| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,784.5 |
1,781.4 |
-3.1 |
-0.2% |
1,777.0 |
| High |
1,784.5 |
1,784.5 |
0.0 |
0.0% |
1,801.8 |
| Low |
1,774.5 |
1,769.1 |
-5.4 |
-0.3% |
1,770.2 |
| Close |
1,779.8 |
1,769.1 |
-10.7 |
-0.6% |
1,784.9 |
| Range |
10.0 |
15.4 |
5.4 |
54.0% |
31.6 |
| ATR |
16.8 |
16.7 |
-0.1 |
-0.6% |
0.0 |
| Volume |
954 |
439 |
-515 |
-54.0% |
5,945 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,820.4 |
1,810.2 |
1,777.6 |
|
| R3 |
1,805.0 |
1,794.8 |
1,773.3 |
|
| R2 |
1,789.6 |
1,789.6 |
1,771.9 |
|
| R1 |
1,779.4 |
1,779.4 |
1,770.5 |
1,776.8 |
| PP |
1,774.2 |
1,774.2 |
1,774.2 |
1,773.0 |
| S1 |
1,764.0 |
1,764.0 |
1,767.7 |
1,761.4 |
| S2 |
1,758.8 |
1,758.8 |
1,766.3 |
|
| S3 |
1,743.4 |
1,748.6 |
1,764.9 |
|
| S4 |
1,728.0 |
1,733.2 |
1,760.6 |
|
|
| 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 |
1,769.1 |
32.7 |
1.8% |
14.0 |
0.8% |
0% |
False |
True |
1,051 |
| 10 |
1,801.8 |
1,745.4 |
56.4 |
3.2% |
17.1 |
1.0% |
42% |
False |
False |
1,078 |
| 20 |
1,801.8 |
1,731.0 |
70.8 |
4.0% |
17.3 |
1.0% |
54% |
False |
False |
1,191 |
| 40 |
1,801.8 |
1,598.8 |
203.0 |
11.5% |
16.2 |
0.9% |
84% |
False |
False |
830 |
| 60 |
1,801.8 |
1,579.4 |
222.4 |
12.6% |
13.3 |
0.8% |
85% |
False |
False |
716 |
| 80 |
1,801.8 |
1,558.6 |
243.2 |
13.7% |
12.6 |
0.7% |
87% |
False |
False |
664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,850.0 |
|
2.618 |
1,824.8 |
|
1.618 |
1,809.4 |
|
1.000 |
1,799.9 |
|
0.618 |
1,794.0 |
|
HIGH |
1,784.5 |
|
0.618 |
1,778.6 |
|
0.500 |
1,776.8 |
|
0.382 |
1,775.0 |
|
LOW |
1,769.1 |
|
0.618 |
1,759.6 |
|
1.000 |
1,753.7 |
|
1.618 |
1,744.2 |
|
2.618 |
1,728.8 |
|
4.250 |
1,703.7 |
|
|