| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,777.0 |
1,782.5 |
5.5 |
0.3% |
1,778.6 |
| High |
1,795.1 |
1,789.0 |
-6.1 |
-0.3% |
1,788.7 |
| Low |
1,770.2 |
1,779.7 |
9.5 |
0.5% |
1,745.4 |
| Close |
1,787.4 |
1,779.7 |
-7.7 |
-0.4% |
1,778.0 |
| Range |
24.9 |
9.3 |
-15.6 |
-62.7% |
43.3 |
| ATR |
18.4 |
17.7 |
-0.6 |
-3.5% |
0.0 |
| Volume |
851 |
1,231 |
380 |
44.7% |
7,130 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,810.7 |
1,804.5 |
1,784.8 |
|
| R3 |
1,801.4 |
1,795.2 |
1,782.3 |
|
| R2 |
1,792.1 |
1,792.1 |
1,781.4 |
|
| R1 |
1,785.9 |
1,785.9 |
1,780.6 |
1,784.4 |
| PP |
1,782.8 |
1,782.8 |
1,782.8 |
1,782.0 |
| S1 |
1,776.6 |
1,776.6 |
1,778.8 |
1,775.1 |
| S2 |
1,773.5 |
1,773.5 |
1,778.0 |
|
| S3 |
1,764.2 |
1,767.3 |
1,777.1 |
|
| S4 |
1,754.9 |
1,758.0 |
1,774.6 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,900.6 |
1,882.6 |
1,801.8 |
|
| R3 |
1,857.3 |
1,839.3 |
1,789.9 |
|
| R2 |
1,814.0 |
1,814.0 |
1,785.9 |
|
| R1 |
1,796.0 |
1,796.0 |
1,782.0 |
1,783.4 |
| PP |
1,770.7 |
1,770.7 |
1,770.7 |
1,764.4 |
| S1 |
1,752.7 |
1,752.7 |
1,774.0 |
1,740.1 |
| S2 |
1,727.4 |
1,727.4 |
1,770.1 |
|
| S3 |
1,684.1 |
1,709.4 |
1,766.1 |
|
| S4 |
1,640.8 |
1,666.1 |
1,754.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,795.1 |
1,745.4 |
49.7 |
2.8% |
20.2 |
1.1% |
69% |
False |
False |
1,105 |
| 10 |
1,795.1 |
1,745.4 |
49.7 |
2.8% |
16.9 |
0.9% |
69% |
False |
False |
1,145 |
| 20 |
1,795.1 |
1,697.1 |
98.0 |
5.5% |
18.0 |
1.0% |
84% |
False |
False |
1,123 |
| 40 |
1,795.1 |
1,598.8 |
196.3 |
11.0% |
15.8 |
0.9% |
92% |
False |
False |
753 |
| 60 |
1,795.1 |
1,567.0 |
228.1 |
12.8% |
13.1 |
0.7% |
93% |
False |
False |
680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,828.5 |
|
2.618 |
1,813.3 |
|
1.618 |
1,804.0 |
|
1.000 |
1,798.3 |
|
0.618 |
1,794.7 |
|
HIGH |
1,789.0 |
|
0.618 |
1,785.4 |
|
0.500 |
1,784.4 |
|
0.382 |
1,783.3 |
|
LOW |
1,779.7 |
|
0.618 |
1,774.0 |
|
1.000 |
1,770.4 |
|
1.618 |
1,764.7 |
|
2.618 |
1,755.4 |
|
4.250 |
1,740.2 |
|
|