| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,874.53 |
2,836.35 |
-38.18 |
-1.3% |
2,857.52 |
| High |
2,878.38 |
2,849.61 |
-28.77 |
-1.0% |
2,878.38 |
| Low |
2,859.55 |
2,832.53 |
-27.02 |
-0.9% |
2,842.59 |
| Close |
2,861.64 |
2,843.98 |
-17.66 |
-0.6% |
2,861.64 |
| Range |
18.83 |
17.08 |
-1.75 |
-9.3% |
35.79 |
| ATR |
26.84 |
27.00 |
0.16 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.28 |
2,885.71 |
2,853.37 |
|
| R3 |
2,876.20 |
2,868.63 |
2,848.68 |
|
| R2 |
2,859.12 |
2,859.12 |
2,847.11 |
|
| R1 |
2,851.55 |
2,851.55 |
2,845.55 |
2,855.34 |
| PP |
2,842.04 |
2,842.04 |
2,842.04 |
2,843.93 |
| S1 |
2,834.47 |
2,834.47 |
2,842.41 |
2,838.26 |
| S2 |
2,824.96 |
2,824.96 |
2,840.85 |
|
| S3 |
2,807.88 |
2,817.39 |
2,839.28 |
|
| S4 |
2,790.80 |
2,800.31 |
2,834.59 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,968.24 |
2,950.73 |
2,881.32 |
|
| R3 |
2,932.45 |
2,914.94 |
2,871.48 |
|
| R2 |
2,896.66 |
2,896.66 |
2,868.20 |
|
| R1 |
2,879.15 |
2,879.15 |
2,864.92 |
2,887.91 |
| PP |
2,860.87 |
2,860.87 |
2,860.87 |
2,865.25 |
| S1 |
2,843.36 |
2,843.36 |
2,858.36 |
2,852.12 |
| S2 |
2,825.08 |
2,825.08 |
2,855.08 |
|
| S3 |
2,789.29 |
2,807.57 |
2,851.80 |
|
| S4 |
2,753.50 |
2,771.78 |
2,841.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,878.38 |
2,832.53 |
45.85 |
1.6% |
17.64 |
0.6% |
25% |
False |
True |
|
| 10 |
2,878.38 |
2,775.40 |
102.98 |
3.6% |
21.81 |
0.8% |
67% |
False |
False |
|
| 20 |
2,878.38 |
2,744.29 |
134.09 |
4.7% |
24.05 |
0.8% |
74% |
False |
False |
|
| 40 |
2,878.38 |
2,606.87 |
271.51 |
9.5% |
24.58 |
0.9% |
87% |
False |
False |
|
| 60 |
2,878.38 |
2,522.89 |
355.49 |
12.5% |
28.82 |
1.0% |
90% |
False |
False |
|
| 80 |
2,878.38 |
2,443.92 |
434.46 |
15.3% |
31.18 |
1.1% |
92% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.3% |
32.91 |
1.2% |
92% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.3% |
33.17 |
1.2% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.20 |
|
2.618 |
2,894.33 |
|
1.618 |
2,877.25 |
|
1.000 |
2,866.69 |
|
0.618 |
2,860.17 |
|
HIGH |
2,849.61 |
|
0.618 |
2,843.09 |
|
0.500 |
2,841.07 |
|
0.382 |
2,839.05 |
|
LOW |
2,832.53 |
|
0.618 |
2,821.97 |
|
1.000 |
2,815.45 |
|
1.618 |
2,804.89 |
|
2.618 |
2,787.81 |
|
4.250 |
2,759.94 |
|
|