| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,678.89 |
2,670.94 |
-7.95 |
-0.3% |
2,729.20 |
| High |
2,699.08 |
2,689.48 |
-9.60 |
-0.4% |
2,784.81 |
| Low |
2,671.50 |
2,658.77 |
-12.73 |
-0.5% |
2,675.57 |
| Close |
2,694.56 |
2,666.02 |
-28.54 |
-1.1% |
2,678.32 |
| Range |
27.58 |
30.71 |
3.13 |
11.3% |
109.24 |
| ATR |
33.91 |
34.05 |
0.13 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.55 |
2,745.50 |
2,682.91 |
|
| R3 |
2,732.84 |
2,714.79 |
2,674.47 |
|
| R2 |
2,702.13 |
2,702.13 |
2,671.65 |
|
| R1 |
2,684.08 |
2,684.08 |
2,668.84 |
2,677.75 |
| PP |
2,671.42 |
2,671.42 |
2,671.42 |
2,668.26 |
| S1 |
2,653.37 |
2,653.37 |
2,663.20 |
2,647.04 |
| S2 |
2,640.71 |
2,640.71 |
2,660.39 |
|
| S3 |
2,610.00 |
2,622.66 |
2,657.57 |
|
| S4 |
2,579.29 |
2,591.95 |
2,649.13 |
|
|
| 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 |
2,658.77 |
126.04 |
4.7% |
38.01 |
1.4% |
6% |
False |
True |
|
| 10 |
2,784.81 |
2,658.77 |
126.04 |
4.7% |
33.47 |
1.3% |
6% |
False |
True |
|
| 20 |
2,845.97 |
2,658.77 |
187.20 |
7.0% |
33.14 |
1.2% |
4% |
False |
True |
|
| 40 |
2,878.38 |
2,658.77 |
219.61 |
8.2% |
29.54 |
1.1% |
3% |
False |
True |
|
| 60 |
2,878.38 |
2,606.87 |
271.51 |
10.2% |
27.88 |
1.0% |
22% |
False |
False |
|
| 80 |
2,878.38 |
2,522.89 |
355.49 |
13.3% |
29.97 |
1.1% |
40% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
16.3% |
31.59 |
1.2% |
51% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.3% |
33.08 |
1.2% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.00 |
|
2.618 |
2,769.88 |
|
1.618 |
2,739.17 |
|
1.000 |
2,720.19 |
|
0.618 |
2,708.46 |
|
HIGH |
2,689.48 |
|
0.618 |
2,677.75 |
|
0.500 |
2,674.13 |
|
0.382 |
2,670.50 |
|
LOW |
2,658.77 |
|
0.618 |
2,639.79 |
|
1.000 |
2,628.06 |
|
1.618 |
2,609.08 |
|
2.618 |
2,578.37 |
|
4.250 |
2,528.25 |
|
|