| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,620.25 |
2,574.87 |
-45.38 |
-1.7% |
2,657.73 |
| High |
2,626.42 |
2,610.17 |
-16.25 |
-0.6% |
2,696.46 |
| Low |
2,572.43 |
2,571.86 |
-0.57 |
0.0% |
2,571.86 |
| Close |
2,572.57 |
2,584.10 |
11.53 |
0.4% |
2,584.10 |
| Range |
53.99 |
38.31 |
-15.68 |
-29.0% |
124.60 |
| ATR |
38.50 |
38.48 |
-0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.64 |
2,682.18 |
2,605.17 |
|
| R3 |
2,665.33 |
2,643.87 |
2,594.64 |
|
| R2 |
2,627.02 |
2,627.02 |
2,591.12 |
|
| R1 |
2,605.56 |
2,605.56 |
2,587.61 |
2,616.29 |
| PP |
2,588.71 |
2,588.71 |
2,588.71 |
2,594.08 |
| S1 |
2,567.25 |
2,567.25 |
2,580.59 |
2,577.98 |
| S2 |
2,550.40 |
2,550.40 |
2,577.08 |
|
| S3 |
2,512.09 |
2,528.94 |
2,573.56 |
|
| S4 |
2,473.78 |
2,490.63 |
2,563.03 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,991.27 |
2,912.29 |
2,652.63 |
|
| R3 |
2,866.67 |
2,787.69 |
2,618.37 |
|
| R2 |
2,742.07 |
2,742.07 |
2,606.94 |
|
| R1 |
2,663.09 |
2,663.09 |
2,595.52 |
2,640.28 |
| PP |
2,617.47 |
2,617.47 |
2,617.47 |
2,606.07 |
| S1 |
2,538.49 |
2,538.49 |
2,572.68 |
2,515.68 |
| S2 |
2,492.87 |
2,492.87 |
2,561.26 |
|
| S3 |
2,368.27 |
2,413.89 |
2,549.84 |
|
| S4 |
2,243.67 |
2,289.29 |
2,515.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,696.46 |
2,571.86 |
124.60 |
4.8% |
39.37 |
1.5% |
10% |
False |
True |
|
| 10 |
2,701.91 |
2,571.86 |
130.05 |
5.0% |
36.16 |
1.4% |
9% |
False |
True |
|
| 20 |
2,784.81 |
2,571.86 |
212.95 |
8.2% |
35.21 |
1.4% |
6% |
False |
True |
|
| 40 |
2,878.38 |
2,571.86 |
306.52 |
11.9% |
32.17 |
1.2% |
4% |
False |
True |
|
| 60 |
2,878.38 |
2,571.86 |
306.52 |
11.9% |
30.01 |
1.2% |
4% |
False |
True |
|
| 80 |
2,878.38 |
2,535.04 |
343.34 |
13.3% |
30.14 |
1.2% |
14% |
False |
False |
|
| 100 |
2,878.38 |
2,510.37 |
368.01 |
14.2% |
31.27 |
1.2% |
20% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.8% |
32.65 |
1.3% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,772.99 |
|
2.618 |
2,710.47 |
|
1.618 |
2,672.16 |
|
1.000 |
2,648.48 |
|
0.618 |
2,633.85 |
|
HIGH |
2,610.17 |
|
0.618 |
2,595.54 |
|
0.500 |
2,591.02 |
|
0.382 |
2,586.49 |
|
LOW |
2,571.86 |
|
0.618 |
2,548.18 |
|
1.000 |
2,533.55 |
|
1.618 |
2,509.87 |
|
2.618 |
2,471.56 |
|
4.250 |
2,409.04 |
|
|