| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,810.16 |
2,824.89 |
14.73 |
0.5% |
2,836.35 |
| High |
2,822.56 |
2,835.33 |
12.77 |
0.5% |
2,858.68 |
| Low |
2,797.28 |
2,814.45 |
17.17 |
0.6% |
2,768.58 |
| Close |
2,818.84 |
2,828.60 |
9.76 |
0.3% |
2,799.19 |
| Range |
25.28 |
20.88 |
-4.40 |
-17.4% |
90.10 |
| ATR |
30.90 |
30.19 |
-0.72 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.77 |
2,879.56 |
2,840.08 |
|
| R3 |
2,867.89 |
2,858.68 |
2,834.34 |
|
| R2 |
2,847.01 |
2,847.01 |
2,832.43 |
|
| R1 |
2,837.80 |
2,837.80 |
2,830.51 |
2,842.41 |
| PP |
2,826.13 |
2,826.13 |
2,826.13 |
2,828.43 |
| S1 |
2,816.92 |
2,816.92 |
2,826.69 |
2,821.53 |
| S2 |
2,805.25 |
2,805.25 |
2,824.77 |
|
| S3 |
2,784.37 |
2,796.04 |
2,822.86 |
|
| S4 |
2,763.49 |
2,775.16 |
2,817.12 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.12 |
3,029.25 |
2,848.75 |
|
| R3 |
2,989.02 |
2,939.15 |
2,823.97 |
|
| R2 |
2,898.92 |
2,898.92 |
2,815.71 |
|
| R1 |
2,849.05 |
2,849.05 |
2,807.45 |
2,828.94 |
| PP |
2,808.82 |
2,808.82 |
2,808.82 |
2,798.76 |
| S1 |
2,758.95 |
2,758.95 |
2,790.93 |
2,738.84 |
| S2 |
2,718.72 |
2,718.72 |
2,782.67 |
|
| S3 |
2,628.62 |
2,668.85 |
2,774.41 |
|
| S4 |
2,538.52 |
2,578.75 |
2,749.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,835.33 |
2,779.01 |
56.32 |
2.0% |
29.45 |
1.0% |
88% |
True |
False |
|
| 10 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
31.38 |
1.1% |
55% |
False |
False |
|
| 20 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
27.22 |
1.0% |
55% |
False |
False |
|
| 40 |
2,878.38 |
2,704.91 |
173.47 |
6.1% |
26.08 |
0.9% |
71% |
False |
False |
|
| 60 |
2,878.38 |
2,522.89 |
355.49 |
12.6% |
28.77 |
1.0% |
86% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.0% |
30.46 |
1.1% |
86% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.4% |
32.69 |
1.2% |
89% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.4% |
33.06 |
1.2% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.07 |
|
2.618 |
2,889.99 |
|
1.618 |
2,869.11 |
|
1.000 |
2,856.21 |
|
0.618 |
2,848.23 |
|
HIGH |
2,835.33 |
|
0.618 |
2,827.35 |
|
0.500 |
2,824.89 |
|
0.382 |
2,822.43 |
|
LOW |
2,814.45 |
|
0.618 |
2,801.55 |
|
1.000 |
2,793.57 |
|
1.618 |
2,780.67 |
|
2.618 |
2,759.79 |
|
4.250 |
2,725.71 |
|
|