Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,833.5 |
5,805.0 |
-28.5 |
-0.5% |
5,710.0 |
High |
5,840.0 |
5,840.0 |
0.0 |
0.0% |
5,853.0 |
Low |
5,798.5 |
5,801.0 |
2.5 |
0.0% |
5,710.0 |
Close |
5,825.0 |
5,808.0 |
-17.0 |
-0.3% |
5,825.0 |
Range |
41.5 |
39.0 |
-2.5 |
-6.0% |
143.0 |
ATR |
41.0 |
40.9 |
-0.1 |
-0.4% |
0.0 |
Volume |
5 |
15 |
10 |
200.0% |
118 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,933.5 |
5,909.5 |
5,829.5 |
|
R3 |
5,894.5 |
5,870.5 |
5,818.5 |
|
R2 |
5,855.5 |
5,855.5 |
5,815.0 |
|
R1 |
5,831.5 |
5,831.5 |
5,811.5 |
5,843.5 |
PP |
5,816.5 |
5,816.5 |
5,816.5 |
5,822.0 |
S1 |
5,792.5 |
5,792.5 |
5,804.5 |
5,804.5 |
S2 |
5,777.5 |
5,777.5 |
5,801.0 |
|
S3 |
5,738.5 |
5,753.5 |
5,797.5 |
|
S4 |
5,699.5 |
5,714.5 |
5,786.5 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,225.0 |
6,168.0 |
5,903.5 |
|
R3 |
6,082.0 |
6,025.0 |
5,864.5 |
|
R2 |
5,939.0 |
5,939.0 |
5,851.0 |
|
R1 |
5,882.0 |
5,882.0 |
5,838.0 |
5,910.5 |
PP |
5,796.0 |
5,796.0 |
5,796.0 |
5,810.0 |
S1 |
5,739.0 |
5,739.0 |
5,812.0 |
5,767.5 |
S2 |
5,653.0 |
5,653.0 |
5,799.0 |
|
S3 |
5,510.0 |
5,596.0 |
5,785.5 |
|
S4 |
5,367.0 |
5,453.0 |
5,746.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,853.0 |
5,792.5 |
60.5 |
1.0% |
19.5 |
0.3% |
26% |
False |
False |
25 |
10 |
5,853.0 |
5,700.0 |
153.0 |
2.6% |
28.5 |
0.5% |
71% |
False |
False |
19 |
20 |
5,853.0 |
5,659.5 |
193.5 |
3.3% |
30.5 |
0.5% |
77% |
False |
False |
15 |
40 |
5,858.5 |
5,585.5 |
273.0 |
4.7% |
19.0 |
0.3% |
82% |
False |
False |
21 |
60 |
5,858.5 |
5,543.5 |
315.0 |
5.4% |
13.0 |
0.2% |
84% |
False |
False |
26 |
80 |
5,858.5 |
5,380.5 |
478.0 |
8.2% |
10.5 |
0.2% |
89% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,006.0 |
2.618 |
5,942.0 |
1.618 |
5,903.0 |
1.000 |
5,879.0 |
0.618 |
5,864.0 |
HIGH |
5,840.0 |
0.618 |
5,825.0 |
0.500 |
5,820.5 |
0.382 |
5,816.0 |
LOW |
5,801.0 |
0.618 |
5,777.0 |
1.000 |
5,762.0 |
1.618 |
5,738.0 |
2.618 |
5,699.0 |
4.250 |
5,635.0 |
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