| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,676.15 |
2,647.51 |
-28.64 |
-1.1% |
2,650.51 |
| High |
2,696.46 |
2,651.26 |
-45.20 |
-1.7% |
2,701.91 |
| Low |
2,668.45 |
2,602.29 |
-66.16 |
-2.5% |
2,639.63 |
| Close |
2,681.05 |
2,612.69 |
-68.36 |
-2.5% |
2,656.28 |
| Range |
28.01 |
48.97 |
20.96 |
74.8% |
62.28 |
| ATR |
34.12 |
37.30 |
3.19 |
9.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.99 |
2,739.81 |
2,639.62 |
|
| R3 |
2,720.02 |
2,690.84 |
2,626.16 |
|
| R2 |
2,671.05 |
2,671.05 |
2,621.67 |
|
| R1 |
2,641.87 |
2,641.87 |
2,617.18 |
2,631.98 |
| PP |
2,622.08 |
2,622.08 |
2,622.08 |
2,617.13 |
| S1 |
2,592.90 |
2,592.90 |
2,608.20 |
2,583.01 |
| S2 |
2,573.11 |
2,573.11 |
2,603.71 |
|
| S3 |
2,524.14 |
2,543.93 |
2,599.22 |
|
| S4 |
2,475.17 |
2,494.96 |
2,585.76 |
|
|
| 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 |
2,602.29 |
99.62 |
3.8% |
37.02 |
1.4% |
10% |
False |
True |
|
| 10 |
2,701.91 |
2,602.29 |
99.62 |
3.8% |
33.30 |
1.3% |
10% |
False |
True |
|
| 20 |
2,784.81 |
2,602.29 |
182.52 |
7.0% |
34.09 |
1.3% |
6% |
False |
True |
|
| 40 |
2,878.38 |
2,602.29 |
276.09 |
10.6% |
30.95 |
1.2% |
4% |
False |
True |
|
| 60 |
2,878.38 |
2,602.29 |
276.09 |
10.6% |
29.18 |
1.1% |
4% |
False |
True |
|
| 80 |
2,878.38 |
2,535.04 |
343.34 |
13.1% |
29.81 |
1.1% |
23% |
False |
False |
|
| 100 |
2,878.38 |
2,510.37 |
368.01 |
14.1% |
31.10 |
1.2% |
28% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.6% |
32.77 |
1.3% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,859.38 |
|
2.618 |
2,779.46 |
|
1.618 |
2,730.49 |
|
1.000 |
2,700.23 |
|
0.618 |
2,681.52 |
|
HIGH |
2,651.26 |
|
0.618 |
2,632.55 |
|
0.500 |
2,626.78 |
|
0.382 |
2,621.00 |
|
LOW |
2,602.29 |
|
0.618 |
2,572.03 |
|
1.000 |
2,553.32 |
|
1.618 |
2,523.06 |
|
2.618 |
2,474.09 |
|
4.250 |
2,394.17 |
|
|