| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,677.13 |
2,657.91 |
-19.22 |
-0.7% |
2,678.89 |
| High |
2,679.81 |
2,675.92 |
-3.89 |
-0.1% |
2,699.08 |
| Low |
2,649.19 |
2,636.83 |
-12.36 |
-0.5% |
2,636.83 |
| Close |
2,657.66 |
2,665.83 |
8.17 |
0.3% |
2,665.83 |
| Range |
30.62 |
39.09 |
8.47 |
27.7% |
62.25 |
| ATR |
33.74 |
34.12 |
0.38 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.80 |
2,760.40 |
2,687.33 |
|
| R3 |
2,737.71 |
2,721.31 |
2,676.58 |
|
| R2 |
2,698.62 |
2,698.62 |
2,673.00 |
|
| R1 |
2,682.22 |
2,682.22 |
2,669.41 |
2,690.42 |
| PP |
2,659.53 |
2,659.53 |
2,659.53 |
2,663.63 |
| S1 |
2,643.13 |
2,643.13 |
2,662.25 |
2,651.33 |
| S2 |
2,620.44 |
2,620.44 |
2,658.66 |
|
| S3 |
2,581.35 |
2,604.04 |
2,655.08 |
|
| S4 |
2,542.26 |
2,564.95 |
2,644.33 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.00 |
2,822.16 |
2,700.07 |
|
| R3 |
2,791.75 |
2,759.91 |
2,682.95 |
|
| R2 |
2,729.50 |
2,729.50 |
2,677.24 |
|
| R1 |
2,697.66 |
2,697.66 |
2,671.54 |
2,682.46 |
| PP |
2,667.25 |
2,667.25 |
2,667.25 |
2,659.64 |
| S1 |
2,635.41 |
2,635.41 |
2,660.12 |
2,620.21 |
| S2 |
2,605.00 |
2,605.00 |
2,654.42 |
|
| S3 |
2,542.75 |
2,573.16 |
2,648.71 |
|
| S4 |
2,480.50 |
2,510.91 |
2,631.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,699.08 |
2,636.83 |
62.25 |
2.3% |
32.22 |
1.2% |
47% |
False |
True |
|
| 10 |
2,784.81 |
2,636.83 |
147.98 |
5.6% |
35.99 |
1.3% |
20% |
False |
True |
|
| 20 |
2,845.97 |
2,636.83 |
209.14 |
7.8% |
33.24 |
1.2% |
14% |
False |
True |
|
| 40 |
2,878.38 |
2,636.83 |
241.55 |
9.1% |
30.67 |
1.2% |
12% |
False |
True |
|
| 60 |
2,878.38 |
2,636.83 |
241.55 |
9.1% |
27.96 |
1.0% |
12% |
False |
True |
|
| 80 |
2,878.38 |
2,522.89 |
355.49 |
13.3% |
30.32 |
1.1% |
40% |
False |
False |
|
| 100 |
2,878.38 |
2,510.37 |
368.01 |
13.8% |
31.58 |
1.2% |
42% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.3% |
32.88 |
1.2% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.05 |
|
2.618 |
2,778.26 |
|
1.618 |
2,739.17 |
|
1.000 |
2,715.01 |
|
0.618 |
2,700.08 |
|
HIGH |
2,675.92 |
|
0.618 |
2,660.99 |
|
0.500 |
2,656.38 |
|
0.382 |
2,651.76 |
|
LOW |
2,636.83 |
|
0.618 |
2,612.67 |
|
1.000 |
2,597.74 |
|
1.618 |
2,573.58 |
|
2.618 |
2,534.49 |
|
4.250 |
2,470.70 |
|
|