| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,574.62 |
2,534.24 |
-40.38 |
-1.6% |
2,657.73 |
| High |
2,577.57 |
2,542.17 |
-35.40 |
-1.4% |
2,696.46 |
| Low |
2,528.36 |
2,514.86 |
-13.50 |
-0.5% |
2,571.86 |
| Close |
2,531.87 |
2,524.36 |
-7.51 |
-0.3% |
2,584.10 |
| Range |
49.21 |
27.31 |
-21.90 |
-44.5% |
124.60 |
| ATR |
38.00 |
37.23 |
-0.76 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,609.06 |
2,594.02 |
2,539.38 |
|
| R3 |
2,581.75 |
2,566.71 |
2,531.87 |
|
| R2 |
2,554.44 |
2,554.44 |
2,529.37 |
|
| R1 |
2,539.40 |
2,539.40 |
2,526.86 |
2,533.27 |
| PP |
2,527.13 |
2,527.13 |
2,527.13 |
2,524.06 |
| S1 |
2,512.09 |
2,512.09 |
2,521.86 |
2,505.96 |
| S2 |
2,499.82 |
2,499.82 |
2,519.35 |
|
| S3 |
2,472.51 |
2,484.78 |
2,516.85 |
|
| S4 |
2,445.20 |
2,457.47 |
2,509.34 |
|
|
| 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 |
2,610.17 |
2,514.86 |
95.31 |
3.8% |
34.39 |
1.4% |
10% |
False |
True |
|
| 10 |
2,701.91 |
2,514.86 |
187.05 |
7.4% |
37.74 |
1.5% |
5% |
False |
True |
|
| 20 |
2,784.81 |
2,514.86 |
269.95 |
10.7% |
35.92 |
1.4% |
4% |
False |
True |
|
| 40 |
2,878.38 |
2,514.86 |
363.52 |
14.4% |
33.09 |
1.3% |
3% |
False |
True |
|
| 60 |
2,878.38 |
2,514.86 |
363.52 |
14.4% |
30.97 |
1.2% |
3% |
False |
True |
|
| 80 |
2,878.38 |
2,514.86 |
363.52 |
14.4% |
29.88 |
1.2% |
3% |
False |
True |
|
| 100 |
2,878.38 |
2,510.37 |
368.01 |
14.6% |
31.11 |
1.2% |
4% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
17.2% |
32.06 |
1.3% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.24 |
|
2.618 |
2,613.67 |
|
1.618 |
2,586.36 |
|
1.000 |
2,569.48 |
|
0.618 |
2,559.05 |
|
HIGH |
2,542.17 |
|
0.618 |
2,531.74 |
|
0.500 |
2,528.52 |
|
0.382 |
2,525.29 |
|
LOW |
2,514.86 |
|
0.618 |
2,497.98 |
|
1.000 |
2,487.55 |
|
1.618 |
2,470.67 |
|
2.618 |
2,443.36 |
|
4.250 |
2,398.79 |
|
|