Day Change Summary |
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Previous |
Current |
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|
|
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10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,722.5 |
5,715.0 |
-7.5 |
-0.1% |
5,660.0 |
High |
5,728.0 |
5,760.0 |
32.0 |
0.6% |
5,806.0 |
Low |
5,700.0 |
5,715.0 |
15.0 |
0.3% |
5,659.5 |
Close |
5,716.0 |
5,764.0 |
48.0 |
0.8% |
5,795.0 |
Range |
28.0 |
45.0 |
17.0 |
60.7% |
146.5 |
ATR |
40.1 |
40.5 |
0.3 |
0.9% |
0.0 |
Volume |
7 |
6 |
-1 |
-14.3% |
36 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,881.5 |
5,867.5 |
5,789.0 |
|
R3 |
5,836.5 |
5,822.5 |
5,776.5 |
|
R2 |
5,791.5 |
5,791.5 |
5,772.0 |
|
R1 |
5,777.5 |
5,777.5 |
5,768.0 |
5,784.5 |
PP |
5,746.5 |
5,746.5 |
5,746.5 |
5,750.0 |
S1 |
5,732.5 |
5,732.5 |
5,760.0 |
5,739.5 |
S2 |
5,701.5 |
5,701.5 |
5,756.0 |
|
S3 |
5,656.5 |
5,687.5 |
5,751.5 |
|
S4 |
5,611.5 |
5,642.5 |
5,739.0 |
|
|
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 |
|
|
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 |
5,700.0 |
106.0 |
1.8% |
29.0 |
0.5% |
60% |
False |
False |
12 |
10 |
5,806.0 |
5,659.5 |
146.5 |
2.5% |
35.0 |
0.6% |
71% |
False |
False |
10 |
20 |
5,858.5 |
5,659.5 |
199.0 |
3.5% |
25.5 |
0.4% |
53% |
False |
False |
22 |
40 |
5,858.5 |
5,585.5 |
273.0 |
4.7% |
14.5 |
0.3% |
65% |
False |
False |
26 |
60 |
5,858.5 |
5,380.5 |
478.0 |
8.3% |
10.0 |
0.2% |
80% |
False |
False |
27 |
80 |
5,858.5 |
5,340.5 |
518.0 |
9.0% |
9.0 |
0.2% |
82% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,951.0 |
2.618 |
5,878.0 |
1.618 |
5,833.0 |
1.000 |
5,805.0 |
0.618 |
5,788.0 |
HIGH |
5,760.0 |
0.618 |
5,743.0 |
0.500 |
5,737.5 |
0.382 |
5,732.0 |
LOW |
5,715.0 |
0.618 |
5,687.0 |
1.000 |
5,670.0 |
1.618 |
5,642.0 |
2.618 |
5,597.0 |
4.250 |
5,524.0 |
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