| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,774.2 |
1,755.9 |
-18.3 |
-1.0% |
1,784.5 |
| High |
1,776.6 |
1,755.9 |
-20.7 |
-1.2% |
1,784.5 |
| Low |
1,759.3 |
1,735.6 |
-23.7 |
-1.3% |
1,759.3 |
| Close |
1,763.9 |
1,741.7 |
-22.2 |
-1.3% |
1,763.9 |
| Range |
17.3 |
20.3 |
3.0 |
17.3% |
25.2 |
| ATR |
16.0 |
16.9 |
0.9 |
5.5% |
0.0 |
| Volume |
527 |
753 |
226 |
42.9% |
3,086 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,805.3 |
1,793.8 |
1,752.9 |
|
| R3 |
1,785.0 |
1,773.5 |
1,747.3 |
|
| R2 |
1,764.7 |
1,764.7 |
1,745.4 |
|
| R1 |
1,753.2 |
1,753.2 |
1,743.6 |
1,748.8 |
| PP |
1,744.4 |
1,744.4 |
1,744.4 |
1,742.2 |
| S1 |
1,732.9 |
1,732.9 |
1,739.8 |
1,728.5 |
| S2 |
1,724.1 |
1,724.1 |
1,738.0 |
|
| S3 |
1,703.8 |
1,712.6 |
1,736.1 |
|
| S4 |
1,683.5 |
1,692.3 |
1,730.5 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,844.8 |
1,829.6 |
1,777.8 |
|
| R3 |
1,819.6 |
1,804.4 |
1,770.8 |
|
| R2 |
1,794.4 |
1,794.4 |
1,768.5 |
|
| R1 |
1,779.2 |
1,779.2 |
1,766.2 |
1,774.2 |
| PP |
1,769.2 |
1,769.2 |
1,769.2 |
1,766.8 |
| S1 |
1,754.0 |
1,754.0 |
1,761.6 |
1,749.0 |
| S2 |
1,744.0 |
1,744.0 |
1,759.3 |
|
| S3 |
1,718.8 |
1,728.8 |
1,757.0 |
|
| S4 |
1,693.6 |
1,703.6 |
1,750.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,784.5 |
1,735.6 |
48.9 |
2.8% |
15.0 |
0.9% |
12% |
False |
True |
577 |
| 10 |
1,801.8 |
1,735.6 |
66.2 |
3.8% |
13.9 |
0.8% |
9% |
False |
True |
893 |
| 20 |
1,801.8 |
1,735.6 |
66.2 |
3.8% |
15.7 |
0.9% |
9% |
False |
True |
1,002 |
| 40 |
1,801.8 |
1,619.0 |
182.8 |
10.5% |
16.2 |
0.9% |
67% |
False |
False |
839 |
| 60 |
1,801.8 |
1,584.7 |
217.1 |
12.5% |
14.0 |
0.8% |
72% |
False |
False |
738 |
| 80 |
1,801.8 |
1,558.6 |
243.2 |
14.0% |
12.6 |
0.7% |
75% |
False |
False |
677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,842.2 |
|
2.618 |
1,809.0 |
|
1.618 |
1,788.7 |
|
1.000 |
1,776.2 |
|
0.618 |
1,768.4 |
|
HIGH |
1,755.9 |
|
0.618 |
1,748.1 |
|
0.500 |
1,745.8 |
|
0.382 |
1,743.4 |
|
LOW |
1,735.6 |
|
0.618 |
1,723.1 |
|
1.000 |
1,715.3 |
|
1.618 |
1,702.8 |
|
2.618 |
1,682.5 |
|
4.250 |
1,649.3 |
|
|