| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,720.00 |
2,737.50 |
17.50 |
0.6% |
2,798.00 |
| High |
2,724.75 |
2,766.00 |
41.25 |
1.5% |
2,798.00 |
| Low |
2,703.75 |
2,726.00 |
22.25 |
0.8% |
2,703.50 |
| Close |
2,724.75 |
2,758.75 |
34.00 |
1.2% |
2,703.50 |
| Range |
21.00 |
40.00 |
19.00 |
90.5% |
94.50 |
| ATR |
20.82 |
22.28 |
1.46 |
7.0% |
0.00 |
| Volume |
20 |
6 |
-14 |
-70.0% |
66 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.25 |
2,854.50 |
2,780.75 |
|
| R3 |
2,830.25 |
2,814.50 |
2,769.75 |
|
| R2 |
2,790.25 |
2,790.25 |
2,766.00 |
|
| R1 |
2,774.50 |
2,774.50 |
2,762.50 |
2,782.50 |
| PP |
2,750.25 |
2,750.25 |
2,750.25 |
2,754.25 |
| S1 |
2,734.50 |
2,734.50 |
2,755.00 |
2,742.50 |
| S2 |
2,710.25 |
2,710.25 |
2,751.50 |
|
| S3 |
2,670.25 |
2,694.50 |
2,747.75 |
|
| S4 |
2,630.25 |
2,654.50 |
2,736.75 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,018.50 |
2,955.50 |
2,755.50 |
|
| R3 |
2,924.00 |
2,861.00 |
2,729.50 |
|
| R2 |
2,829.50 |
2,829.50 |
2,720.75 |
|
| R1 |
2,766.50 |
2,766.50 |
2,712.25 |
2,750.75 |
| PP |
2,735.00 |
2,735.00 |
2,735.00 |
2,727.00 |
| S1 |
2,672.00 |
2,672.00 |
2,694.75 |
2,656.25 |
| S2 |
2,640.50 |
2,640.50 |
2,686.25 |
|
| S3 |
2,546.00 |
2,577.50 |
2,677.50 |
|
| S4 |
2,451.50 |
2,483.00 |
2,651.50 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,936.00 |
|
2.618 |
2,870.75 |
|
1.618 |
2,830.75 |
|
1.000 |
2,806.00 |
|
0.618 |
2,790.75 |
|
HIGH |
2,766.00 |
|
0.618 |
2,750.75 |
|
0.500 |
2,746.00 |
|
0.382 |
2,741.25 |
|
LOW |
2,726.00 |
|
0.618 |
2,701.25 |
|
1.000 |
2,686.00 |
|
1.618 |
2,661.25 |
|
2.618 |
2,621.25 |
|
4.250 |
2,556.00 |
|
|