| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,763.70 |
2,770.05 |
6.35 |
0.2% |
2,797.33 |
| High |
2,784.81 |
2,775.83 |
-8.98 |
-0.3% |
2,801.85 |
| Low |
2,760.30 |
2,734.60 |
-25.70 |
-0.9% |
2,714.17 |
| Close |
2,775.62 |
2,744.17 |
-31.45 |
-1.1% |
2,720.14 |
| Range |
24.51 |
41.23 |
16.72 |
68.2% |
87.68 |
| ATR |
31.04 |
31.77 |
0.73 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.22 |
2,850.93 |
2,766.85 |
|
| R3 |
2,833.99 |
2,809.70 |
2,755.51 |
|
| R2 |
2,792.76 |
2,792.76 |
2,751.73 |
|
| R1 |
2,768.47 |
2,768.47 |
2,747.95 |
2,760.00 |
| PP |
2,751.53 |
2,751.53 |
2,751.53 |
2,747.30 |
| S1 |
2,727.24 |
2,727.24 |
2,740.39 |
2,718.77 |
| S2 |
2,710.30 |
2,710.30 |
2,736.61 |
|
| S3 |
2,669.07 |
2,686.01 |
2,732.83 |
|
| S4 |
2,627.84 |
2,644.78 |
2,721.49 |
|
|
| 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% |
30.60 |
1.1% |
43% |
False |
False |
|
| 10 |
2,845.97 |
2,713.22 |
132.75 |
4.8% |
31.52 |
1.1% |
23% |
False |
False |
|
| 20 |
2,878.38 |
2,713.22 |
165.16 |
6.0% |
31.45 |
1.1% |
19% |
False |
False |
|
| 40 |
2,878.38 |
2,713.22 |
165.16 |
6.0% |
28.36 |
1.0% |
19% |
False |
False |
|
| 60 |
2,878.38 |
2,568.33 |
310.05 |
11.3% |
27.69 |
1.0% |
57% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.4% |
29.96 |
1.1% |
64% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.8% |
31.44 |
1.1% |
69% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.8% |
32.95 |
1.2% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.06 |
|
2.618 |
2,883.77 |
|
1.618 |
2,842.54 |
|
1.000 |
2,817.06 |
|
0.618 |
2,801.31 |
|
HIGH |
2,775.83 |
|
0.618 |
2,760.08 |
|
0.500 |
2,755.22 |
|
0.382 |
2,750.35 |
|
LOW |
2,734.60 |
|
0.618 |
2,709.12 |
|
1.000 |
2,693.37 |
|
1.618 |
2,667.89 |
|
2.618 |
2,626.66 |
|
4.250 |
2,559.37 |
|
|