| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,484.0 |
2,499.0 |
15.0 |
0.6% |
2,432.0 |
| High |
2,521.0 |
2,500.0 |
-21.0 |
-0.8% |
2,521.0 |
| Low |
2,481.0 |
2,481.0 |
0.0 |
0.0% |
2,432.0 |
| Close |
2,516.0 |
2,485.0 |
-31.0 |
-1.2% |
2,516.0 |
| Range |
40.0 |
19.0 |
-21.0 |
-52.5% |
89.0 |
| ATR |
40.5 |
40.1 |
-0.4 |
-1.0% |
0.0 |
| Volume |
153 |
63 |
-90 |
-58.8% |
450 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.7 |
2,534.3 |
2,495.5 |
|
| R3 |
2,526.7 |
2,515.3 |
2,490.2 |
|
| R2 |
2,507.7 |
2,507.7 |
2,488.5 |
|
| R1 |
2,496.3 |
2,496.3 |
2,486.7 |
2,492.5 |
| PP |
2,488.7 |
2,488.7 |
2,488.7 |
2,486.8 |
| S1 |
2,477.3 |
2,477.3 |
2,483.3 |
2,473.5 |
| S2 |
2,469.7 |
2,469.7 |
2,481.5 |
|
| S3 |
2,450.7 |
2,458.3 |
2,479.8 |
|
| S4 |
2,431.7 |
2,439.3 |
2,474.6 |
|
|
| 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 |
2,463.0 |
58.0 |
2.3% |
31.2 |
1.3% |
38% |
False |
False |
85 |
| 10 |
2,556.0 |
2,432.0 |
124.0 |
5.0% |
39.6 |
1.6% |
43% |
False |
False |
5,131 |
| 20 |
2,586.0 |
2,432.0 |
154.0 |
6.2% |
35.1 |
1.4% |
34% |
False |
False |
7,829 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
32.2 |
1.3% |
51% |
False |
False |
4,519 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.9% |
33.7 |
1.4% |
78% |
False |
False |
3,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,580.8 |
|
2.618 |
2,549.7 |
|
1.618 |
2,530.7 |
|
1.000 |
2,519.0 |
|
0.618 |
2,511.7 |
|
HIGH |
2,500.0 |
|
0.618 |
2,492.7 |
|
0.500 |
2,490.5 |
|
0.382 |
2,488.3 |
|
LOW |
2,481.0 |
|
0.618 |
2,469.3 |
|
1.000 |
2,462.0 |
|
1.618 |
2,450.3 |
|
2.618 |
2,431.3 |
|
4.250 |
2,400.3 |
|
|