| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,432.0 |
2,462.0 |
30.0 |
1.2% |
2,499.0 |
| High |
2,479.0 |
2,476.0 |
-3.0 |
-0.1% |
2,500.0 |
| Low |
2,425.0 |
2,451.0 |
26.0 |
1.1% |
2,425.0 |
| Close |
2,474.0 |
2,458.0 |
-16.0 |
-0.6% |
2,458.0 |
| Range |
54.0 |
25.0 |
-29.0 |
-53.7% |
75.0 |
| ATR |
40.4 |
39.3 |
-1.1 |
-2.7% |
0.0 |
| Volume |
116 |
62 |
-54 |
-46.6% |
414 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.7 |
2,522.3 |
2,471.8 |
|
| R3 |
2,511.7 |
2,497.3 |
2,464.9 |
|
| R2 |
2,486.7 |
2,486.7 |
2,462.6 |
|
| R1 |
2,472.3 |
2,472.3 |
2,460.3 |
2,467.0 |
| PP |
2,461.7 |
2,461.7 |
2,461.7 |
2,459.0 |
| S1 |
2,447.3 |
2,447.3 |
2,455.7 |
2,442.0 |
| S2 |
2,436.7 |
2,436.7 |
2,453.4 |
|
| S3 |
2,411.7 |
2,422.3 |
2,451.1 |
|
| S4 |
2,386.7 |
2,397.3 |
2,444.3 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.0 |
2,647.0 |
2,499.3 |
|
| R3 |
2,611.0 |
2,572.0 |
2,478.6 |
|
| R2 |
2,536.0 |
2,536.0 |
2,471.8 |
|
| R1 |
2,497.0 |
2,497.0 |
2,464.9 |
2,479.0 |
| PP |
2,461.0 |
2,461.0 |
2,461.0 |
2,452.0 |
| S1 |
2,422.0 |
2,422.0 |
2,451.1 |
2,404.0 |
| S2 |
2,386.0 |
2,386.0 |
2,444.3 |
|
| S3 |
2,311.0 |
2,347.0 |
2,437.4 |
|
| S4 |
2,236.0 |
2,272.0 |
2,416.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,500.0 |
2,425.0 |
75.0 |
3.1% |
33.6 |
1.4% |
44% |
False |
False |
82 |
| 10 |
2,521.0 |
2,425.0 |
96.0 |
3.9% |
36.1 |
1.5% |
34% |
False |
False |
86 |
| 20 |
2,570.0 |
2,425.0 |
145.0 |
5.9% |
34.1 |
1.4% |
23% |
False |
False |
6,825 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
35.0 |
1.4% |
38% |
False |
False |
4,525 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
19.1% |
34.7 |
1.4% |
73% |
False |
False |
3,067 |
| 80 |
2,586.0 |
2,101.0 |
485.0 |
19.7% |
31.9 |
1.3% |
74% |
False |
False |
2,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,582.3 |
|
2.618 |
2,541.5 |
|
1.618 |
2,516.5 |
|
1.000 |
2,501.0 |
|
0.618 |
2,491.5 |
|
HIGH |
2,476.0 |
|
0.618 |
2,466.5 |
|
0.500 |
2,463.5 |
|
0.382 |
2,460.6 |
|
LOW |
2,451.0 |
|
0.618 |
2,435.6 |
|
1.000 |
2,426.0 |
|
1.618 |
2,410.6 |
|
2.618 |
2,385.6 |
|
4.250 |
2,344.8 |
|
|