| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,492.0 |
2,444.0 |
-48.0 |
-1.9% |
2,432.0 |
| High |
2,492.0 |
2,455.0 |
-37.0 |
-1.5% |
2,521.0 |
| Low |
2,449.0 |
2,428.0 |
-21.0 |
-0.9% |
2,432.0 |
| Close |
2,454.0 |
2,447.0 |
-7.0 |
-0.3% |
2,516.0 |
| Range |
43.0 |
27.0 |
-16.0 |
-37.2% |
89.0 |
| ATR |
40.3 |
39.4 |
-1.0 |
-2.4% |
0.0 |
| Volume |
89 |
84 |
-5 |
-5.6% |
450 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.3 |
2,512.7 |
2,461.9 |
|
| R3 |
2,497.3 |
2,485.7 |
2,454.4 |
|
| R2 |
2,470.3 |
2,470.3 |
2,452.0 |
|
| R1 |
2,458.7 |
2,458.7 |
2,449.5 |
2,464.5 |
| PP |
2,443.3 |
2,443.3 |
2,443.3 |
2,446.3 |
| S1 |
2,431.7 |
2,431.7 |
2,444.5 |
2,437.5 |
| S2 |
2,416.3 |
2,416.3 |
2,442.1 |
|
| S3 |
2,389.3 |
2,404.7 |
2,439.6 |
|
| S4 |
2,362.3 |
2,377.7 |
2,432.2 |
|
|
| 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 |
2,428.0 |
93.0 |
3.8% |
31.8 |
1.3% |
20% |
False |
True |
86 |
| 10 |
2,521.0 |
2,428.0 |
93.0 |
3.8% |
38.5 |
1.6% |
20% |
False |
True |
107 |
| 20 |
2,586.0 |
2,428.0 |
158.0 |
6.5% |
34.0 |
1.4% |
12% |
False |
True |
7,435 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.5% |
33.1 |
1.4% |
33% |
False |
False |
4,521 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
19.2% |
34.6 |
1.4% |
70% |
False |
False |
3,072 |
| 80 |
2,586.0 |
2,101.0 |
485.0 |
19.8% |
31.3 |
1.3% |
71% |
False |
False |
2,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,569.8 |
|
2.618 |
2,525.7 |
|
1.618 |
2,498.7 |
|
1.000 |
2,482.0 |
|
0.618 |
2,471.7 |
|
HIGH |
2,455.0 |
|
0.618 |
2,444.7 |
|
0.500 |
2,441.5 |
|
0.382 |
2,438.3 |
|
LOW |
2,428.0 |
|
0.618 |
2,411.3 |
|
1.000 |
2,401.0 |
|
1.618 |
2,384.3 |
|
2.618 |
2,357.3 |
|
4.250 |
2,313.3 |
|
|