Day Change Summary |
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Previous |
Current |
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11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,432.82 |
1,432.84 |
0.02 |
0.0% |
1,460.93 |
High |
1,443.90 |
1,438.43 |
-5.47 |
-0.4% |
1,460.93 |
Low |
1,432.82 |
1,425.53 |
-7.29 |
-0.5% |
1,425.53 |
Close |
1,432.84 |
1,428.59 |
-4.25 |
-0.3% |
1,428.59 |
Range |
11.08 |
12.90 |
1.82 |
16.4% |
35.40 |
ATR |
12.31 |
12.35 |
0.04 |
0.3% |
0.00 |
Volume |
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Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.55 |
1,461.97 |
1,435.69 |
|
R3 |
1,456.65 |
1,449.07 |
1,432.14 |
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R2 |
1,443.75 |
1,443.75 |
1,430.96 |
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R1 |
1,436.17 |
1,436.17 |
1,429.77 |
1,433.51 |
PP |
1,430.85 |
1,430.85 |
1,430.85 |
1,429.52 |
S1 |
1,423.27 |
1,423.27 |
1,427.41 |
1,420.61 |
S2 |
1,417.95 |
1,417.95 |
1,426.23 |
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S3 |
1,405.05 |
1,410.37 |
1,425.04 |
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S4 |
1,392.15 |
1,397.47 |
1,421.50 |
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Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.55 |
1,521.97 |
1,448.06 |
|
R3 |
1,509.15 |
1,486.57 |
1,438.33 |
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R2 |
1,473.75 |
1,473.75 |
1,435.08 |
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R1 |
1,451.17 |
1,451.17 |
1,431.84 |
1,444.76 |
PP |
1,438.35 |
1,438.35 |
1,438.35 |
1,435.15 |
S1 |
1,415.77 |
1,415.77 |
1,425.35 |
1,409.36 |
S2 |
1,402.95 |
1,402.95 |
1,422.10 |
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S3 |
1,367.55 |
1,380.37 |
1,418.86 |
|
S4 |
1,332.15 |
1,344.97 |
1,409.12 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,460.93 |
1,425.53 |
35.40 |
2.5% |
11.68 |
0.8% |
9% |
False |
True |
|
10 |
1,470.96 |
1,425.53 |
45.43 |
3.2% |
12.56 |
0.9% |
7% |
False |
True |
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20 |
1,470.96 |
1,425.53 |
45.43 |
3.2% |
11.74 |
0.8% |
7% |
False |
True |
|
40 |
1,474.51 |
1,396.56 |
77.95 |
5.5% |
11.77 |
0.8% |
41% |
False |
False |
|
60 |
1,474.51 |
1,329.24 |
145.27 |
10.2% |
12.70 |
0.9% |
68% |
False |
False |
|
80 |
1,474.51 |
1,309.27 |
165.24 |
11.6% |
13.77 |
1.0% |
72% |
False |
False |
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100 |
1,474.51 |
1,266.74 |
207.77 |
14.5% |
14.73 |
1.0% |
78% |
False |
False |
|
120 |
1,474.51 |
1,266.74 |
207.77 |
14.5% |
15.04 |
1.1% |
78% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,493.26 |
2.618 |
1,472.20 |
1.618 |
1,459.30 |
1.000 |
1,451.33 |
0.618 |
1,446.40 |
HIGH |
1,438.43 |
0.618 |
1,433.50 |
0.500 |
1,431.98 |
0.382 |
1,430.46 |
LOW |
1,425.53 |
0.618 |
1,417.56 |
1.000 |
1,412.63 |
1.618 |
1,404.66 |
2.618 |
1,391.76 |
4.250 |
1,370.71 |
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