2% |
13.0 |
1.2% |
89% |
False |
False |
76,245 |
40 |
1,080.2 |
1,003.2 |
77.0 |
7.2% |
8.8 |
0.8% |
89% |
False |
False |
38,124 |
60 |
1,080.2 |
1,003.2 |
77.0 |
7.2% |
6.0 |
0.6% |
89% |
False |
False |
25,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,143.5 |
2.618 |
1,116.8 |
1.618 |
1,100.5 |
1.000 |
1,090.3 |
0.618 |
1,084.0 |
HIGH |
1,074.0 |
0.618 |
1,067.8 |
0.500 |
1,065.8 |
0.382 |
1,063.8 |
LOW |
1,057.5 |
0.618 |
1,047.3 |
1.000 |
1,041.0 |
1.618 |
1,031.0 |
2.618 |
1,014.5 |
4.250 |
987.8 |
|
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