| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,432.0 |
2,467.0 |
35.0 |
1.4% |
2,540.0 |
| High |
2,488.0 |
2,507.0 |
19.0 |
0.8% |
2,556.0 |
| Low |
2,432.0 |
2,463.0 |
31.0 |
1.3% |
2,440.0 |
| Close |
2,486.0 |
2,480.0 |
-6.0 |
-0.2% |
2,447.0 |
| Range |
56.0 |
44.0 |
-12.0 |
-21.4% |
116.0 |
| ATR |
41.5 |
41.7 |
0.2 |
0.4% |
0.0 |
| Volume |
88 |
98 |
10 |
11.4% |
50,871 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,615.3 |
2,591.7 |
2,504.2 |
|
| R3 |
2,571.3 |
2,547.7 |
2,492.1 |
|
| R2 |
2,527.3 |
2,527.3 |
2,488.1 |
|
| R1 |
2,503.7 |
2,503.7 |
2,484.0 |
2,515.5 |
| PP |
2,483.3 |
2,483.3 |
2,483.3 |
2,489.3 |
| S1 |
2,459.7 |
2,459.7 |
2,476.0 |
2,471.5 |
| S2 |
2,439.3 |
2,439.3 |
2,471.9 |
|
| S3 |
2,395.3 |
2,415.7 |
2,467.9 |
|
| S4 |
2,351.3 |
2,371.7 |
2,455.8 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.0 |
2,754.0 |
2,510.8 |
|
| R3 |
2,713.0 |
2,638.0 |
2,478.9 |
|
| R2 |
2,597.0 |
2,597.0 |
2,468.3 |
|
| R1 |
2,522.0 |
2,522.0 |
2,457.6 |
2,501.5 |
| PP |
2,481.0 |
2,481.0 |
2,481.0 |
2,470.8 |
| S1 |
2,406.0 |
2,406.0 |
2,436.4 |
2,385.5 |
| S2 |
2,365.0 |
2,365.0 |
2,425.7 |
|
| S3 |
2,249.0 |
2,290.0 |
2,415.1 |
|
| S4 |
2,133.0 |
2,174.0 |
2,383.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,531.0 |
2,432.0 |
99.0 |
4.0% |
50.2 |
2.0% |
48% |
False |
False |
127 |
| 10 |
2,560.0 |
2,432.0 |
128.0 |
5.2% |
37.1 |
1.5% |
38% |
False |
False |
9,425 |
| 20 |
2,586.0 |
2,399.0 |
187.0 |
7.5% |
38.5 |
1.6% |
43% |
False |
False |
8,892 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
31.1 |
1.3% |
49% |
False |
False |
4,516 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.9% |
33.3 |
1.3% |
77% |
False |
False |
3,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,694.0 |
|
2.618 |
2,622.2 |
|
1.618 |
2,578.2 |
|
1.000 |
2,551.0 |
|
0.618 |
2,534.2 |
|
HIGH |
2,507.0 |
|
0.618 |
2,490.2 |
|
0.500 |
2,485.0 |
|
0.382 |
2,479.8 |
|
LOW |
2,463.0 |
|
0.618 |
2,435.8 |
|
1.000 |
2,419.0 |
|
1.618 |
2,391.8 |
|
2.618 |
2,347.8 |
|
4.250 |
2,276.0 |
|
|