| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,784.5 |
1,797.2 |
12.7 |
0.7% |
1,777.0 |
| High |
1,800.6 |
1,801.8 |
1.2 |
0.1% |
1,801.8 |
| Low |
1,784.5 |
1,780.8 |
-3.7 |
-0.2% |
1,770.2 |
| Close |
1,800.6 |
1,784.9 |
-15.7 |
-0.9% |
1,784.9 |
| Range |
16.1 |
21.0 |
4.9 |
30.4% |
31.6 |
| ATR |
17.0 |
17.3 |
0.3 |
1.7% |
0.0 |
| Volume |
2,624 |
765 |
-1,859 |
-70.8% |
5,945 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,852.2 |
1,839.5 |
1,796.5 |
|
| R3 |
1,831.2 |
1,818.5 |
1,790.7 |
|
| R2 |
1,810.2 |
1,810.2 |
1,788.8 |
|
| R1 |
1,797.5 |
1,797.5 |
1,786.8 |
1,793.4 |
| PP |
1,789.2 |
1,789.2 |
1,789.2 |
1,787.1 |
| S1 |
1,776.5 |
1,776.5 |
1,783.0 |
1,772.4 |
| S2 |
1,768.2 |
1,768.2 |
1,781.1 |
|
| S3 |
1,747.2 |
1,755.5 |
1,779.1 |
|
| S4 |
1,726.2 |
1,734.5 |
1,773.4 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,880.4 |
1,864.3 |
1,802.3 |
|
| R3 |
1,848.8 |
1,832.7 |
1,793.6 |
|
| R2 |
1,817.2 |
1,817.2 |
1,790.7 |
|
| R1 |
1,801.1 |
1,801.1 |
1,787.8 |
1,809.2 |
| PP |
1,785.6 |
1,785.6 |
1,785.6 |
1,789.7 |
| S1 |
1,769.5 |
1,769.5 |
1,782.0 |
1,777.6 |
| S2 |
1,754.0 |
1,754.0 |
1,779.1 |
|
| S3 |
1,722.4 |
1,737.9 |
1,776.2 |
|
| S4 |
1,690.8 |
1,706.3 |
1,767.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,801.8 |
1,770.2 |
31.6 |
1.8% |
15.8 |
0.9% |
47% |
True |
False |
1,189 |
| 10 |
1,801.8 |
1,745.4 |
56.4 |
3.2% |
17.4 |
1.0% |
70% |
True |
False |
1,307 |
| 20 |
1,801.8 |
1,731.0 |
70.8 |
4.0% |
16.9 |
0.9% |
76% |
True |
False |
1,169 |
| 40 |
1,801.8 |
1,598.8 |
203.0 |
11.4% |
16.4 |
0.9% |
92% |
True |
False |
818 |
| 60 |
1,801.8 |
1,578.8 |
223.0 |
12.5% |
13.3 |
0.7% |
92% |
True |
False |
705 |
| 80 |
1,801.8 |
1,558.6 |
243.2 |
13.6% |
12.4 |
0.7% |
93% |
True |
False |
653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,891.1 |
|
2.618 |
1,856.8 |
|
1.618 |
1,835.8 |
|
1.000 |
1,822.8 |
|
0.618 |
1,814.8 |
|
HIGH |
1,801.8 |
|
0.618 |
1,793.8 |
|
0.500 |
1,791.3 |
|
0.382 |
1,788.8 |
|
LOW |
1,780.8 |
|
0.618 |
1,767.8 |
|
1.000 |
1,759.8 |
|
1.618 |
1,746.8 |
|
2.618 |
1,725.8 |
|
4.250 |
1,691.6 |
|
|