| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,781.81 |
2,743.58 |
-38.23 |
-1.4% |
2,811.45 |
| High |
2,781.81 |
2,749.42 |
-32.39 |
-1.2% |
2,845.97 |
| Low |
2,736.98 |
2,724.38 |
-12.60 |
-0.5% |
2,779.01 |
| Close |
2,741.92 |
2,728.54 |
-13.38 |
-0.5% |
2,811.94 |
| Range |
44.83 |
25.04 |
-19.79 |
-44.1% |
66.96 |
| ATR |
32.20 |
31.69 |
-0.51 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.23 |
2,793.93 |
2,742.31 |
|
| R3 |
2,784.19 |
2,768.89 |
2,735.43 |
|
| R2 |
2,759.15 |
2,759.15 |
2,733.13 |
|
| R1 |
2,743.85 |
2,743.85 |
2,730.84 |
2,738.98 |
| PP |
2,734.11 |
2,734.11 |
2,734.11 |
2,731.68 |
| S1 |
2,718.81 |
2,718.81 |
2,726.24 |
2,713.94 |
| S2 |
2,709.07 |
2,709.07 |
2,723.95 |
|
| S3 |
2,684.03 |
2,693.77 |
2,721.65 |
|
| S4 |
2,658.99 |
2,668.73 |
2,714.77 |
|
|
| 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 |
2,724.38 |
121.59 |
4.5% |
30.15 |
1.1% |
3% |
False |
True |
|
| 10 |
2,845.97 |
2,724.38 |
121.59 |
4.5% |
31.95 |
1.2% |
3% |
False |
True |
|
| 20 |
2,878.38 |
2,724.38 |
154.00 |
5.6% |
29.13 |
1.1% |
3% |
False |
True |
|
| 40 |
2,878.38 |
2,724.38 |
154.00 |
5.6% |
27.42 |
1.0% |
3% |
False |
True |
|
| 60 |
2,878.38 |
2,535.04 |
343.34 |
12.6% |
28.45 |
1.0% |
56% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.5% |
30.29 |
1.1% |
59% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.9% |
32.13 |
1.2% |
66% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.9% |
32.64 |
1.2% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.84 |
|
2.618 |
2,814.97 |
|
1.618 |
2,789.93 |
|
1.000 |
2,774.46 |
|
0.618 |
2,764.89 |
|
HIGH |
2,749.42 |
|
0.618 |
2,739.85 |
|
0.500 |
2,736.90 |
|
0.382 |
2,733.95 |
|
LOW |
2,724.38 |
|
0.618 |
2,708.91 |
|
1.000 |
2,699.34 |
|
1.618 |
2,683.87 |
|
2.618 |
2,658.83 |
|
4.250 |
2,617.96 |
|
|