| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,444.0 |
2,432.0 |
-12.0 |
-0.5% |
2,432.0 |
| High |
2,455.0 |
2,479.0 |
24.0 |
1.0% |
2,521.0 |
| Low |
2,428.0 |
2,425.0 |
-3.0 |
-0.1% |
2,432.0 |
| Close |
2,447.0 |
2,474.0 |
27.0 |
1.1% |
2,516.0 |
| Range |
27.0 |
54.0 |
27.0 |
100.0% |
89.0 |
| ATR |
39.4 |
40.4 |
1.0 |
2.7% |
0.0 |
| Volume |
84 |
116 |
32 |
38.1% |
450 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.3 |
2,601.7 |
2,503.7 |
|
| R3 |
2,567.3 |
2,547.7 |
2,488.9 |
|
| R2 |
2,513.3 |
2,513.3 |
2,483.9 |
|
| R1 |
2,493.7 |
2,493.7 |
2,479.0 |
2,503.5 |
| PP |
2,459.3 |
2,459.3 |
2,459.3 |
2,464.3 |
| S1 |
2,439.7 |
2,439.7 |
2,469.1 |
2,449.5 |
| S2 |
2,405.3 |
2,405.3 |
2,464.1 |
|
| S3 |
2,351.3 |
2,385.7 |
2,459.2 |
|
| S4 |
2,297.3 |
2,331.7 |
2,444.3 |
|
|
| 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 |
2,425.0 |
96.0 |
3.9% |
36.6 |
1.5% |
51% |
False |
True |
101 |
| 10 |
2,521.0 |
2,425.0 |
96.0 |
3.9% |
40.8 |
1.6% |
51% |
False |
True |
110 |
| 20 |
2,586.0 |
2,425.0 |
161.0 |
6.5% |
34.1 |
1.4% |
30% |
False |
True |
7,173 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
34.4 |
1.4% |
46% |
False |
False |
4,524 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
35.3 |
1.4% |
76% |
False |
False |
3,074 |
| 80 |
2,586.0 |
2,101.0 |
485.0 |
19.6% |
31.9 |
1.3% |
77% |
False |
False |
2,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.5 |
|
2.618 |
2,620.4 |
|
1.618 |
2,566.4 |
|
1.000 |
2,533.0 |
|
0.618 |
2,512.4 |
|
HIGH |
2,479.0 |
|
0.618 |
2,458.4 |
|
0.500 |
2,452.0 |
|
0.382 |
2,445.6 |
|
LOW |
2,425.0 |
|
0.618 |
2,391.6 |
|
1.000 |
2,371.0 |
|
1.618 |
2,337.6 |
|
2.618 |
2,283.6 |
|
4.250 |
2,195.5 |
|
|