| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,746.14 |
2,763.70 |
17.56 |
0.6% |
2,797.33 |
| High |
2,781.01 |
2,784.81 |
3.80 |
0.1% |
2,801.85 |
| Low |
2,743.45 |
2,760.30 |
16.85 |
0.6% |
2,714.17 |
| Close |
2,778.38 |
2,775.62 |
-2.76 |
-0.1% |
2,720.14 |
| Range |
37.56 |
24.51 |
-13.05 |
-34.7% |
87.68 |
| ATR |
31.55 |
31.04 |
-0.50 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.11 |
2,835.87 |
2,789.10 |
|
| R3 |
2,822.60 |
2,811.36 |
2,782.36 |
|
| R2 |
2,798.09 |
2,798.09 |
2,780.11 |
|
| R1 |
2,786.85 |
2,786.85 |
2,777.87 |
2,792.47 |
| PP |
2,773.58 |
2,773.58 |
2,773.58 |
2,776.39 |
| S1 |
2,762.34 |
2,762.34 |
2,773.37 |
2,767.96 |
| S2 |
2,749.07 |
2,749.07 |
2,771.13 |
|
| S3 |
2,724.56 |
2,737.83 |
2,768.88 |
|
| S4 |
2,700.05 |
2,713.32 |
2,762.14 |
|
|
| 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 |
2,784.81 |
2,713.22 |
71.59 |
2.6% |
28.82 |
1.0% |
87% |
True |
False |
|
| 10 |
2,845.97 |
2,713.22 |
132.75 |
4.8% |
29.49 |
1.1% |
47% |
False |
False |
|
| 20 |
2,878.38 |
2,713.22 |
165.16 |
6.0% |
30.44 |
1.1% |
38% |
False |
False |
|
| 40 |
2,878.38 |
2,713.22 |
165.16 |
6.0% |
28.11 |
1.0% |
38% |
False |
False |
|
| 60 |
2,878.38 |
2,535.04 |
343.34 |
12.4% |
27.53 |
1.0% |
70% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.3% |
29.76 |
1.1% |
72% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.7% |
31.36 |
1.1% |
76% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.7% |
32.75 |
1.2% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.98 |
|
2.618 |
2,848.98 |
|
1.618 |
2,824.47 |
|
1.000 |
2,809.32 |
|
0.618 |
2,799.96 |
|
HIGH |
2,784.81 |
|
0.618 |
2,775.45 |
|
0.500 |
2,772.56 |
|
0.382 |
2,769.66 |
|
LOW |
2,760.30 |
|
0.618 |
2,745.15 |
|
1.000 |
2,735.79 |
|
1.618 |
2,720.64 |
|
2.618 |
2,696.13 |
|
4.250 |
2,656.13 |
|
|