| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,670.94 |
2,685.55 |
14.61 |
0.5% |
2,729.20 |
| High |
2,689.48 |
2,686.51 |
-2.97 |
-0.1% |
2,784.81 |
| Low |
2,658.77 |
2,653.43 |
-5.34 |
-0.2% |
2,675.57 |
| Close |
2,666.02 |
2,655.55 |
-10.47 |
-0.4% |
2,678.32 |
| Range |
30.71 |
33.08 |
2.37 |
7.7% |
109.24 |
| ATR |
34.05 |
33.98 |
-0.07 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.40 |
2,743.06 |
2,673.74 |
|
| R3 |
2,731.32 |
2,709.98 |
2,664.65 |
|
| R2 |
2,698.24 |
2,698.24 |
2,661.61 |
|
| R1 |
2,676.90 |
2,676.90 |
2,658.58 |
2,671.03 |
| PP |
2,665.16 |
2,665.16 |
2,665.16 |
2,662.23 |
| S1 |
2,643.82 |
2,643.82 |
2,652.52 |
2,637.95 |
| S2 |
2,632.08 |
2,632.08 |
2,649.49 |
|
| S3 |
2,599.00 |
2,610.74 |
2,646.45 |
|
| S4 |
2,565.92 |
2,577.66 |
2,637.36 |
|
|
| 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 |
2,775.83 |
2,653.43 |
122.40 |
4.6% |
39.72 |
1.5% |
2% |
False |
True |
|
| 10 |
2,784.81 |
2,653.43 |
131.38 |
4.9% |
34.27 |
1.3% |
2% |
False |
True |
|
| 20 |
2,845.97 |
2,653.43 |
192.54 |
7.3% |
33.11 |
1.2% |
1% |
False |
True |
|
| 40 |
2,878.38 |
2,653.43 |
224.95 |
8.5% |
29.91 |
1.1% |
1% |
False |
True |
|
| 60 |
2,878.38 |
2,606.87 |
271.51 |
10.2% |
28.14 |
1.1% |
18% |
False |
False |
|
| 80 |
2,878.38 |
2,522.89 |
355.49 |
13.4% |
30.13 |
1.1% |
37% |
False |
False |
|
| 100 |
2,878.38 |
2,467.66 |
410.72 |
15.5% |
31.55 |
1.2% |
46% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.4% |
32.98 |
1.2% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.10 |
|
2.618 |
2,773.11 |
|
1.618 |
2,740.03 |
|
1.000 |
2,719.59 |
|
0.618 |
2,706.95 |
|
HIGH |
2,686.51 |
|
0.618 |
2,673.87 |
|
0.500 |
2,669.97 |
|
0.382 |
2,666.07 |
|
LOW |
2,653.43 |
|
0.618 |
2,632.99 |
|
1.000 |
2,620.35 |
|
1.618 |
2,599.91 |
|
2.618 |
2,566.83 |
|
4.250 |
2,512.84 |
|
|