| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,728.2 |
1,715.4 |
-12.8 |
-0.7% |
1,755.9 |
| High |
1,728.8 |
1,716.9 |
-11.9 |
-0.7% |
1,758.5 |
| Low |
1,709.6 |
1,703.0 |
-6.6 |
-0.4% |
1,722.5 |
| Close |
1,713.3 |
1,705.5 |
-7.8 |
-0.5% |
1,728.0 |
| Range |
19.2 |
13.9 |
-5.3 |
-27.6% |
36.0 |
| ATR |
16.6 |
16.4 |
-0.2 |
-1.2% |
0.0 |
| Volume |
1,102 |
570 |
-532 |
-48.3% |
3,298 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,750.2 |
1,741.7 |
1,713.1 |
|
| R3 |
1,736.3 |
1,727.8 |
1,709.3 |
|
| R2 |
1,722.4 |
1,722.4 |
1,708.0 |
|
| R1 |
1,713.9 |
1,713.9 |
1,706.8 |
1,711.2 |
| PP |
1,708.5 |
1,708.5 |
1,708.5 |
1,707.1 |
| S1 |
1,700.0 |
1,700.0 |
1,704.2 |
1,697.3 |
| S2 |
1,694.6 |
1,694.6 |
1,703.0 |
|
| S3 |
1,680.7 |
1,686.1 |
1,701.7 |
|
| S4 |
1,666.8 |
1,672.2 |
1,697.9 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,844.3 |
1,822.2 |
1,747.8 |
|
| R3 |
1,808.3 |
1,786.2 |
1,737.9 |
|
| R2 |
1,772.3 |
1,772.3 |
1,734.6 |
|
| R1 |
1,750.2 |
1,750.2 |
1,731.3 |
1,743.3 |
| PP |
1,736.3 |
1,736.3 |
1,736.3 |
1,732.9 |
| S1 |
1,714.2 |
1,714.2 |
1,724.7 |
1,707.3 |
| S2 |
1,700.3 |
1,700.3 |
1,721.4 |
|
| S3 |
1,664.3 |
1,678.2 |
1,718.1 |
|
| S4 |
1,628.3 |
1,642.2 |
1,708.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,756.6 |
1,703.0 |
53.6 |
3.1% |
17.1 |
1.0% |
5% |
False |
True |
917 |
| 10 |
1,779.3 |
1,703.0 |
76.3 |
4.5% |
15.6 |
0.9% |
3% |
False |
True |
829 |
| 20 |
1,801.8 |
1,703.0 |
98.8 |
5.8% |
15.4 |
0.9% |
3% |
False |
True |
932 |
| 40 |
1,801.8 |
1,655.0 |
146.8 |
8.6% |
16.8 |
1.0% |
34% |
False |
False |
945 |
| 60 |
1,801.8 |
1,594.7 |
207.1 |
12.1% |
15.1 |
0.9% |
54% |
False |
False |
801 |
| 80 |
1,801.8 |
1,567.0 |
234.8 |
13.8% |
13.1 |
0.8% |
59% |
False |
False |
730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,776.0 |
|
2.618 |
1,753.3 |
|
1.618 |
1,739.4 |
|
1.000 |
1,730.8 |
|
0.618 |
1,725.5 |
|
HIGH |
1,716.9 |
|
0.618 |
1,711.6 |
|
0.500 |
1,710.0 |
|
0.382 |
1,708.3 |
|
LOW |
1,703.0 |
|
0.618 |
1,694.4 |
|
1.000 |
1,689.1 |
|
1.618 |
1,680.5 |
|
2.618 |
1,666.6 |
|
4.250 |
1,643.9 |
|
|