| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,534.24 |
2,525.89 |
-8.35 |
-0.3% |
2,596.57 |
| High |
2,542.17 |
2,541.34 |
-0.83 |
0.0% |
2,600.65 |
| Low |
2,514.86 |
2,494.38 |
-20.48 |
-0.8% |
2,494.38 |
| Close |
2,524.36 |
2,534.16 |
9.80 |
0.4% |
2,534.16 |
| Range |
27.31 |
46.96 |
19.65 |
72.0% |
106.27 |
| ATR |
37.23 |
37.93 |
0.69 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,664.17 |
2,646.13 |
2,559.99 |
|
| R3 |
2,617.21 |
2,599.17 |
2,547.07 |
|
| R2 |
2,570.25 |
2,570.25 |
2,542.77 |
|
| R1 |
2,552.21 |
2,552.21 |
2,538.46 |
2,561.23 |
| PP |
2,523.29 |
2,523.29 |
2,523.29 |
2,527.81 |
| S1 |
2,505.25 |
2,505.25 |
2,529.86 |
2,514.27 |
| S2 |
2,476.33 |
2,476.33 |
2,525.55 |
|
| S3 |
2,429.37 |
2,458.29 |
2,521.25 |
|
| S4 |
2,382.41 |
2,411.33 |
2,508.33 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.87 |
2,804.29 |
2,592.61 |
|
| R3 |
2,755.60 |
2,698.02 |
2,563.38 |
|
| R2 |
2,649.33 |
2,649.33 |
2,553.64 |
|
| R1 |
2,591.75 |
2,591.75 |
2,543.90 |
2,567.41 |
| PP |
2,543.06 |
2,543.06 |
2,543.06 |
2,530.89 |
| S1 |
2,485.48 |
2,485.48 |
2,524.42 |
2,461.14 |
| S2 |
2,436.79 |
2,436.79 |
2,514.68 |
|
| S3 |
2,330.52 |
2,379.21 |
2,504.94 |
|
| S4 |
2,224.25 |
2,272.94 |
2,475.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,600.65 |
2,494.38 |
106.27 |
4.2% |
36.12 |
1.4% |
37% |
False |
True |
|
| 10 |
2,696.46 |
2,494.38 |
202.08 |
8.0% |
37.74 |
1.5% |
20% |
False |
True |
|
| 20 |
2,775.83 |
2,494.38 |
281.45 |
11.1% |
37.04 |
1.5% |
14% |
False |
True |
|
| 40 |
2,878.38 |
2,494.38 |
384.00 |
15.2% |
33.74 |
1.3% |
10% |
False |
True |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
15.2% |
31.08 |
1.2% |
10% |
False |
True |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
15.2% |
29.91 |
1.2% |
10% |
False |
True |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
15.2% |
31.21 |
1.2% |
10% |
False |
True |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
17.1% |
32.31 |
1.3% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.92 |
|
2.618 |
2,664.28 |
|
1.618 |
2,617.32 |
|
1.000 |
2,588.30 |
|
0.618 |
2,570.36 |
|
HIGH |
2,541.34 |
|
0.618 |
2,523.40 |
|
0.500 |
2,517.86 |
|
0.382 |
2,512.32 |
|
LOW |
2,494.38 |
|
0.618 |
2,465.36 |
|
1.000 |
2,447.42 |
|
1.618 |
2,418.40 |
|
2.618 |
2,371.44 |
|
4.250 |
2,294.80 |
|
|