| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,729.20 |
2,746.14 |
16.94 |
0.6% |
2,797.33 |
| High |
2,742.70 |
2,781.01 |
38.31 |
1.4% |
2,801.85 |
| Low |
2,713.22 |
2,743.45 |
30.23 |
1.1% |
2,714.17 |
| Close |
2,739.87 |
2,778.38 |
38.51 |
1.4% |
2,720.14 |
| Range |
29.48 |
37.56 |
8.08 |
27.4% |
87.68 |
| ATR |
30.81 |
31.55 |
0.74 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.29 |
2,866.90 |
2,799.04 |
|
| R3 |
2,842.73 |
2,829.34 |
2,788.71 |
|
| R2 |
2,805.17 |
2,805.17 |
2,785.27 |
|
| R1 |
2,791.78 |
2,791.78 |
2,781.82 |
2,798.48 |
| PP |
2,767.61 |
2,767.61 |
2,767.61 |
2,770.96 |
| S1 |
2,754.22 |
2,754.22 |
2,774.94 |
2,760.92 |
| S2 |
2,730.05 |
2,730.05 |
2,771.49 |
|
| S3 |
2,692.49 |
2,716.66 |
2,768.05 |
|
| S4 |
2,654.93 |
2,679.10 |
2,757.72 |
|
|
| 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 |
2,781.01 |
2,713.22 |
67.79 |
2.4% |
28.93 |
1.0% |
96% |
True |
False |
|
| 10 |
2,845.97 |
2,713.22 |
132.75 |
4.8% |
29.56 |
1.1% |
49% |
False |
False |
|
| 20 |
2,878.38 |
2,713.22 |
165.16 |
5.9% |
30.26 |
1.1% |
39% |
False |
False |
|
| 40 |
2,878.38 |
2,713.22 |
165.16 |
5.9% |
28.50 |
1.0% |
39% |
False |
False |
|
| 60 |
2,878.38 |
2,535.04 |
343.34 |
12.4% |
27.87 |
1.0% |
71% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.2% |
29.90 |
1.1% |
73% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.6% |
31.29 |
1.1% |
77% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.6% |
32.77 |
1.2% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,940.64 |
|
2.618 |
2,879.34 |
|
1.618 |
2,841.78 |
|
1.000 |
2,818.57 |
|
0.618 |
2,804.22 |
|
HIGH |
2,781.01 |
|
0.618 |
2,766.66 |
|
0.500 |
2,762.23 |
|
0.382 |
2,757.80 |
|
LOW |
2,743.45 |
|
0.618 |
2,720.24 |
|
1.000 |
2,705.89 |
|
1.618 |
2,682.68 |
|
2.618 |
2,645.12 |
|
4.250 |
2,583.82 |
|
|