| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,741.58 |
2,678.89 |
-62.69 |
-2.3% |
2,729.20 |
| High |
2,741.58 |
2,699.08 |
-42.50 |
-1.6% |
2,784.81 |
| Low |
2,675.57 |
2,671.50 |
-4.07 |
-0.2% |
2,675.57 |
| Close |
2,678.32 |
2,694.56 |
16.24 |
0.6% |
2,678.32 |
| Range |
66.01 |
27.58 |
-38.43 |
-58.2% |
109.24 |
| ATR |
34.40 |
33.91 |
-0.49 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.12 |
2,760.42 |
2,709.73 |
|
| R3 |
2,743.54 |
2,732.84 |
2,702.14 |
|
| R2 |
2,715.96 |
2,715.96 |
2,699.62 |
|
| R1 |
2,705.26 |
2,705.26 |
2,697.09 |
2,710.61 |
| PP |
2,688.38 |
2,688.38 |
2,688.38 |
2,691.06 |
| S1 |
2,677.68 |
2,677.68 |
2,692.03 |
2,683.03 |
| S2 |
2,660.80 |
2,660.80 |
2,689.50 |
|
| S3 |
2,633.22 |
2,650.10 |
2,686.98 |
|
| S4 |
2,605.64 |
2,622.52 |
2,679.39 |
|
|
| 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 |
2,671.50 |
113.31 |
4.2% |
39.38 |
1.5% |
20% |
False |
True |
|
| 10 |
2,784.81 |
2,671.50 |
113.31 |
4.2% |
34.88 |
1.3% |
20% |
False |
True |
|
| 20 |
2,858.68 |
2,671.50 |
187.18 |
6.9% |
34.33 |
1.3% |
12% |
False |
True |
|
| 40 |
2,878.38 |
2,671.50 |
206.88 |
7.7% |
29.19 |
1.1% |
11% |
False |
True |
|
| 60 |
2,878.38 |
2,606.87 |
271.51 |
10.1% |
27.83 |
1.0% |
32% |
False |
False |
|
| 80 |
2,878.38 |
2,522.89 |
355.49 |
13.2% |
30.20 |
1.1% |
48% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
16.1% |
31.81 |
1.2% |
58% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.1% |
33.15 |
1.2% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.30 |
|
2.618 |
2,771.28 |
|
1.618 |
2,743.70 |
|
1.000 |
2,726.66 |
|
0.618 |
2,716.12 |
|
HIGH |
2,699.08 |
|
0.618 |
2,688.54 |
|
0.500 |
2,685.29 |
|
0.382 |
2,682.04 |
|
LOW |
2,671.50 |
|
0.618 |
2,654.46 |
|
1.000 |
2,643.92 |
|
1.618 |
2,626.88 |
|
2.618 |
2,599.30 |
|
4.250 |
2,554.29 |
|
|