| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,750.81 |
2,719.69 |
-31.12 |
-1.1% |
2,797.33 |
| High |
2,750.81 |
2,734.40 |
-16.41 |
-0.6% |
2,801.85 |
| Low |
2,718.49 |
2,714.17 |
-4.32 |
-0.2% |
2,714.17 |
| Close |
2,719.21 |
2,720.14 |
0.93 |
0.0% |
2,720.14 |
| Range |
32.32 |
20.23 |
-12.09 |
-37.4% |
87.68 |
| ATR |
31.73 |
30.91 |
-0.82 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,783.59 |
2,772.10 |
2,731.27 |
|
| R3 |
2,763.36 |
2,751.87 |
2,725.70 |
|
| R2 |
2,743.13 |
2,743.13 |
2,723.85 |
|
| R1 |
2,731.64 |
2,731.64 |
2,721.99 |
2,737.39 |
| PP |
2,722.90 |
2,722.90 |
2,722.90 |
2,725.78 |
| S1 |
2,711.41 |
2,711.41 |
2,718.29 |
2,717.16 |
| S2 |
2,702.67 |
2,702.67 |
2,716.43 |
|
| S3 |
2,682.44 |
2,691.18 |
2,714.58 |
|
| S4 |
2,662.21 |
2,670.95 |
2,709.01 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.43 |
2,951.96 |
2,768.36 |
|
| R3 |
2,920.75 |
2,864.28 |
2,744.25 |
|
| R2 |
2,833.07 |
2,833.07 |
2,736.21 |
|
| R1 |
2,776.60 |
2,776.60 |
2,728.18 |
2,761.00 |
| PP |
2,745.39 |
2,745.39 |
2,745.39 |
2,737.58 |
| S1 |
2,688.92 |
2,688.92 |
2,712.10 |
2,673.32 |
| S2 |
2,657.71 |
2,657.71 |
2,704.07 |
|
| S3 |
2,570.03 |
2,601.24 |
2,696.03 |
|
| S4 |
2,482.35 |
2,513.56 |
2,671.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,801.85 |
2,714.17 |
87.68 |
3.2% |
28.58 |
1.1% |
7% |
False |
True |
|
| 10 |
2,845.97 |
2,714.17 |
131.80 |
4.8% |
30.49 |
1.1% |
5% |
False |
True |
|
| 20 |
2,878.38 |
2,714.17 |
164.21 |
6.0% |
27.99 |
1.0% |
4% |
False |
True |
|
| 40 |
2,878.38 |
2,714.17 |
164.21 |
6.0% |
27.58 |
1.0% |
4% |
False |
True |
|
| 60 |
2,878.38 |
2,535.04 |
343.34 |
12.6% |
28.14 |
1.0% |
54% |
False |
False |
|
| 80 |
2,878.38 |
2,510.37 |
368.01 |
13.5% |
30.26 |
1.1% |
57% |
False |
False |
|
| 100 |
2,878.38 |
2,443.92 |
434.46 |
16.0% |
31.58 |
1.2% |
64% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.0% |
32.60 |
1.2% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.38 |
|
2.618 |
2,787.36 |
|
1.618 |
2,767.13 |
|
1.000 |
2,754.63 |
|
0.618 |
2,746.90 |
|
HIGH |
2,734.40 |
|
0.618 |
2,726.67 |
|
0.500 |
2,724.29 |
|
0.382 |
2,721.90 |
|
LOW |
2,714.17 |
|
0.618 |
2,701.67 |
|
1.000 |
2,693.94 |
|
1.618 |
2,681.44 |
|
2.618 |
2,661.21 |
|
4.250 |
2,628.19 |
|
|