| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,647.51 |
2,620.25 |
-27.26 |
-1.0% |
2,650.51 |
| High |
2,651.26 |
2,626.42 |
-24.84 |
-0.9% |
2,701.91 |
| Low |
2,602.29 |
2,572.43 |
-29.86 |
-1.1% |
2,639.63 |
| Close |
2,612.69 |
2,572.57 |
-40.12 |
-1.5% |
2,656.28 |
| Range |
48.97 |
53.99 |
5.02 |
10.3% |
62.28 |
| ATR |
37.30 |
38.50 |
1.19 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.44 |
2,716.50 |
2,602.26 |
|
| R3 |
2,698.45 |
2,662.51 |
2,587.42 |
|
| R2 |
2,644.46 |
2,644.46 |
2,582.47 |
|
| R1 |
2,608.52 |
2,608.52 |
2,577.52 |
2,599.50 |
| PP |
2,590.47 |
2,590.47 |
2,590.47 |
2,585.96 |
| S1 |
2,554.53 |
2,554.53 |
2,567.62 |
2,545.51 |
| S2 |
2,536.48 |
2,536.48 |
2,562.67 |
|
| S3 |
2,482.49 |
2,500.54 |
2,557.72 |
|
| S4 |
2,428.50 |
2,446.55 |
2,542.88 |
|
|
| 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 |
2,572.43 |
129.48 |
5.0% |
41.10 |
1.6% |
0% |
False |
True |
|
| 10 |
2,701.91 |
2,572.43 |
129.48 |
5.0% |
35.63 |
1.4% |
0% |
False |
True |
|
| 20 |
2,784.81 |
2,572.43 |
212.38 |
8.3% |
34.55 |
1.3% |
0% |
False |
True |
|
| 40 |
2,878.38 |
2,572.43 |
305.95 |
11.9% |
31.81 |
1.2% |
0% |
False |
True |
|
| 60 |
2,878.38 |
2,572.43 |
305.95 |
11.9% |
29.74 |
1.2% |
0% |
False |
True |
|
| 80 |
2,878.38 |
2,535.04 |
343.34 |
13.3% |
30.21 |
1.2% |
11% |
False |
False |
|
| 100 |
2,878.38 |
2,510.37 |
368.01 |
14.3% |
31.34 |
1.2% |
17% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.9% |
32.73 |
1.3% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.88 |
|
2.618 |
2,767.77 |
|
1.618 |
2,713.78 |
|
1.000 |
2,680.41 |
|
0.618 |
2,659.79 |
|
HIGH |
2,626.42 |
|
0.618 |
2,605.80 |
|
0.500 |
2,599.43 |
|
0.382 |
2,593.05 |
|
LOW |
2,572.43 |
|
0.618 |
2,539.06 |
|
1.000 |
2,518.44 |
|
1.618 |
2,485.07 |
|
2.618 |
2,431.08 |
|
4.250 |
2,342.97 |
|
|