| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,797.33 |
2,781.81 |
-15.52 |
-0.6% |
2,811.45 |
| High |
2,801.85 |
2,781.81 |
-20.04 |
-0.7% |
2,845.97 |
| Low |
2,781.38 |
2,736.98 |
-44.40 |
-1.6% |
2,779.01 |
| Close |
2,786.92 |
2,741.92 |
-45.00 |
-1.6% |
2,811.94 |
| Range |
20.47 |
44.83 |
24.36 |
119.0% |
66.96 |
| ATR |
30.83 |
32.20 |
1.36 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.06 |
2,859.82 |
2,766.58 |
|
| R3 |
2,843.23 |
2,814.99 |
2,754.25 |
|
| R2 |
2,798.40 |
2,798.40 |
2,750.14 |
|
| R1 |
2,770.16 |
2,770.16 |
2,746.03 |
2,761.87 |
| PP |
2,753.57 |
2,753.57 |
2,753.57 |
2,749.42 |
| S1 |
2,725.33 |
2,725.33 |
2,737.81 |
2,717.04 |
| S2 |
2,708.74 |
2,708.74 |
2,733.70 |
|
| S3 |
2,663.91 |
2,680.50 |
2,729.59 |
|
| S4 |
2,619.08 |
2,635.67 |
2,717.26 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.19 |
2,979.52 |
2,848.77 |
|
| R3 |
2,946.23 |
2,912.56 |
2,830.35 |
|
| R2 |
2,879.27 |
2,879.27 |
2,824.22 |
|
| R1 |
2,845.60 |
2,845.60 |
2,818.08 |
2,862.44 |
| PP |
2,812.31 |
2,812.31 |
2,812.31 |
2,820.72 |
| S1 |
2,778.64 |
2,778.64 |
2,805.80 |
2,795.48 |
| S2 |
2,745.35 |
2,745.35 |
2,799.66 |
|
| S3 |
2,678.39 |
2,711.68 |
2,793.53 |
|
| S4 |
2,611.43 |
2,644.72 |
2,775.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,845.97 |
2,736.98 |
108.99 |
4.0% |
30.20 |
1.1% |
5% |
False |
True |
|
| 10 |
2,845.97 |
2,736.98 |
108.99 |
4.0% |
32.82 |
1.2% |
5% |
False |
True |
|
| 20 |
2,878.38 |
2,736.98 |
141.40 |
5.2% |
29.06 |
1.1% |
3% |
False |
True |
|
| 40 |
2,878.38 |
2,721.12 |
157.26 |
5.7% |
27.33 |
1.0% |
13% |
False |
False |
|
| 60 |
2,878.38 |
2,535.04 |
343.34 |
12.5% |
28.77 |
1.0% |
60% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.4% |
30.53 |
1.1% |
63% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
15.8% |
32.37 |
1.2% |
69% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
15.8% |
32.75 |
1.2% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,972.34 |
|
2.618 |
2,899.17 |
|
1.618 |
2,854.34 |
|
1.000 |
2,826.64 |
|
0.618 |
2,809.51 |
|
HIGH |
2,781.81 |
|
0.618 |
2,764.68 |
|
0.500 |
2,759.40 |
|
0.382 |
2,754.11 |
|
LOW |
2,736.98 |
|
0.618 |
2,709.28 |
|
1.000 |
2,692.15 |
|
1.618 |
2,664.45 |
|
2.618 |
2,619.62 |
|
4.250 |
2,546.45 |
|
|