| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,558.86 |
2,574.62 |
15.76 |
0.6% |
2,657.73 |
| High |
2,586.59 |
2,577.57 |
-9.02 |
-0.3% |
2,696.46 |
| Low |
2,554.52 |
2,528.36 |
-26.16 |
-1.0% |
2,571.86 |
| Close |
2,561.86 |
2,531.87 |
-29.99 |
-1.2% |
2,584.10 |
| Range |
32.07 |
49.21 |
17.14 |
53.4% |
124.60 |
| ATR |
37.13 |
38.00 |
0.86 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,693.56 |
2,661.93 |
2,558.94 |
|
| R3 |
2,644.35 |
2,612.72 |
2,545.40 |
|
| R2 |
2,595.14 |
2,595.14 |
2,540.89 |
|
| R1 |
2,563.51 |
2,563.51 |
2,536.38 |
2,554.72 |
| PP |
2,545.93 |
2,545.93 |
2,545.93 |
2,541.54 |
| S1 |
2,514.30 |
2,514.30 |
2,527.36 |
2,505.51 |
| S2 |
2,496.72 |
2,496.72 |
2,522.85 |
|
| S3 |
2,447.51 |
2,465.09 |
2,518.34 |
|
| S4 |
2,398.30 |
2,415.88 |
2,504.80 |
|
|
| 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 |
2,626.42 |
2,528.36 |
98.06 |
3.9% |
39.72 |
1.6% |
4% |
False |
True |
|
| 10 |
2,701.91 |
2,528.36 |
173.55 |
6.9% |
38.37 |
1.5% |
2% |
False |
True |
|
| 20 |
2,784.81 |
2,528.36 |
256.45 |
10.1% |
36.43 |
1.4% |
1% |
False |
True |
|
| 40 |
2,878.38 |
2,528.36 |
350.02 |
13.8% |
32.66 |
1.3% |
1% |
False |
True |
|
| 60 |
2,878.38 |
2,528.36 |
350.02 |
13.8% |
30.79 |
1.2% |
1% |
False |
True |
|
| 80 |
2,878.38 |
2,528.36 |
350.02 |
13.8% |
30.12 |
1.2% |
1% |
False |
True |
|
| 100 |
2,878.38 |
2,510.37 |
368.01 |
14.5% |
31.11 |
1.2% |
6% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
17.2% |
32.18 |
1.3% |
20% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.71 |
|
2.618 |
2,706.40 |
|
1.618 |
2,657.19 |
|
1.000 |
2,626.78 |
|
0.618 |
2,607.98 |
|
HIGH |
2,577.57 |
|
0.618 |
2,558.77 |
|
0.500 |
2,552.97 |
|
0.382 |
2,547.16 |
|
LOW |
2,528.36 |
|
0.618 |
2,497.95 |
|
1.000 |
2,479.15 |
|
1.618 |
2,448.74 |
|
2.618 |
2,399.53 |
|
4.250 |
2,319.22 |
|
|