| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,743.58 |
2,750.81 |
7.23 |
0.3% |
2,811.45 |
| High |
2,749.42 |
2,750.81 |
1.39 |
0.1% |
2,845.97 |
| Low |
2,724.38 |
2,718.49 |
-5.89 |
-0.2% |
2,779.01 |
| Close |
2,728.54 |
2,719.21 |
-9.33 |
-0.3% |
2,811.94 |
| Range |
25.04 |
32.32 |
7.28 |
29.1% |
66.96 |
| ATR |
31.69 |
31.73 |
0.05 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,826.46 |
2,805.16 |
2,736.99 |
|
| R3 |
2,794.14 |
2,772.84 |
2,728.10 |
|
| R2 |
2,761.82 |
2,761.82 |
2,725.14 |
|
| R1 |
2,740.52 |
2,740.52 |
2,722.17 |
2,735.01 |
| PP |
2,729.50 |
2,729.50 |
2,729.50 |
2,726.75 |
| S1 |
2,708.20 |
2,708.20 |
2,716.25 |
2,702.69 |
| S2 |
2,697.18 |
2,697.18 |
2,713.28 |
|
| S3 |
2,664.86 |
2,675.88 |
2,710.32 |
|
| S4 |
2,632.54 |
2,643.56 |
2,701.43 |
|
|
| 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 |
2,718.49 |
127.48 |
4.7% |
32.44 |
1.2% |
1% |
False |
True |
|
| 10 |
2,845.97 |
2,718.49 |
127.48 |
4.7% |
30.94 |
1.1% |
1% |
False |
True |
|
| 20 |
2,878.38 |
2,718.49 |
159.89 |
5.9% |
28.28 |
1.0% |
0% |
False |
True |
|
| 40 |
2,878.38 |
2,718.49 |
159.89 |
5.9% |
27.86 |
1.0% |
0% |
False |
True |
|
| 60 |
2,878.38 |
2,535.04 |
343.34 |
12.6% |
28.19 |
1.0% |
54% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.5% |
30.37 |
1.1% |
57% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
16.0% |
31.76 |
1.2% |
63% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.0% |
32.68 |
1.2% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.17 |
|
2.618 |
2,835.42 |
|
1.618 |
2,803.10 |
|
1.000 |
2,783.13 |
|
0.618 |
2,770.78 |
|
HIGH |
2,750.81 |
|
0.618 |
2,738.46 |
|
0.500 |
2,734.65 |
|
0.382 |
2,730.84 |
|
LOW |
2,718.49 |
|
0.618 |
2,698.52 |
|
1.000 |
2,686.17 |
|
1.618 |
2,666.20 |
|
2.618 |
2,633.88 |
|
4.250 |
2,581.13 |
|
|