Day Change Summary |
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Previous |
Current |
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04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
2,824.89 |
2,840.19 |
15.30 |
0.5% |
2,811.45 |
High |
2,835.33 |
2,845.97 |
10.64 |
0.4% |
2,845.97 |
Low |
2,814.45 |
2,806.44 |
-8.01 |
-0.3% |
2,779.01 |
Close |
2,828.60 |
2,811.94 |
-16.66 |
-0.6% |
2,811.94 |
Range |
20.88 |
39.53 |
18.65 |
89.3% |
66.96 |
ATR |
30.19 |
30.85 |
0.67 |
2.2% |
0.00 |
Volume |
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Daily Pivots for day following 05-Oct-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,940.04 |
2,915.52 |
2,833.68 |
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R3 |
2,900.51 |
2,875.99 |
2,822.81 |
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R2 |
2,860.98 |
2,860.98 |
2,819.19 |
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R1 |
2,836.46 |
2,836.46 |
2,815.56 |
2,828.96 |
PP |
2,821.45 |
2,821.45 |
2,821.45 |
2,817.70 |
S1 |
2,796.93 |
2,796.93 |
2,808.32 |
2,789.43 |
S2 |
2,781.92 |
2,781.92 |
2,804.69 |
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S3 |
2,742.39 |
2,757.40 |
2,801.07 |
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S4 |
2,702.86 |
2,717.87 |
2,790.20 |
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Weekly Pivots for week ending 05-Oct-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,013.19 |
2,979.52 |
2,848.77 |
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R3 |
2,946.23 |
2,912.56 |
2,830.35 |
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R2 |
2,879.27 |
2,879.27 |
2,824.22 |
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R1 |
2,845.60 |
2,845.60 |
2,818.08 |
2,862.44 |
PP |
2,812.31 |
2,812.31 |
2,812.31 |
2,820.72 |
S1 |
2,778.64 |
2,778.64 |
2,805.80 |
2,795.48 |
S2 |
2,745.35 |
2,745.35 |
2,799.66 |
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S3 |
2,678.39 |
2,711.68 |
2,793.53 |
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S4 |
2,611.43 |
2,644.72 |
2,775.11 |
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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 |
2,845.97 |
2,779.01 |
66.96 |
2.4% |
32.39 |
1.2% |
49% |
True |
False |
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10 |
2,858.68 |
2,768.58 |
90.10 |
3.2% |
33.45 |
1.2% |
48% |
False |
False |
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20 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
28.58 |
1.0% |
39% |
False |
False |
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40 |
2,878.38 |
2,704.91 |
173.47 |
6.2% |
26.66 |
0.9% |
62% |
False |
False |
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60 |
2,878.38 |
2,535.04 |
343.34 |
12.2% |
28.78 |
1.0% |
81% |
False |
False |
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80 |
2,878.38 |
2,510.37 |
368.01 |
13.1% |
30.48 |
1.1% |
82% |
False |
False |
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100 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
32.68 |
1.2% |
85% |
False |
False |
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120 |
2,878.38 |
2,443.92 |
434.46 |
15.5% |
32.92 |
1.2% |
85% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
3,013.97 |
2.618 |
2,949.46 |
1.618 |
2,909.93 |
1.000 |
2,885.50 |
0.618 |
2,870.40 |
HIGH |
2,845.97 |
0.618 |
2,830.87 |
0.500 |
2,826.21 |
0.382 |
2,821.54 |
LOW |
2,806.44 |
0.618 |
2,782.01 |
1.000 |
2,766.91 |
1.618 |
2,742.48 |
2.618 |
2,702.95 |
4.250 |
2,638.44 |
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