Day Change Summary |
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Previous |
Current |
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05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,778.5 |
5,760.0 |
-18.5 |
-0.3% |
5,660.0 |
High |
5,806.0 |
5,764.0 |
-42.0 |
-0.7% |
5,806.0 |
Low |
5,778.5 |
5,748.5 |
-30.0 |
-0.5% |
5,659.5 |
Close |
5,795.0 |
5,772.5 |
-22.5 |
-0.4% |
5,795.0 |
Range |
27.5 |
15.5 |
-12.0 |
-43.6% |
146.5 |
ATR |
40.9 |
41.3 |
0.4 |
1.0% |
0.0 |
Volume |
4 |
5 |
1 |
25.0% |
36 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,808.0 |
5,806.0 |
5,781.0 |
|
R3 |
5,792.5 |
5,790.5 |
5,777.0 |
|
R2 |
5,777.0 |
5,777.0 |
5,775.5 |
|
R1 |
5,775.0 |
5,775.0 |
5,774.0 |
5,776.0 |
PP |
5,761.5 |
5,761.5 |
5,761.5 |
5,762.0 |
S1 |
5,759.5 |
5,759.5 |
5,771.0 |
5,760.5 |
S2 |
5,746.0 |
5,746.0 |
5,769.5 |
|
S3 |
5,730.5 |
5,744.0 |
5,768.0 |
|
S4 |
5,715.0 |
5,728.5 |
5,764.0 |
|
|
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 |
5,740.0 |
66.0 |
1.1% |
20.5 |
0.4% |
49% |
False |
False |
4 |
10 |
5,806.0 |
5,659.5 |
146.5 |
2.5% |
33.0 |
0.6% |
77% |
False |
False |
11 |
20 |
5,858.5 |
5,659.5 |
199.0 |
3.4% |
20.5 |
0.4% |
57% |
False |
False |
20 |
40 |
5,858.5 |
5,585.5 |
273.0 |
4.7% |
12.0 |
0.2% |
68% |
False |
False |
28 |
60 |
5,858.5 |
5,380.5 |
478.0 |
8.3% |
8.0 |
0.1% |
82% |
False |
False |
28 |
80 |
5,858.5 |
5,340.5 |
518.0 |
9.0% |
7.5 |
0.1% |
83% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,830.0 |
2.618 |
5,804.5 |
1.618 |
5,789.0 |
1.000 |
5,779.5 |
0.618 |
5,773.5 |
HIGH |
5,764.0 |
0.618 |
5,758.0 |
0.500 |
5,756.0 |
0.382 |
5,754.5 |
LOW |
5,748.5 |
0.618 |
5,739.0 |
1.000 |
5,733.0 |
1.618 |
5,723.5 |
2.618 |
5,708.0 |
4.250 |
5,682.5 |
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