Day Change Summary |
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Previous |
Current |
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02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,427.59 |
1,414.02 |
-13.57 |
-1.0% |
1,410.99 |
High |
1,434.27 |
1,419.90 |
-14.37 |
-1.0% |
1,434.27 |
Low |
1,412.91 |
1,408.13 |
-4.78 |
-0.3% |
1,405.95 |
Close |
1,414.20 |
1,417.26 |
3.06 |
0.2% |
1,414.20 |
Range |
21.36 |
11.77 |
-9.59 |
-44.9% |
28.32 |
ATR |
14.85 |
14.63 |
-0.22 |
-1.5% |
0.00 |
Volume |
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Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.41 |
1,445.60 |
1,423.73 |
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R3 |
1,438.64 |
1,433.83 |
1,420.50 |
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R2 |
1,426.87 |
1,426.87 |
1,419.42 |
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R1 |
1,422.06 |
1,422.06 |
1,418.34 |
1,424.47 |
PP |
1,415.10 |
1,415.10 |
1,415.10 |
1,416.30 |
S1 |
1,410.29 |
1,410.29 |
1,416.18 |
1,412.70 |
S2 |
1,403.33 |
1,403.33 |
1,415.10 |
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S3 |
1,391.56 |
1,398.52 |
1,414.02 |
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S4 |
1,379.79 |
1,386.75 |
1,410.79 |
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Weekly Pivots for week ending 02-Nov-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,503.10 |
1,486.97 |
1,429.78 |
|
R3 |
1,474.78 |
1,458.65 |
1,421.99 |
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R2 |
1,446.46 |
1,446.46 |
1,419.39 |
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R1 |
1,430.33 |
1,430.33 |
1,416.80 |
1,438.40 |
PP |
1,418.14 |
1,418.14 |
1,418.14 |
1,422.17 |
S1 |
1,402.01 |
1,402.01 |
1,411.60 |
1,410.08 |
S2 |
1,389.82 |
1,389.82 |
1,409.01 |
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S3 |
1,361.50 |
1,373.69 |
1,406.41 |
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S4 |
1,333.18 |
1,345.37 |
1,398.62 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,434.27 |
1,403.28 |
30.99 |
2.2% |
15.18 |
1.1% |
45% |
False |
False |
|
10 |
1,457.34 |
1,403.28 |
54.06 |
3.8% |
17.19 |
1.2% |
26% |
False |
False |
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20 |
1,470.96 |
1,403.28 |
67.68 |
4.8% |
14.69 |
1.0% |
21% |
False |
False |
|
40 |
1,474.51 |
1,403.28 |
71.23 |
5.0% |
13.25 |
0.9% |
20% |
False |
False |
|
60 |
1,474.51 |
1,395.62 |
78.89 |
5.6% |
12.45 |
0.9% |
27% |
False |
False |
|
80 |
1,474.51 |
1,325.41 |
149.10 |
10.5% |
13.46 |
0.9% |
62% |
False |
False |
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100 |
1,474.51 |
1,309.27 |
165.24 |
11.7% |
14.18 |
1.0% |
65% |
False |
False |
|
120 |
1,474.51 |
1,266.74 |
207.77 |
14.7% |
15.07 |
1.1% |
72% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,469.92 |
2.618 |
1,450.71 |
1.618 |
1,438.94 |
1.000 |
1,431.67 |
0.618 |
1,427.17 |
HIGH |
1,419.90 |
0.618 |
1,415.40 |
0.500 |
1,414.02 |
0.382 |
1,412.63 |
LOW |
1,408.13 |
0.618 |
1,400.86 |
1.000 |
1,396.36 |
1.618 |
1,389.09 |
2.618 |
1,377.32 |
4.250 |
1,358.11 |
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