| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,797.2 |
1,784.5 |
-12.7 |
-0.7% |
1,777.0 |
| High |
1,801.8 |
1,784.5 |
-17.3 |
-1.0% |
1,801.8 |
| Low |
1,780.8 |
1,774.5 |
-6.3 |
-0.4% |
1,770.2 |
| Close |
1,784.9 |
1,779.8 |
-5.1 |
-0.3% |
1,784.9 |
| Range |
21.0 |
10.0 |
-11.0 |
-52.4% |
31.6 |
| ATR |
17.3 |
16.8 |
-0.5 |
-2.8% |
0.0 |
| Volume |
765 |
954 |
189 |
24.7% |
5,945 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,809.6 |
1,804.7 |
1,785.3 |
|
| R3 |
1,799.6 |
1,794.7 |
1,782.6 |
|
| R2 |
1,789.6 |
1,789.6 |
1,781.6 |
|
| R1 |
1,784.7 |
1,784.7 |
1,780.7 |
1,782.2 |
| PP |
1,779.6 |
1,779.6 |
1,779.6 |
1,778.3 |
| S1 |
1,774.7 |
1,774.7 |
1,778.9 |
1,772.2 |
| S2 |
1,769.6 |
1,769.6 |
1,778.0 |
|
| S3 |
1,759.6 |
1,764.7 |
1,777.1 |
|
| S4 |
1,749.6 |
1,754.7 |
1,774.3 |
|
|
| 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 |
1,774.5 |
27.3 |
1.5% |
12.8 |
0.7% |
19% |
False |
True |
1,209 |
| 10 |
1,801.8 |
1,745.4 |
56.4 |
3.2% |
17.0 |
1.0% |
61% |
False |
False |
1,223 |
| 20 |
1,801.8 |
1,731.0 |
70.8 |
4.0% |
17.0 |
1.0% |
69% |
False |
False |
1,184 |
| 40 |
1,801.8 |
1,598.8 |
203.0 |
11.4% |
16.2 |
0.9% |
89% |
False |
False |
830 |
| 60 |
1,801.8 |
1,579.4 |
222.4 |
12.5% |
13.1 |
0.7% |
90% |
False |
False |
716 |
| 80 |
1,801.8 |
1,558.6 |
243.2 |
13.7% |
12.5 |
0.7% |
91% |
False |
False |
661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,827.0 |
|
2.618 |
1,810.7 |
|
1.618 |
1,800.7 |
|
1.000 |
1,794.5 |
|
0.618 |
1,790.7 |
|
HIGH |
1,784.5 |
|
0.618 |
1,780.7 |
|
0.500 |
1,779.5 |
|
0.382 |
1,778.3 |
|
LOW |
1,774.5 |
|
0.618 |
1,768.3 |
|
1.000 |
1,764.5 |
|
1.618 |
1,758.3 |
|
2.618 |
1,748.3 |
|
4.250 |
1,732.0 |
|
|