| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,836.35 |
2,851.65 |
15.30 |
0.5% |
2,857.52 |
| High |
2,849.61 |
2,858.68 |
9.07 |
0.3% |
2,878.38 |
| Low |
2,832.53 |
2,804.13 |
-28.40 |
-1.0% |
2,842.59 |
| Close |
2,843.98 |
2,804.53 |
-39.45 |
-1.4% |
2,861.64 |
| Range |
17.08 |
54.55 |
37.47 |
219.4% |
35.79 |
| ATR |
27.00 |
28.97 |
1.97 |
7.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.10 |
2,949.86 |
2,834.53 |
|
| R3 |
2,931.55 |
2,895.31 |
2,819.53 |
|
| R2 |
2,877.00 |
2,877.00 |
2,814.53 |
|
| R1 |
2,840.76 |
2,840.76 |
2,809.53 |
2,831.61 |
| PP |
2,822.45 |
2,822.45 |
2,822.45 |
2,817.87 |
| S1 |
2,786.21 |
2,786.21 |
2,799.53 |
2,777.06 |
| S2 |
2,767.90 |
2,767.90 |
2,794.53 |
|
| S3 |
2,713.35 |
2,731.66 |
2,789.53 |
|
| S4 |
2,658.80 |
2,677.11 |
2,774.53 |
|
|
| 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 |
2,804.13 |
74.25 |
2.6% |
26.46 |
0.9% |
1% |
False |
True |
|
| 10 |
2,878.38 |
2,775.40 |
102.98 |
3.7% |
25.31 |
0.9% |
28% |
False |
False |
|
| 20 |
2,878.38 |
2,744.29 |
134.09 |
4.8% |
25.93 |
0.9% |
45% |
False |
False |
|
| 40 |
2,878.38 |
2,606.87 |
271.51 |
9.7% |
25.24 |
0.9% |
73% |
False |
False |
|
| 60 |
2,878.38 |
2,522.89 |
355.49 |
12.7% |
28.92 |
1.0% |
79% |
False |
False |
|
| 80 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
31.21 |
1.1% |
83% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
33.07 |
1.2% |
83% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
33.35 |
1.2% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,090.52 |
|
2.618 |
3,001.49 |
|
1.618 |
2,946.94 |
|
1.000 |
2,913.23 |
|
0.618 |
2,892.39 |
|
HIGH |
2,858.68 |
|
0.618 |
2,837.84 |
|
0.500 |
2,831.41 |
|
0.382 |
2,824.97 |
|
LOW |
2,804.13 |
|
0.618 |
2,770.42 |
|
1.000 |
2,749.58 |
|
1.618 |
2,715.87 |
|
2.618 |
2,661.32 |
|
4.250 |
2,572.29 |
|
|