Day Change Summary |
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Previous |
Current |
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08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,760.0 |
5,770.0 |
10.0 |
0.2% |
5,660.0 |
High |
5,764.0 |
5,770.0 |
6.0 |
0.1% |
5,806.0 |
Low |
5,748.5 |
5,740.0 |
-8.5 |
-0.1% |
5,659.5 |
Close |
5,772.5 |
5,733.0 |
-39.5 |
-0.7% |
5,795.0 |
Range |
15.5 |
30.0 |
14.5 |
93.5% |
146.5 |
ATR |
41.3 |
40.7 |
-0.6 |
-1.5% |
0.0 |
Volume |
5 |
41 |
36 |
720.0% |
36 |
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Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,837.5 |
5,815.5 |
5,749.5 |
|
R3 |
5,807.5 |
5,785.5 |
5,741.0 |
|
R2 |
5,777.5 |
5,777.5 |
5,738.5 |
|
R1 |
5,755.5 |
5,755.5 |
5,736.0 |
5,751.5 |
PP |
5,747.5 |
5,747.5 |
5,747.5 |
5,746.0 |
S1 |
5,725.5 |
5,725.5 |
5,730.0 |
5,721.5 |
S2 |
5,717.5 |
5,717.5 |
5,727.5 |
|
S3 |
5,687.5 |
5,695.5 |
5,725.0 |
|
S4 |
5,657.5 |
5,665.5 |
5,716.5 |
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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 |
5,740.0 |
66.0 |
1.2% |
22.5 |
0.4% |
-11% |
False |
True |
12 |
10 |
5,806.0 |
5,659.5 |
146.5 |
2.6% |
31.0 |
0.5% |
50% |
False |
False |
10 |
20 |
5,858.5 |
5,659.5 |
199.0 |
3.5% |
22.0 |
0.4% |
37% |
False |
False |
22 |
40 |
5,858.5 |
5,585.5 |
273.0 |
4.8% |
12.5 |
0.2% |
54% |
False |
False |
28 |
60 |
5,858.5 |
5,380.5 |
478.0 |
8.3% |
8.5 |
0.2% |
74% |
False |
False |
28 |
80 |
5,858.5 |
5,340.5 |
518.0 |
9.0% |
8.0 |
0.1% |
76% |
False |
False |
28 |
|
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Fibonacci Retracements and Extensions |
4.250 |
5,897.5 |
2.618 |
5,848.5 |
1.618 |
5,818.5 |
1.000 |
5,800.0 |
0.618 |
5,788.5 |
HIGH |
5,770.0 |
0.618 |
5,758.5 |
0.500 |
5,755.0 |
0.382 |
5,751.5 |
LOW |
5,740.0 |
0.618 |
5,721.5 |
1.000 |
5,710.0 |
1.618 |
5,691.5 |
2.618 |
5,661.5 |
4.250 |
5,612.5 |
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