| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,574.87 |
2,596.57 |
21.70 |
0.8% |
2,657.73 |
| High |
2,610.17 |
2,600.65 |
-9.52 |
-0.4% |
2,696.46 |
| Low |
2,571.86 |
2,575.61 |
3.75 |
0.1% |
2,571.86 |
| Close |
2,584.10 |
2,582.77 |
-1.33 |
-0.1% |
2,584.10 |
| Range |
38.31 |
25.04 |
-13.27 |
-34.6% |
124.60 |
| ATR |
38.48 |
37.52 |
-0.96 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,661.46 |
2,647.16 |
2,596.54 |
|
| R3 |
2,636.42 |
2,622.12 |
2,589.66 |
|
| R2 |
2,611.38 |
2,611.38 |
2,587.36 |
|
| R1 |
2,597.08 |
2,597.08 |
2,585.07 |
2,591.71 |
| PP |
2,586.34 |
2,586.34 |
2,586.34 |
2,583.66 |
| S1 |
2,572.04 |
2,572.04 |
2,580.47 |
2,566.67 |
| S2 |
2,561.30 |
2,561.30 |
2,578.18 |
|
| S3 |
2,536.26 |
2,547.00 |
2,575.88 |
|
| S4 |
2,511.22 |
2,521.96 |
2,569.00 |
|
|
| 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% |
38.86 |
1.5% |
9% |
False |
False |
|
| 10 |
2,701.91 |
2,571.86 |
130.05 |
5.0% |
35.60 |
1.4% |
8% |
False |
False |
|
| 20 |
2,784.81 |
2,571.86 |
212.95 |
8.2% |
34.85 |
1.3% |
5% |
False |
False |
|
| 40 |
2,878.38 |
2,571.86 |
306.52 |
11.9% |
31.56 |
1.2% |
4% |
False |
False |
|
| 60 |
2,878.38 |
2,571.86 |
306.52 |
11.9% |
30.19 |
1.2% |
4% |
False |
False |
|
| 80 |
2,878.38 |
2,535.04 |
343.34 |
13.3% |
29.86 |
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% |
32.28 |
1.2% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.07 |
|
2.618 |
2,666.20 |
|
1.618 |
2,641.16 |
|
1.000 |
2,625.69 |
|
0.618 |
2,616.12 |
|
HIGH |
2,600.65 |
|
0.618 |
2,591.08 |
|
0.500 |
2,588.13 |
|
0.382 |
2,585.18 |
|
LOW |
2,575.61 |
|
0.618 |
2,560.14 |
|
1.000 |
2,550.57 |
|
1.618 |
2,535.10 |
|
2.618 |
2,510.06 |
|
4.250 |
2,469.19 |
|
|