| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,623.75 |
2,640.00 |
16.25 |
0.6% |
2,651.75 |
| High |
2,652.75 |
2,652.75 |
0.00 |
0.0% |
2,681.50 |
| Low |
2,602.00 |
2,636.00 |
34.00 |
1.3% |
2,602.00 |
| Close |
2,652.75 |
2,652.75 |
0.00 |
0.0% |
2,652.75 |
| Range |
50.75 |
16.75 |
-34.00 |
-67.0% |
79.50 |
| ATR |
28.31 |
27.49 |
-0.83 |
-2.9% |
0.00 |
| Volume |
5 |
19 |
14 |
280.0% |
278 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,697.50 |
2,691.75 |
2,662.00 |
|
| R3 |
2,680.75 |
2,675.00 |
2,657.25 |
|
| R2 |
2,664.00 |
2,664.00 |
2,655.75 |
|
| R1 |
2,658.25 |
2,658.25 |
2,654.25 |
2,661.00 |
| PP |
2,647.25 |
2,647.25 |
2,647.25 |
2,648.50 |
| S1 |
2,641.50 |
2,641.50 |
2,651.25 |
2,644.50 |
| S2 |
2,630.50 |
2,630.50 |
2,649.75 |
|
| S3 |
2,613.75 |
2,624.75 |
2,648.25 |
|
| S4 |
2,597.00 |
2,608.00 |
2,643.50 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,884.00 |
2,847.75 |
2,696.50 |
|
| R3 |
2,804.50 |
2,768.25 |
2,674.50 |
|
| R2 |
2,725.00 |
2,725.00 |
2,667.25 |
|
| R1 |
2,688.75 |
2,688.75 |
2,660.00 |
2,707.00 |
| PP |
2,645.50 |
2,645.50 |
2,645.50 |
2,654.50 |
| S1 |
2,609.25 |
2,609.25 |
2,645.50 |
2,627.50 |
| S2 |
2,566.00 |
2,566.00 |
2,638.25 |
|
| S3 |
2,486.50 |
2,529.75 |
2,631.00 |
|
| S4 |
2,407.00 |
2,450.25 |
2,609.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,677.25 |
2,602.00 |
75.25 |
2.8% |
28.00 |
1.1% |
67% |
False |
False |
53 |
| 10 |
2,773.25 |
2,602.00 |
171.25 |
6.5% |
34.00 |
1.3% |
30% |
False |
False |
76 |
| 20 |
2,830.00 |
2,602.00 |
228.00 |
8.6% |
27.25 |
1.0% |
22% |
False |
False |
46 |
| 40 |
2,848.00 |
2,602.00 |
246.00 |
9.3% |
17.75 |
0.7% |
21% |
False |
False |
25 |
| 60 |
2,848.00 |
2,602.00 |
246.00 |
9.3% |
12.25 |
0.5% |
21% |
False |
False |
17 |
| 80 |
2,848.00 |
2,525.50 |
322.50 |
12.2% |
9.25 |
0.4% |
39% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,724.00 |
|
2.618 |
2,696.50 |
|
1.618 |
2,679.75 |
|
1.000 |
2,669.50 |
|
0.618 |
2,663.00 |
|
HIGH |
2,652.75 |
|
0.618 |
2,646.25 |
|
0.500 |
2,644.50 |
|
0.382 |
2,642.50 |
|
LOW |
2,636.00 |
|
0.618 |
2,625.75 |
|
1.000 |
2,619.25 |
|
1.618 |
2,609.00 |
|
2.618 |
2,592.25 |
|
4.250 |
2,564.75 |
|
|