| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,554.0 |
2,529.0 |
-25.0 |
-1.0% |
2,452.0 |
| High |
2,554.0 |
2,543.0 |
-11.0 |
-0.4% |
2,568.0 |
| Low |
2,514.0 |
2,515.0 |
1.0 |
0.0% |
2,452.0 |
| Close |
2,526.0 |
2,518.0 |
-8.0 |
-0.3% |
2,526.0 |
| Range |
40.0 |
28.0 |
-12.0 |
-30.0% |
116.0 |
| ATR |
39.7 |
38.9 |
-0.8 |
-2.1% |
0.0 |
| Volume |
52 |
67 |
15 |
28.8% |
4,142 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,609.3 |
2,591.7 |
2,533.4 |
|
| R3 |
2,581.3 |
2,563.7 |
2,525.7 |
|
| R2 |
2,553.3 |
2,553.3 |
2,523.1 |
|
| R1 |
2,535.7 |
2,535.7 |
2,520.6 |
2,530.5 |
| PP |
2,525.3 |
2,525.3 |
2,525.3 |
2,522.8 |
| S1 |
2,507.7 |
2,507.7 |
2,515.4 |
2,502.5 |
| S2 |
2,497.3 |
2,497.3 |
2,512.9 |
|
| S3 |
2,469.3 |
2,479.7 |
2,510.3 |
|
| S4 |
2,441.3 |
2,451.7 |
2,502.6 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.3 |
2,810.7 |
2,589.8 |
|
| R3 |
2,747.3 |
2,694.7 |
2,557.9 |
|
| R2 |
2,631.3 |
2,631.3 |
2,547.3 |
|
| R1 |
2,578.7 |
2,578.7 |
2,536.6 |
2,605.0 |
| PP |
2,515.3 |
2,515.3 |
2,515.3 |
2,528.5 |
| S1 |
2,462.7 |
2,462.7 |
2,515.4 |
2,489.0 |
| S2 |
2,399.3 |
2,399.3 |
2,504.7 |
|
| S3 |
2,283.3 |
2,346.7 |
2,494.1 |
|
| S4 |
2,167.3 |
2,230.7 |
2,462.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,568.0 |
2,488.0 |
80.0 |
3.2% |
33.6 |
1.3% |
38% |
False |
False |
738 |
| 10 |
2,568.0 |
2,425.0 |
143.0 |
5.7% |
35.1 |
1.4% |
65% |
False |
False |
456 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.7% |
37.4 |
1.5% |
65% |
False |
False |
2,793 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
34.8 |
1.4% |
67% |
False |
False |
4,608 |
| 60 |
2,586.0 |
2,233.0 |
353.0 |
14.0% |
33.3 |
1.3% |
81% |
False |
False |
3,094 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.6% |
32.8 |
1.3% |
86% |
False |
False |
2,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,662.0 |
|
2.618 |
2,616.3 |
|
1.618 |
2,588.3 |
|
1.000 |
2,571.0 |
|
0.618 |
2,560.3 |
|
HIGH |
2,543.0 |
|
0.618 |
2,532.3 |
|
0.500 |
2,529.0 |
|
0.382 |
2,525.7 |
|
LOW |
2,515.0 |
|
0.618 |
2,497.7 |
|
1.000 |
2,487.0 |
|
1.618 |
2,469.7 |
|
2.618 |
2,441.7 |
|
4.250 |
2,396.0 |
|
|