| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,701.91 |
2,657.73 |
-44.18 |
-1.6% |
2,650.51 |
| High |
2,701.91 |
2,678.94 |
-22.97 |
-0.9% |
2,701.91 |
| Low |
2,654.97 |
2,651.37 |
-3.60 |
-0.1% |
2,639.63 |
| Close |
2,656.28 |
2,672.91 |
16.63 |
0.6% |
2,656.28 |
| Range |
46.94 |
27.57 |
-19.37 |
-41.3% |
62.28 |
| ATR |
35.12 |
34.59 |
-0.54 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.45 |
2,739.25 |
2,688.07 |
|
| R3 |
2,722.88 |
2,711.68 |
2,680.49 |
|
| R2 |
2,695.31 |
2,695.31 |
2,677.96 |
|
| R1 |
2,684.11 |
2,684.11 |
2,675.44 |
2,689.71 |
| PP |
2,667.74 |
2,667.74 |
2,667.74 |
2,670.54 |
| S1 |
2,656.54 |
2,656.54 |
2,670.38 |
2,662.14 |
| S2 |
2,640.17 |
2,640.17 |
2,667.86 |
|
| S3 |
2,612.60 |
2,628.97 |
2,665.33 |
|
| S4 |
2,585.03 |
2,601.40 |
2,657.75 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.78 |
2,816.81 |
2,690.53 |
|
| R3 |
2,790.50 |
2,754.53 |
2,673.41 |
|
| R2 |
2,728.22 |
2,728.22 |
2,667.70 |
|
| R1 |
2,692.25 |
2,692.25 |
2,661.99 |
2,710.24 |
| PP |
2,665.94 |
2,665.94 |
2,665.94 |
2,674.93 |
| S1 |
2,629.97 |
2,629.97 |
2,650.57 |
2,647.96 |
| S2 |
2,603.66 |
2,603.66 |
2,644.86 |
|
| S3 |
2,541.38 |
2,567.69 |
2,639.15 |
|
| S4 |
2,479.10 |
2,505.41 |
2,622.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,701.91 |
2,636.83 |
65.08 |
2.4% |
32.33 |
1.2% |
55% |
False |
False |
|
| 10 |
2,741.58 |
2,636.83 |
104.75 |
3.9% |
34.97 |
1.3% |
34% |
False |
False |
|
| 20 |
2,845.97 |
2,636.83 |
209.14 |
7.8% |
33.24 |
1.2% |
17% |
False |
False |
|
| 40 |
2,878.38 |
2,636.83 |
241.55 |
9.0% |
30.23 |
1.1% |
15% |
False |
False |
|
| 60 |
2,878.38 |
2,636.83 |
241.55 |
9.0% |
28.47 |
1.1% |
15% |
False |
False |
|
| 80 |
2,878.38 |
2,522.89 |
355.49 |
13.3% |
29.89 |
1.1% |
42% |
False |
False |
|
| 100 |
2,878.38 |
2,510.37 |
368.01 |
13.8% |
31.01 |
1.2% |
44% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.3% |
32.78 |
1.2% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.11 |
|
2.618 |
2,751.12 |
|
1.618 |
2,723.55 |
|
1.000 |
2,706.51 |
|
0.618 |
2,695.98 |
|
HIGH |
2,678.94 |
|
0.618 |
2,668.41 |
|
0.500 |
2,665.16 |
|
0.382 |
2,661.90 |
|
LOW |
2,651.37 |
|
0.618 |
2,634.33 |
|
1.000 |
2,623.80 |
|
1.618 |
2,606.76 |
|
2.618 |
2,579.19 |
|
4.250 |
2,534.20 |
|
|