| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,493.0 |
2,484.0 |
-9.0 |
-0.4% |
2,432.0 |
| High |
2,497.0 |
2,521.0 |
24.0 |
1.0% |
2,521.0 |
| Low |
2,467.0 |
2,481.0 |
14.0 |
0.6% |
2,432.0 |
| Close |
2,469.0 |
2,516.0 |
47.0 |
1.9% |
2,516.0 |
| Range |
30.0 |
40.0 |
10.0 |
33.3% |
89.0 |
| ATR |
39.6 |
40.5 |
0.9 |
2.2% |
0.0 |
| Volume |
43 |
153 |
110 |
255.8% |
450 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.0 |
2,611.0 |
2,538.0 |
|
| R3 |
2,586.0 |
2,571.0 |
2,527.0 |
|
| R2 |
2,546.0 |
2,546.0 |
2,523.3 |
|
| R1 |
2,531.0 |
2,531.0 |
2,519.7 |
2,538.5 |
| PP |
2,506.0 |
2,506.0 |
2,506.0 |
2,509.8 |
| S1 |
2,491.0 |
2,491.0 |
2,512.3 |
2,498.5 |
| S2 |
2,466.0 |
2,466.0 |
2,508.7 |
|
| S3 |
2,426.0 |
2,451.0 |
2,505.0 |
|
| S4 |
2,386.0 |
2,411.0 |
2,494.0 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.7 |
2,725.3 |
2,565.0 |
|
| R3 |
2,667.7 |
2,636.3 |
2,540.5 |
|
| R2 |
2,578.7 |
2,578.7 |
2,532.3 |
|
| R1 |
2,547.3 |
2,547.3 |
2,524.2 |
2,563.0 |
| PP |
2,489.7 |
2,489.7 |
2,489.7 |
2,497.5 |
| S1 |
2,458.3 |
2,458.3 |
2,507.8 |
2,474.0 |
| S2 |
2,400.7 |
2,400.7 |
2,499.7 |
|
| S3 |
2,311.7 |
2,369.3 |
2,491.5 |
|
| S4 |
2,222.7 |
2,280.3 |
2,467.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,521.0 |
2,432.0 |
89.0 |
3.5% |
38.6 |
1.5% |
94% |
True |
False |
90 |
| 10 |
2,556.0 |
2,432.0 |
124.0 |
4.9% |
39.3 |
1.6% |
68% |
False |
False |
5,132 |
| 20 |
2,586.0 |
2,432.0 |
154.0 |
6.1% |
35.4 |
1.4% |
55% |
False |
False |
8,055 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
32.3 |
1.3% |
66% |
False |
False |
4,518 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.6% |
33.7 |
1.3% |
85% |
False |
False |
3,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,691.0 |
|
2.618 |
2,625.7 |
|
1.618 |
2,585.7 |
|
1.000 |
2,561.0 |
|
0.618 |
2,545.7 |
|
HIGH |
2,521.0 |
|
0.618 |
2,505.7 |
|
0.500 |
2,501.0 |
|
0.382 |
2,496.3 |
|
LOW |
2,481.0 |
|
0.618 |
2,456.3 |
|
1.000 |
2,441.0 |
|
1.618 |
2,416.3 |
|
2.618 |
2,376.3 |
|
4.250 |
2,311.0 |
|
|