| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,770.05 |
2,741.58 |
-28.47 |
-1.0% |
2,729.20 |
| High |
2,775.83 |
2,741.58 |
-34.25 |
-1.2% |
2,784.81 |
| Low |
2,734.60 |
2,675.57 |
-59.03 |
-2.2% |
2,675.57 |
| Close |
2,744.17 |
2,678.32 |
-65.85 |
-2.4% |
2,678.32 |
| Range |
41.23 |
66.01 |
24.78 |
60.1% |
109.24 |
| ATR |
31.77 |
34.40 |
2.63 |
8.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.52 |
2,853.43 |
2,714.63 |
|
| R3 |
2,830.51 |
2,787.42 |
2,696.47 |
|
| R2 |
2,764.50 |
2,764.50 |
2,690.42 |
|
| R1 |
2,721.41 |
2,721.41 |
2,684.37 |
2,709.95 |
| PP |
2,698.49 |
2,698.49 |
2,698.49 |
2,692.76 |
| S1 |
2,655.40 |
2,655.40 |
2,672.27 |
2,643.94 |
| S2 |
2,632.48 |
2,632.48 |
2,666.22 |
|
| S3 |
2,566.47 |
2,589.39 |
2,660.17 |
|
| S4 |
2,500.46 |
2,523.38 |
2,642.01 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,040.62 |
2,968.71 |
2,738.40 |
|
| R3 |
2,931.38 |
2,859.47 |
2,708.36 |
|
| R2 |
2,822.14 |
2,822.14 |
2,698.35 |
|
| R1 |
2,750.23 |
2,750.23 |
2,688.33 |
2,731.57 |
| PP |
2,712.90 |
2,712.90 |
2,712.90 |
2,703.57 |
| S1 |
2,640.99 |
2,640.99 |
2,668.31 |
2,622.33 |
| S2 |
2,603.66 |
2,603.66 |
2,658.29 |
|
| S3 |
2,494.42 |
2,531.75 |
2,648.28 |
|
| S4 |
2,385.18 |
2,422.51 |
2,618.24 |
|
|
| 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 |
2,675.57 |
109.24 |
4.1% |
39.76 |
1.5% |
3% |
False |
True |
|
| 10 |
2,801.85 |
2,675.57 |
126.28 |
4.7% |
34.17 |
1.3% |
2% |
False |
True |
|
| 20 |
2,858.68 |
2,675.57 |
183.11 |
6.8% |
33.81 |
1.3% |
2% |
False |
True |
|
| 40 |
2,878.38 |
2,675.57 |
202.81 |
7.6% |
29.37 |
1.1% |
1% |
False |
True |
|
| 60 |
2,878.38 |
2,594.84 |
283.54 |
10.6% |
28.29 |
1.1% |
29% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.7% |
30.55 |
1.1% |
46% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
16.2% |
31.86 |
1.2% |
54% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.2% |
33.16 |
1.2% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,022.12 |
|
2.618 |
2,914.39 |
|
1.618 |
2,848.38 |
|
1.000 |
2,807.59 |
|
0.618 |
2,782.37 |
|
HIGH |
2,741.58 |
|
0.618 |
2,716.36 |
|
0.500 |
2,708.58 |
|
0.382 |
2,700.79 |
|
LOW |
2,675.57 |
|
0.618 |
2,634.78 |
|
1.000 |
2,609.56 |
|
1.618 |
2,568.77 |
|
2.618 |
2,502.76 |
|
4.250 |
2,395.03 |
|
|