Day Change Summary |
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Previous |
Current |
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26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,694.05 |
1,695.52 |
1.47 |
0.1% |
1,711.44 |
High |
1,703.85 |
1,695.52 |
-8.33 |
-0.5% |
1,711.44 |
Low |
1,693.11 |
1,687.11 |
-6.00 |
-0.4% |
1,687.11 |
Close |
1,698.67 |
1,691.75 |
-6.92 |
-0.4% |
1,691.75 |
Range |
10.74 |
8.41 |
-2.33 |
-21.7% |
24.33 |
ATR |
13.80 |
13.64 |
-0.16 |
-1.2% |
0.00 |
Volume |
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Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.69 |
1,712.63 |
1,696.38 |
|
R3 |
1,708.28 |
1,704.22 |
1,694.06 |
|
R2 |
1,699.87 |
1,699.87 |
1,693.29 |
|
R1 |
1,695.81 |
1,695.81 |
1,692.52 |
1,693.64 |
PP |
1,691.46 |
1,691.46 |
1,691.46 |
1,690.37 |
S1 |
1,687.40 |
1,687.40 |
1,690.98 |
1,685.23 |
S2 |
1,683.05 |
1,683.05 |
1,690.21 |
|
S3 |
1,674.64 |
1,678.99 |
1,689.44 |
|
S4 |
1,666.23 |
1,670.58 |
1,687.12 |
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Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.76 |
1,755.08 |
1,705.13 |
|
R3 |
1,745.43 |
1,730.75 |
1,698.44 |
|
R2 |
1,721.10 |
1,721.10 |
1,696.21 |
|
R1 |
1,706.42 |
1,706.42 |
1,693.98 |
1,701.60 |
PP |
1,696.77 |
1,696.77 |
1,696.77 |
1,694.35 |
S1 |
1,682.09 |
1,682.09 |
1,689.52 |
1,677.27 |
S2 |
1,672.44 |
1,672.44 |
1,687.29 |
|
S3 |
1,648.11 |
1,657.76 |
1,685.06 |
|
S4 |
1,623.78 |
1,633.43 |
1,678.37 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,711.44 |
1,687.11 |
24.33 |
1.4% |
11.21 |
0.7% |
19% |
False |
True |
|
10 |
1,729.86 |
1,687.11 |
42.75 |
2.5% |
13.22 |
0.8% |
11% |
False |
True |
|
20 |
1,729.86 |
1,628.05 |
101.81 |
6.0% |
13.05 |
0.8% |
63% |
False |
False |
|
40 |
1,729.86 |
1,627.47 |
102.39 |
6.1% |
13.08 |
0.8% |
63% |
False |
False |
|
60 |
1,729.86 |
1,614.71 |
115.15 |
6.8% |
12.56 |
0.7% |
67% |
False |
False |
|
80 |
1,729.86 |
1,560.33 |
169.53 |
10.0% |
14.39 |
0.9% |
78% |
False |
False |
|
100 |
1,729.86 |
1,560.33 |
169.53 |
10.0% |
14.87 |
0.9% |
78% |
False |
False |
|
120 |
1,729.86 |
1,536.03 |
193.83 |
11.5% |
15.00 |
0.9% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,731.26 |
2.618 |
1,717.54 |
1.618 |
1,709.13 |
1.000 |
1,703.93 |
0.618 |
1,700.72 |
HIGH |
1,695.52 |
0.618 |
1,692.31 |
0.500 |
1,691.32 |
0.382 |
1,690.32 |
LOW |
1,687.11 |
0.618 |
1,681.91 |
1.000 |
1,678.70 |
1.618 |
1,673.50 |
2.618 |
1,665.09 |
4.250 |
1,651.37 |
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