| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,685.55 |
2,677.13 |
-8.42 |
-0.3% |
2,729.20 |
| High |
2,686.51 |
2,679.81 |
-6.70 |
-0.2% |
2,784.81 |
| Low |
2,653.43 |
2,649.19 |
-4.24 |
-0.2% |
2,675.57 |
| Close |
2,655.55 |
2,657.66 |
2.11 |
0.1% |
2,678.32 |
| Range |
33.08 |
30.62 |
-2.46 |
-7.4% |
109.24 |
| ATR |
33.98 |
33.74 |
-0.24 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.08 |
2,736.49 |
2,674.50 |
|
| R3 |
2,723.46 |
2,705.87 |
2,666.08 |
|
| R2 |
2,692.84 |
2,692.84 |
2,663.27 |
|
| R1 |
2,675.25 |
2,675.25 |
2,660.47 |
2,668.74 |
| PP |
2,662.22 |
2,662.22 |
2,662.22 |
2,658.96 |
| S1 |
2,644.63 |
2,644.63 |
2,654.85 |
2,638.12 |
| S2 |
2,631.60 |
2,631.60 |
2,652.05 |
|
| S3 |
2,600.98 |
2,614.01 |
2,649.24 |
|
| S4 |
2,570.36 |
2,583.39 |
2,640.82 |
|
|
| 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 |
2,741.58 |
2,649.19 |
92.39 |
3.5% |
37.60 |
1.4% |
9% |
False |
True |
|
| 10 |
2,784.81 |
2,649.19 |
135.62 |
5.1% |
34.10 |
1.3% |
6% |
False |
True |
|
| 20 |
2,845.97 |
2,649.19 |
196.78 |
7.4% |
32.52 |
1.2% |
4% |
False |
True |
|
| 40 |
2,878.38 |
2,649.19 |
229.19 |
8.6% |
30.22 |
1.1% |
4% |
False |
True |
|
| 60 |
2,878.38 |
2,606.87 |
271.51 |
10.2% |
28.04 |
1.1% |
19% |
False |
False |
|
| 80 |
2,878.38 |
2,522.89 |
355.49 |
13.4% |
30.21 |
1.1% |
38% |
False |
False |
|
| 100 |
2,878.38 |
2,504.08 |
374.30 |
14.1% |
31.61 |
1.2% |
41% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.3% |
32.97 |
1.2% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,809.95 |
|
2.618 |
2,759.97 |
|
1.618 |
2,729.35 |
|
1.000 |
2,710.43 |
|
0.618 |
2,698.73 |
|
HIGH |
2,679.81 |
|
0.618 |
2,668.11 |
|
0.500 |
2,664.50 |
|
0.382 |
2,660.89 |
|
LOW |
2,649.19 |
|
0.618 |
2,630.27 |
|
1.000 |
2,618.57 |
|
1.618 |
2,599.65 |
|
2.618 |
2,569.03 |
|
4.250 |
2,519.06 |
|
|