Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,225.00 |
3,200.00 |
-25.00 |
-0.8% |
3,209.25 |
High |
3,225.00 |
3,214.00 |
-11.00 |
-0.3% |
3,229.75 |
Low |
3,200.00 |
3,180.50 |
-19.50 |
-0.6% |
3,188.75 |
Close |
3,215.75 |
3,202.00 |
-13.75 |
-0.4% |
3,215.75 |
Range |
25.00 |
33.50 |
8.50 |
34.0% |
41.00 |
ATR |
20.27 |
21.34 |
1.07 |
5.3% |
0.00 |
Volume |
894 |
329 |
-565 |
-63.2% |
1,777 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,299.25 |
3,284.25 |
3,220.50 |
|
R3 |
3,265.75 |
3,250.75 |
3,211.25 |
|
R2 |
3,232.25 |
3,232.25 |
3,208.25 |
|
R1 |
3,217.25 |
3,217.25 |
3,205.00 |
3,224.75 |
PP |
3,198.75 |
3,198.75 |
3,198.75 |
3,202.50 |
S1 |
3,183.75 |
3,183.75 |
3,199.00 |
3,191.25 |
S2 |
3,165.25 |
3,165.25 |
3,195.75 |
|
S3 |
3,131.75 |
3,150.25 |
3,192.75 |
|
S4 |
3,098.25 |
3,116.75 |
3,183.50 |
|
|
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 |
3,227.00 |
3,180.50 |
46.50 |
1.5% |
20.50 |
0.6% |
46% |
False |
True |
410 |
10 |
3,229.75 |
3,176.00 |
53.75 |
1.7% |
16.50 |
0.5% |
48% |
False |
False |
212 |
20 |
3,229.75 |
3,073.25 |
156.50 |
4.9% |
9.75 |
0.3% |
82% |
False |
False |
108 |
40 |
3,229.75 |
3,045.00 |
184.75 |
5.8% |
6.25 |
0.2% |
85% |
False |
False |
54 |
60 |
3,229.75 |
2,946.50 |
283.25 |
8.8% |
5.50 |
0.2% |
90% |
False |
False |
37 |
80 |
3,229.75 |
2,831.25 |
398.50 |
12.4% |
5.00 |
0.2% |
93% |
False |
False |
29 |
100 |
3,229.75 |
2,831.25 |
398.50 |
12.4% |
4.50 |
0.1% |
93% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,356.50 |
2.618 |
3,301.75 |
1.618 |
3,268.25 |
1.000 |
3,247.50 |
0.618 |
3,234.75 |
HIGH |
3,214.00 |
0.618 |
3,201.25 |
0.500 |
3,197.25 |
0.382 |
3,193.25 |
LOW |
3,180.50 |
0.618 |
3,159.75 |
1.000 |
3,147.00 |
1.618 |
3,126.25 |
2.618 |
3,092.75 |
4.250 |
3,038.00 |
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