| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,529.0 |
2,525.0 |
-4.0 |
-0.2% |
2,452.0 |
| High |
2,543.0 |
2,525.0 |
-18.0 |
-0.7% |
2,568.0 |
| Low |
2,515.0 |
2,461.0 |
-54.0 |
-2.1% |
2,452.0 |
| Close |
2,518.0 |
2,467.0 |
-51.0 |
-2.0% |
2,526.0 |
| Range |
28.0 |
64.0 |
36.0 |
128.6% |
116.0 |
| ATR |
38.9 |
40.7 |
1.8 |
4.6% |
0.0 |
| Volume |
67 |
60 |
-7 |
-10.4% |
4,142 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.3 |
2,635.7 |
2,502.2 |
|
| R3 |
2,612.3 |
2,571.7 |
2,484.6 |
|
| R2 |
2,548.3 |
2,548.3 |
2,478.7 |
|
| R1 |
2,507.7 |
2,507.7 |
2,472.9 |
2,496.0 |
| PP |
2,484.3 |
2,484.3 |
2,484.3 |
2,478.5 |
| S1 |
2,443.7 |
2,443.7 |
2,461.1 |
2,432.0 |
| S2 |
2,420.3 |
2,420.3 |
2,455.3 |
|
| S3 |
2,356.3 |
2,379.7 |
2,449.4 |
|
| S4 |
2,292.3 |
2,315.7 |
2,431.8 |
|
|
| 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 |
2,461.0 |
107.0 |
4.3% |
35.8 |
1.5% |
6% |
False |
True |
734 |
| 10 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
37.2 |
1.5% |
29% |
False |
False |
453 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
38.9 |
1.6% |
29% |
False |
False |
279 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
36.3 |
1.5% |
43% |
False |
False |
4,607 |
| 60 |
2,586.0 |
2,233.0 |
353.0 |
14.3% |
34.0 |
1.4% |
66% |
False |
False |
3,095 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
33.4 |
1.4% |
75% |
False |
False |
2,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,797.0 |
|
2.618 |
2,692.6 |
|
1.618 |
2,628.6 |
|
1.000 |
2,589.0 |
|
0.618 |
2,564.6 |
|
HIGH |
2,525.0 |
|
0.618 |
2,500.6 |
|
0.500 |
2,493.0 |
|
0.382 |
2,485.4 |
|
LOW |
2,461.0 |
|
0.618 |
2,421.4 |
|
1.000 |
2,397.0 |
|
1.618 |
2,357.4 |
|
2.618 |
2,293.4 |
|
4.250 |
2,189.0 |
|
|