Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,227.00 |
3,225.00 |
-2.00 |
-0.1% |
3,209.25 |
High |
3,227.00 |
3,225.00 |
-2.00 |
-0.1% |
3,229.75 |
Low |
3,206.75 |
3,200.00 |
-6.75 |
-0.2% |
3,188.75 |
Close |
3,219.00 |
3,215.75 |
-3.25 |
-0.1% |
3,215.75 |
Range |
20.25 |
25.00 |
4.75 |
23.5% |
41.00 |
ATR |
19.91 |
20.27 |
0.36 |
1.8% |
0.00 |
Volume |
354 |
894 |
540 |
152.5% |
1,777 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,288.50 |
3,277.25 |
3,229.50 |
|
R3 |
3,263.50 |
3,252.25 |
3,222.50 |
|
R2 |
3,238.50 |
3,238.50 |
3,220.25 |
|
R1 |
3,227.25 |
3,227.25 |
3,218.00 |
3,220.50 |
PP |
3,213.50 |
3,213.50 |
3,213.50 |
3,210.25 |
S1 |
3,202.25 |
3,202.25 |
3,213.50 |
3,195.50 |
S2 |
3,188.50 |
3,188.50 |
3,211.25 |
|
S3 |
3,163.50 |
3,177.25 |
3,209.00 |
|
S4 |
3,138.50 |
3,152.25 |
3,202.00 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,334.50 |
3,316.00 |
3,238.25 |
|
R3 |
3,293.50 |
3,275.00 |
3,227.00 |
|
R2 |
3,252.50 |
3,252.50 |
3,223.25 |
|
R1 |
3,234.00 |
3,234.00 |
3,219.50 |
3,243.25 |
PP |
3,211.50 |
3,211.50 |
3,211.50 |
3,216.00 |
S1 |
3,193.00 |
3,193.00 |
3,212.00 |
3,202.25 |
S2 |
3,170.50 |
3,170.50 |
3,208.25 |
|
S3 |
3,129.50 |
3,152.00 |
3,204.50 |
|
S4 |
3,088.50 |
3,111.00 |
3,193.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,229.75 |
3,188.75 |
41.00 |
1.3% |
20.75 |
0.6% |
66% |
False |
False |
355 |
10 |
3,229.75 |
3,154.00 |
75.75 |
2.4% |
13.75 |
0.4% |
82% |
False |
False |
179 |
20 |
3,229.75 |
3,060.25 |
169.50 |
5.3% |
8.00 |
0.3% |
92% |
False |
False |
91 |
40 |
3,229.75 |
3,045.00 |
184.75 |
5.7% |
5.25 |
0.2% |
92% |
False |
False |
46 |
60 |
3,229.75 |
2,944.25 |
285.50 |
8.9% |
5.00 |
0.2% |
95% |
False |
False |
32 |
80 |
3,229.75 |
2,831.25 |
398.50 |
12.4% |
4.50 |
0.1% |
96% |
False |
False |
25 |
100 |
3,229.75 |
2,831.25 |
398.50 |
12.4% |
4.00 |
0.1% |
96% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,331.25 |
2.618 |
3,290.50 |
1.618 |
3,265.50 |
1.000 |
3,250.00 |
0.618 |
3,240.50 |
HIGH |
3,225.00 |
0.618 |
3,215.50 |
0.500 |
3,212.50 |
0.382 |
3,209.50 |
LOW |
3,200.00 |
0.618 |
3,184.50 |
1.000 |
3,175.00 |
1.618 |
3,159.50 |
2.618 |
3,134.50 |
4.250 |
3,093.75 |
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