Day Change Summary |
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Previous |
Current |
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25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,409.74 |
1,412.97 |
3.23 |
0.2% |
1,433.21 |
High |
1,421.12 |
1,417.09 |
-4.03 |
-0.3% |
1,435.46 |
Low |
1,405.14 |
1,403.28 |
-1.86 |
-0.1% |
1,403.28 |
Close |
1,412.97 |
1,411.94 |
-1.03 |
-0.1% |
1,411.94 |
Range |
15.98 |
13.81 |
-2.17 |
-13.6% |
32.18 |
ATR |
14.36 |
14.32 |
-0.04 |
-0.3% |
0.00 |
Volume |
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Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.20 |
1,445.88 |
1,419.54 |
|
R3 |
1,438.39 |
1,432.07 |
1,415.74 |
|
R2 |
1,424.58 |
1,424.58 |
1,414.47 |
|
R1 |
1,418.26 |
1,418.26 |
1,413.21 |
1,414.52 |
PP |
1,410.77 |
1,410.77 |
1,410.77 |
1,408.90 |
S1 |
1,404.45 |
1,404.45 |
1,410.67 |
1,400.71 |
S2 |
1,396.96 |
1,396.96 |
1,409.41 |
|
S3 |
1,383.15 |
1,390.64 |
1,408.14 |
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S4 |
1,369.34 |
1,376.83 |
1,404.34 |
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Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.43 |
1,494.87 |
1,429.64 |
|
R3 |
1,481.25 |
1,462.69 |
1,420.79 |
|
R2 |
1,449.07 |
1,449.07 |
1,417.84 |
|
R1 |
1,430.51 |
1,430.51 |
1,414.89 |
1,423.70 |
PP |
1,416.89 |
1,416.89 |
1,416.89 |
1,413.49 |
S1 |
1,398.33 |
1,398.33 |
1,408.99 |
1,391.52 |
S2 |
1,384.71 |
1,384.71 |
1,406.04 |
|
S3 |
1,352.53 |
1,366.15 |
1,403.09 |
|
S4 |
1,320.35 |
1,333.97 |
1,394.24 |
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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 |
1,435.46 |
1,403.28 |
32.18 |
2.3% |
16.46 |
1.2% |
27% |
False |
True |
|
10 |
1,464.02 |
1,403.28 |
60.74 |
4.3% |
15.93 |
1.1% |
14% |
False |
True |
|
20 |
1,470.96 |
1,403.28 |
67.68 |
4.8% |
14.25 |
1.0% |
13% |
False |
True |
|
40 |
1,474.51 |
1,396.56 |
77.95 |
5.5% |
13.27 |
0.9% |
20% |
False |
False |
|
60 |
1,474.51 |
1,365.45 |
109.06 |
7.7% |
12.38 |
0.9% |
43% |
False |
False |
|
80 |
1,474.51 |
1,325.41 |
149.10 |
10.6% |
13.48 |
1.0% |
58% |
False |
False |
|
100 |
1,474.51 |
1,306.92 |
167.59 |
11.9% |
14.36 |
1.0% |
63% |
False |
False |
|
120 |
1,474.51 |
1,266.74 |
207.77 |
14.7% |
15.09 |
1.1% |
70% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,475.78 |
2.618 |
1,453.24 |
1.618 |
1,439.43 |
1.000 |
1,430.90 |
0.618 |
1,425.62 |
HIGH |
1,417.09 |
0.618 |
1,411.81 |
0.500 |
1,410.19 |
0.382 |
1,408.56 |
LOW |
1,403.28 |
0.618 |
1,394.75 |
1.000 |
1,389.47 |
1.618 |
1,380.94 |
2.618 |
1,367.13 |
4.250 |
1,344.59 |
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