| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,650.51 |
2,661.05 |
10.54 |
0.4% |
2,678.89 |
| High |
2,654.07 |
2,690.72 |
36.65 |
1.4% |
2,699.08 |
| Low |
2,639.63 |
2,657.11 |
17.48 |
0.7% |
2,636.83 |
| Close |
2,647.92 |
2,687.52 |
39.60 |
1.5% |
2,665.83 |
| Range |
14.44 |
33.61 |
19.17 |
132.8% |
62.25 |
| ATR |
33.56 |
34.22 |
0.66 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.28 |
2,767.01 |
2,706.01 |
|
| R3 |
2,745.67 |
2,733.40 |
2,696.76 |
|
| R2 |
2,712.06 |
2,712.06 |
2,693.68 |
|
| R1 |
2,699.79 |
2,699.79 |
2,690.60 |
2,705.93 |
| PP |
2,678.45 |
2,678.45 |
2,678.45 |
2,681.52 |
| S1 |
2,666.18 |
2,666.18 |
2,684.44 |
2,672.32 |
| S2 |
2,644.84 |
2,644.84 |
2,681.36 |
|
| S3 |
2,611.23 |
2,632.57 |
2,678.28 |
|
| S4 |
2,577.62 |
2,598.96 |
2,669.03 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,690.72 |
2,636.83 |
53.89 |
2.0% |
30.17 |
1.1% |
94% |
True |
False |
|
| 10 |
2,784.81 |
2,636.83 |
147.98 |
5.5% |
34.09 |
1.3% |
34% |
False |
False |
|
| 20 |
2,845.97 |
2,636.83 |
209.14 |
7.8% |
31.83 |
1.2% |
24% |
False |
False |
|
| 40 |
2,878.38 |
2,636.83 |
241.55 |
9.0% |
29.99 |
1.1% |
21% |
False |
False |
|
| 60 |
2,878.38 |
2,636.83 |
241.55 |
9.0% |
27.91 |
1.0% |
21% |
False |
False |
|
| 80 |
2,878.38 |
2,522.89 |
355.49 |
13.2% |
30.13 |
1.1% |
46% |
False |
False |
|
| 100 |
2,878.38 |
2,510.37 |
368.01 |
13.7% |
31.28 |
1.2% |
48% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.2% |
32.68 |
1.2% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,833.56 |
|
2.618 |
2,778.71 |
|
1.618 |
2,745.10 |
|
1.000 |
2,724.33 |
|
0.618 |
2,711.49 |
|
HIGH |
2,690.72 |
|
0.618 |
2,677.88 |
|
0.500 |
2,673.92 |
|
0.382 |
2,669.95 |
|
LOW |
2,657.11 |
|
0.618 |
2,636.34 |
|
1.000 |
2,623.50 |
|
1.618 |
2,602.73 |
|
2.618 |
2,569.12 |
|
4.250 |
2,514.27 |
|
|