| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,499.0 |
2,492.0 |
-7.0 |
-0.3% |
2,432.0 |
| High |
2,500.0 |
2,492.0 |
-8.0 |
-0.3% |
2,521.0 |
| Low |
2,481.0 |
2,449.0 |
-32.0 |
-1.3% |
2,432.0 |
| Close |
2,485.0 |
2,454.0 |
-31.0 |
-1.2% |
2,516.0 |
| Range |
19.0 |
43.0 |
24.0 |
126.3% |
89.0 |
| ATR |
40.1 |
40.3 |
0.2 |
0.5% |
0.0 |
| Volume |
63 |
89 |
26 |
41.3% |
450 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,594.0 |
2,567.0 |
2,477.7 |
|
| R3 |
2,551.0 |
2,524.0 |
2,465.8 |
|
| R2 |
2,508.0 |
2,508.0 |
2,461.9 |
|
| R1 |
2,481.0 |
2,481.0 |
2,457.9 |
2,473.0 |
| PP |
2,465.0 |
2,465.0 |
2,465.0 |
2,461.0 |
| S1 |
2,438.0 |
2,438.0 |
2,450.1 |
2,430.0 |
| S2 |
2,422.0 |
2,422.0 |
2,446.1 |
|
| S3 |
2,379.0 |
2,395.0 |
2,442.2 |
|
| S4 |
2,336.0 |
2,352.0 |
2,430.4 |
|
|
| 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 |
2,449.0 |
72.0 |
2.9% |
31.0 |
1.3% |
7% |
False |
True |
83 |
| 10 |
2,531.0 |
2,432.0 |
99.0 |
4.0% |
40.6 |
1.7% |
22% |
False |
False |
105 |
| 20 |
2,586.0 |
2,432.0 |
154.0 |
6.3% |
34.6 |
1.4% |
14% |
False |
False |
7,733 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
32.9 |
1.3% |
36% |
False |
False |
4,520 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
19.1% |
34.1 |
1.4% |
72% |
False |
False |
3,071 |
| 80 |
2,586.0 |
2,101.0 |
485.0 |
19.8% |
31.1 |
1.3% |
73% |
False |
False |
2,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,674.8 |
|
2.618 |
2,604.6 |
|
1.618 |
2,561.6 |
|
1.000 |
2,535.0 |
|
0.618 |
2,518.6 |
|
HIGH |
2,492.0 |
|
0.618 |
2,475.6 |
|
0.500 |
2,470.5 |
|
0.382 |
2,465.4 |
|
LOW |
2,449.0 |
|
0.618 |
2,422.4 |
|
1.000 |
2,406.0 |
|
1.618 |
2,379.4 |
|
2.618 |
2,336.4 |
|
4.250 |
2,266.3 |
|
|