| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,462.0 |
2,452.0 |
-10.0 |
-0.4% |
2,499.0 |
| High |
2,476.0 |
2,486.0 |
10.0 |
0.4% |
2,500.0 |
| Low |
2,451.0 |
2,452.0 |
1.0 |
0.0% |
2,425.0 |
| Close |
2,458.0 |
2,471.0 |
13.0 |
0.5% |
2,458.0 |
| Range |
25.0 |
34.0 |
9.0 |
36.0% |
75.0 |
| ATR |
39.3 |
38.9 |
-0.4 |
-1.0% |
0.0 |
| Volume |
62 |
518 |
456 |
735.5% |
414 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,571.7 |
2,555.3 |
2,489.7 |
|
| R3 |
2,537.7 |
2,521.3 |
2,480.4 |
|
| R2 |
2,503.7 |
2,503.7 |
2,477.2 |
|
| R1 |
2,487.3 |
2,487.3 |
2,474.1 |
2,495.5 |
| PP |
2,469.7 |
2,469.7 |
2,469.7 |
2,473.8 |
| S1 |
2,453.3 |
2,453.3 |
2,467.9 |
2,461.5 |
| S2 |
2,435.7 |
2,435.7 |
2,464.8 |
|
| S3 |
2,401.7 |
2,419.3 |
2,461.7 |
|
| S4 |
2,367.7 |
2,385.3 |
2,452.3 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.0 |
2,647.0 |
2,499.3 |
|
| R3 |
2,611.0 |
2,572.0 |
2,478.6 |
|
| R2 |
2,536.0 |
2,536.0 |
2,471.8 |
|
| R1 |
2,497.0 |
2,497.0 |
2,464.9 |
2,479.0 |
| PP |
2,461.0 |
2,461.0 |
2,461.0 |
2,452.0 |
| S1 |
2,422.0 |
2,422.0 |
2,451.1 |
2,404.0 |
| S2 |
2,386.0 |
2,386.0 |
2,444.3 |
|
| S3 |
2,311.0 |
2,347.0 |
2,437.4 |
|
| S4 |
2,236.0 |
2,272.0 |
2,416.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,492.0 |
2,425.0 |
67.0 |
2.7% |
36.6 |
1.5% |
69% |
False |
False |
173 |
| 10 |
2,521.0 |
2,425.0 |
96.0 |
3.9% |
33.9 |
1.4% |
48% |
False |
False |
129 |
| 20 |
2,560.0 |
2,425.0 |
135.0 |
5.5% |
35.2 |
1.4% |
34% |
False |
False |
6,465 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
35.1 |
1.4% |
44% |
False |
False |
4,537 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
34.7 |
1.4% |
75% |
False |
False |
3,069 |
| 80 |
2,586.0 |
2,101.0 |
485.0 |
19.6% |
32.3 |
1.3% |
76% |
False |
False |
2,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,630.5 |
|
2.618 |
2,575.0 |
|
1.618 |
2,541.0 |
|
1.000 |
2,520.0 |
|
0.618 |
2,507.0 |
|
HIGH |
2,486.0 |
|
0.618 |
2,473.0 |
|
0.500 |
2,469.0 |
|
0.382 |
2,465.0 |
|
LOW |
2,452.0 |
|
0.618 |
2,431.0 |
|
1.000 |
2,418.0 |
|
1.618 |
2,397.0 |
|
2.618 |
2,363.0 |
|
4.250 |
2,307.5 |
|
|