Day Change Summary |
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Previous |
Current |
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04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,760.0 |
5,778.5 |
18.5 |
0.3% |
5,660.0 |
High |
5,763.0 |
5,806.0 |
43.0 |
0.7% |
5,806.0 |
Low |
5,740.0 |
5,778.5 |
38.5 |
0.7% |
5,659.5 |
Close |
5,751.5 |
5,795.0 |
43.5 |
0.8% |
5,795.0 |
Range |
23.0 |
27.5 |
4.5 |
19.6% |
146.5 |
ATR |
39.8 |
40.9 |
1.0 |
2.6% |
0.0 |
Volume |
6 |
4 |
-2 |
-33.3% |
36 |
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Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,875.5 |
5,863.0 |
5,810.0 |
|
R3 |
5,848.0 |
5,835.5 |
5,802.5 |
|
R2 |
5,820.5 |
5,820.5 |
5,800.0 |
|
R1 |
5,808.0 |
5,808.0 |
5,797.5 |
5,814.0 |
PP |
5,793.0 |
5,793.0 |
5,793.0 |
5,796.5 |
S1 |
5,780.5 |
5,780.5 |
5,792.5 |
5,787.0 |
S2 |
5,765.5 |
5,765.5 |
5,790.0 |
|
S3 |
5,738.0 |
5,753.0 |
5,787.5 |
|
S4 |
5,710.5 |
5,725.5 |
5,780.0 |
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Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,193.0 |
6,140.5 |
5,875.5 |
|
R3 |
6,046.5 |
5,994.0 |
5,835.5 |
|
R2 |
5,900.0 |
5,900.0 |
5,822.0 |
|
R1 |
5,847.5 |
5,847.5 |
5,808.5 |
5,874.0 |
PP |
5,753.5 |
5,753.5 |
5,753.5 |
5,766.5 |
S1 |
5,701.0 |
5,701.0 |
5,781.5 |
5,727.0 |
S2 |
5,607.0 |
5,607.0 |
5,768.0 |
|
S3 |
5,460.5 |
5,554.5 |
5,754.5 |
|
S4 |
5,314.0 |
5,408.0 |
5,714.5 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,806.0 |
5,659.5 |
146.5 |
2.5% |
36.5 |
0.6% |
92% |
True |
False |
7 |
10 |
5,806.0 |
5,659.5 |
146.5 |
2.5% |
33.5 |
0.6% |
92% |
True |
False |
13 |
20 |
5,858.5 |
5,659.5 |
199.0 |
3.4% |
19.5 |
0.3% |
68% |
False |
False |
20 |
40 |
5,858.5 |
5,585.5 |
273.0 |
4.7% |
11.5 |
0.2% |
77% |
False |
False |
29 |
60 |
5,858.5 |
5,380.5 |
478.0 |
8.2% |
8.0 |
0.1% |
87% |
False |
False |
28 |
80 |
5,858.5 |
5,340.5 |
518.0 |
8.9% |
7.5 |
0.1% |
88% |
False |
False |
28 |
|
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Fibonacci Retracements and Extensions |
4.250 |
5,923.0 |
2.618 |
5,878.0 |
1.618 |
5,850.5 |
1.000 |
5,833.5 |
0.618 |
5,823.0 |
HIGH |
5,806.0 |
0.618 |
5,795.5 |
0.500 |
5,792.0 |
0.382 |
5,789.0 |
LOW |
5,778.5 |
0.618 |
5,761.5 |
1.000 |
5,751.0 |
1.618 |
5,734.0 |
2.618 |
5,706.5 |
4.250 |
5,661.5 |
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