Day Change Summary |
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Previous |
Current |
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26-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
2,657.91 |
2,650.51 |
-7.40 |
-0.3% |
2,678.89 |
High |
2,675.92 |
2,654.07 |
-21.85 |
-0.8% |
2,699.08 |
Low |
2,636.83 |
2,639.63 |
2.80 |
0.1% |
2,636.83 |
Close |
2,665.83 |
2,647.92 |
-17.91 |
-0.7% |
2,665.83 |
Range |
39.09 |
14.44 |
-24.65 |
-63.1% |
62.25 |
ATR |
34.12 |
33.56 |
-0.57 |
-1.7% |
0.00 |
Volume |
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Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,690.53 |
2,683.66 |
2,655.86 |
|
R3 |
2,676.09 |
2,669.22 |
2,651.89 |
|
R2 |
2,661.65 |
2,661.65 |
2,650.57 |
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R1 |
2,654.78 |
2,654.78 |
2,649.24 |
2,651.00 |
PP |
2,647.21 |
2,647.21 |
2,647.21 |
2,645.31 |
S1 |
2,640.34 |
2,640.34 |
2,646.60 |
2,636.56 |
S2 |
2,632.77 |
2,632.77 |
2,645.27 |
|
S3 |
2,618.33 |
2,625.90 |
2,643.95 |
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S4 |
2,603.89 |
2,611.46 |
2,639.98 |
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Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,854.00 |
2,822.16 |
2,700.07 |
|
R3 |
2,791.75 |
2,759.91 |
2,682.95 |
|
R2 |
2,729.50 |
2,729.50 |
2,677.24 |
|
R1 |
2,697.66 |
2,697.66 |
2,671.54 |
2,682.46 |
PP |
2,667.25 |
2,667.25 |
2,667.25 |
2,659.64 |
S1 |
2,635.41 |
2,635.41 |
2,660.12 |
2,620.21 |
S2 |
2,605.00 |
2,605.00 |
2,654.42 |
|
S3 |
2,542.75 |
2,573.16 |
2,648.71 |
|
S4 |
2,480.50 |
2,510.91 |
2,631.59 |
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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 |
2,689.48 |
2,636.83 |
52.65 |
2.0% |
29.59 |
1.1% |
21% |
False |
False |
|
10 |
2,784.81 |
2,636.83 |
147.98 |
5.6% |
34.48 |
1.3% |
7% |
False |
False |
|
20 |
2,845.97 |
2,636.83 |
209.14 |
7.9% |
31.80 |
1.2% |
5% |
False |
False |
|
40 |
2,878.38 |
2,636.83 |
241.55 |
9.1% |
30.07 |
1.1% |
5% |
False |
False |
|
60 |
2,878.38 |
2,636.83 |
241.55 |
9.1% |
27.75 |
1.0% |
5% |
False |
False |
|
80 |
2,878.38 |
2,522.89 |
355.49 |
13.4% |
29.99 |
1.1% |
35% |
False |
False |
|
100 |
2,878.38 |
2,510.37 |
368.01 |
13.9% |
31.34 |
1.2% |
37% |
False |
False |
|
120 |
2,878.38 |
2,443.92 |
434.46 |
16.4% |
32.61 |
1.2% |
47% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,715.44 |
2.618 |
2,691.87 |
1.618 |
2,677.43 |
1.000 |
2,668.51 |
0.618 |
2,662.99 |
HIGH |
2,654.07 |
0.618 |
2,648.55 |
0.500 |
2,646.85 |
0.382 |
2,645.15 |
LOW |
2,639.63 |
0.618 |
2,630.71 |
1.000 |
2,625.19 |
1.618 |
2,616.27 |
2.618 |
2,601.83 |
4.250 |
2,578.26 |
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