| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,840.19 |
2,797.33 |
-42.86 |
-1.5% |
2,811.45 |
| High |
2,845.97 |
2,801.85 |
-44.12 |
-1.6% |
2,845.97 |
| Low |
2,806.44 |
2,781.38 |
-25.06 |
-0.9% |
2,779.01 |
| Close |
2,811.94 |
2,786.92 |
-25.02 |
-0.9% |
2,811.94 |
| Range |
39.53 |
20.47 |
-19.06 |
-48.2% |
66.96 |
| ATR |
30.85 |
30.83 |
-0.02 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.46 |
2,839.66 |
2,798.18 |
|
| R3 |
2,830.99 |
2,819.19 |
2,792.55 |
|
| R2 |
2,810.52 |
2,810.52 |
2,790.67 |
|
| R1 |
2,798.72 |
2,798.72 |
2,788.80 |
2,794.39 |
| PP |
2,790.05 |
2,790.05 |
2,790.05 |
2,787.88 |
| S1 |
2,778.25 |
2,778.25 |
2,785.04 |
2,773.92 |
| S2 |
2,769.58 |
2,769.58 |
2,783.17 |
|
| S3 |
2,749.11 |
2,757.78 |
2,781.29 |
|
| S4 |
2,728.64 |
2,737.31 |
2,775.66 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.19 |
2,979.52 |
2,848.77 |
|
| R3 |
2,946.23 |
2,912.56 |
2,830.35 |
|
| R2 |
2,879.27 |
2,879.27 |
2,824.22 |
|
| 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 |
|
| S3 |
2,678.39 |
2,711.68 |
2,793.53 |
|
| S4 |
2,611.43 |
2,644.72 |
2,775.11 |
|
|
| 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% |
27.87 |
1.0% |
12% |
False |
False |
|
| 10 |
2,858.68 |
2,768.58 |
90.10 |
3.2% |
33.79 |
1.2% |
20% |
False |
False |
|
| 20 |
2,878.38 |
2,768.58 |
109.80 |
3.9% |
27.80 |
1.0% |
17% |
False |
False |
|
| 40 |
2,878.38 |
2,708.38 |
170.00 |
6.1% |
26.72 |
1.0% |
46% |
False |
False |
|
| 60 |
2,878.38 |
2,535.04 |
343.34 |
12.3% |
28.39 |
1.0% |
73% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.2% |
30.35 |
1.1% |
75% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.6% |
32.50 |
1.2% |
79% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.6% |
32.89 |
1.2% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.85 |
|
2.618 |
2,855.44 |
|
1.618 |
2,834.97 |
|
1.000 |
2,822.32 |
|
0.618 |
2,814.50 |
|
HIGH |
2,801.85 |
|
0.618 |
2,794.03 |
|
0.500 |
2,791.62 |
|
0.382 |
2,789.20 |
|
LOW |
2,781.38 |
|
0.618 |
2,768.73 |
|
1.000 |
2,760.91 |
|
1.618 |
2,748.26 |
|
2.618 |
2,727.79 |
|
4.250 |
2,694.38 |
|
|