| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,488.0 |
2,540.0 |
52.0 |
2.1% |
2,499.0 |
| High |
2,541.0 |
2,560.0 |
19.0 |
0.7% |
2,500.0 |
| Low |
2,488.0 |
2,538.0 |
50.0 |
2.0% |
2,425.0 |
| Close |
2,534.0 |
2,559.0 |
25.0 |
1.0% |
2,458.0 |
| Range |
53.0 |
22.0 |
-31.0 |
-58.5% |
75.0 |
| ATR |
41.1 |
40.1 |
-1.1 |
-2.6% |
0.0 |
| Volume |
80 |
202 |
122 |
152.5% |
414 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,618.3 |
2,610.7 |
2,571.1 |
|
| R3 |
2,596.3 |
2,588.7 |
2,565.1 |
|
| R2 |
2,574.3 |
2,574.3 |
2,563.0 |
|
| R1 |
2,566.7 |
2,566.7 |
2,561.0 |
2,570.5 |
| PP |
2,552.3 |
2,552.3 |
2,552.3 |
2,554.3 |
| S1 |
2,544.7 |
2,544.7 |
2,557.0 |
2,548.5 |
| S2 |
2,530.3 |
2,530.3 |
2,555.0 |
|
| S3 |
2,508.3 |
2,522.7 |
2,553.0 |
|
| S4 |
2,486.3 |
2,500.7 |
2,546.9 |
|
|
| 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 |
2,560.0 |
2,425.0 |
135.0 |
5.3% |
37.6 |
1.5% |
99% |
True |
False |
195 |
| 10 |
2,560.0 |
2,425.0 |
135.0 |
5.3% |
34.7 |
1.4% |
99% |
True |
False |
141 |
| 20 |
2,560.0 |
2,425.0 |
135.0 |
5.3% |
35.7 |
1.4% |
99% |
True |
False |
3,504 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
35.7 |
1.4% |
87% |
False |
False |
4,541 |
| 60 |
2,586.0 |
2,128.0 |
458.0 |
17.9% |
35.2 |
1.4% |
94% |
False |
False |
3,064 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.3% |
32.8 |
1.3% |
94% |
False |
False |
2,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.5 |
|
2.618 |
2,617.6 |
|
1.618 |
2,595.6 |
|
1.000 |
2,582.0 |
|
0.618 |
2,573.6 |
|
HIGH |
2,560.0 |
|
0.618 |
2,551.6 |
|
0.500 |
2,549.0 |
|
0.382 |
2,546.4 |
|
LOW |
2,538.0 |
|
0.618 |
2,524.4 |
|
1.000 |
2,516.0 |
|
1.618 |
2,502.4 |
|
2.618 |
2,480.4 |
|
4.250 |
2,444.5 |
|
|