| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,452.0 |
2,488.0 |
36.0 |
1.5% |
2,499.0 |
| High |
2,486.0 |
2,541.0 |
55.0 |
2.2% |
2,500.0 |
| Low |
2,452.0 |
2,488.0 |
36.0 |
1.5% |
2,425.0 |
| Close |
2,471.0 |
2,534.0 |
63.0 |
2.5% |
2,458.0 |
| Range |
34.0 |
53.0 |
19.0 |
55.9% |
75.0 |
| ATR |
38.9 |
41.1 |
2.2 |
5.7% |
0.0 |
| Volume |
518 |
80 |
-438 |
-84.6% |
414 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,680.0 |
2,660.0 |
2,563.2 |
|
| R3 |
2,627.0 |
2,607.0 |
2,548.6 |
|
| R2 |
2,574.0 |
2,574.0 |
2,543.7 |
|
| R1 |
2,554.0 |
2,554.0 |
2,538.9 |
2,564.0 |
| PP |
2,521.0 |
2,521.0 |
2,521.0 |
2,526.0 |
| S1 |
2,501.0 |
2,501.0 |
2,529.1 |
2,511.0 |
| S2 |
2,468.0 |
2,468.0 |
2,524.3 |
|
| S3 |
2,415.0 |
2,448.0 |
2,519.4 |
|
| S4 |
2,362.0 |
2,395.0 |
2,504.9 |
|
|
| 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 |
2,541.0 |
2,425.0 |
116.0 |
4.6% |
38.6 |
1.5% |
94% |
True |
False |
172 |
| 10 |
2,541.0 |
2,425.0 |
116.0 |
4.6% |
34.8 |
1.4% |
94% |
True |
False |
127 |
| 20 |
2,560.0 |
2,425.0 |
135.0 |
5.3% |
36.0 |
1.4% |
81% |
False |
False |
4,776 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
35.8 |
1.4% |
75% |
False |
False |
4,537 |
| 60 |
2,586.0 |
2,125.0 |
461.0 |
18.2% |
35.3 |
1.4% |
89% |
False |
False |
3,071 |
| 80 |
2,586.0 |
2,113.0 |
473.0 |
18.7% |
32.9 |
1.3% |
89% |
False |
False |
2,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.3 |
|
2.618 |
2,679.8 |
|
1.618 |
2,626.8 |
|
1.000 |
2,594.0 |
|
0.618 |
2,573.8 |
|
HIGH |
2,541.0 |
|
0.618 |
2,520.8 |
|
0.500 |
2,514.5 |
|
0.382 |
2,508.2 |
|
LOW |
2,488.0 |
|
0.618 |
2,455.2 |
|
1.000 |
2,435.0 |
|
1.618 |
2,402.2 |
|
2.618 |
2,349.2 |
|
4.250 |
2,262.8 |
|
|