| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,719.69 |
2,729.20 |
9.51 |
0.3% |
2,797.33 |
| High |
2,734.40 |
2,742.70 |
8.30 |
0.3% |
2,801.85 |
| Low |
2,714.17 |
2,713.22 |
-0.95 |
0.0% |
2,714.17 |
| Close |
2,720.14 |
2,739.87 |
19.73 |
0.7% |
2,720.14 |
| Range |
20.23 |
29.48 |
9.25 |
45.7% |
87.68 |
| ATR |
30.91 |
30.81 |
-0.10 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.37 |
2,809.60 |
2,756.08 |
|
| R3 |
2,790.89 |
2,780.12 |
2,747.98 |
|
| R2 |
2,761.41 |
2,761.41 |
2,745.27 |
|
| R1 |
2,750.64 |
2,750.64 |
2,742.57 |
2,756.03 |
| PP |
2,731.93 |
2,731.93 |
2,731.93 |
2,734.62 |
| S1 |
2,721.16 |
2,721.16 |
2,737.17 |
2,726.55 |
| S2 |
2,702.45 |
2,702.45 |
2,734.47 |
|
| S3 |
2,672.97 |
2,691.68 |
2,731.76 |
|
| S4 |
2,643.49 |
2,662.20 |
2,723.66 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.43 |
2,951.96 |
2,768.36 |
|
| R3 |
2,920.75 |
2,864.28 |
2,744.25 |
|
| R2 |
2,833.07 |
2,833.07 |
2,736.21 |
|
| R1 |
2,776.60 |
2,776.60 |
2,728.18 |
2,761.00 |
| PP |
2,745.39 |
2,745.39 |
2,745.39 |
2,737.58 |
| S1 |
2,688.92 |
2,688.92 |
2,712.10 |
2,673.32 |
| S2 |
2,657.71 |
2,657.71 |
2,704.07 |
|
| S3 |
2,570.03 |
2,601.24 |
2,696.03 |
|
| S4 |
2,482.35 |
2,513.56 |
2,671.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,781.81 |
2,713.22 |
68.59 |
2.5% |
30.38 |
1.1% |
39% |
False |
True |
|
| 10 |
2,845.97 |
2,713.22 |
132.75 |
4.8% |
29.13 |
1.1% |
20% |
False |
True |
|
| 20 |
2,878.38 |
2,713.22 |
165.16 |
6.0% |
28.90 |
1.1% |
16% |
False |
True |
|
| 40 |
2,878.38 |
2,713.22 |
165.16 |
6.0% |
27.98 |
1.0% |
16% |
False |
True |
|
| 60 |
2,878.38 |
2,535.04 |
343.34 |
12.5% |
28.02 |
1.0% |
60% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.4% |
29.78 |
1.1% |
62% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.9% |
31.34 |
1.1% |
68% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.9% |
32.68 |
1.2% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.99 |
|
2.618 |
2,819.88 |
|
1.618 |
2,790.40 |
|
1.000 |
2,772.18 |
|
0.618 |
2,760.92 |
|
HIGH |
2,742.70 |
|
0.618 |
2,731.44 |
|
0.500 |
2,727.96 |
|
0.382 |
2,724.48 |
|
LOW |
2,713.22 |
|
0.618 |
2,695.00 |
|
1.000 |
2,683.74 |
|
1.618 |
2,665.52 |
|
2.618 |
2,636.04 |
|
4.250 |
2,587.93 |
|
|