Day Change Summary |
|
Previous |
Current |
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|
|
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30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,737.0 |
5,800.0 |
63.0 |
1.1% |
5,805.0 |
High |
5,760.0 |
5,800.0 |
40.0 |
0.7% |
5,840.0 |
Low |
5,737.0 |
5,724.5 |
-12.5 |
-0.2% |
5,698.0 |
Close |
5,774.5 |
5,720.5 |
-54.0 |
-0.9% |
5,746.0 |
Range |
23.0 |
75.5 |
52.5 |
228.3% |
142.0 |
ATR |
42.6 |
45.0 |
2.3 |
5.5% |
0.0 |
Volume |
31 |
4 |
-27 |
-87.1% |
67 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,975.0 |
5,923.0 |
5,762.0 |
|
R3 |
5,899.5 |
5,847.5 |
5,741.5 |
|
R2 |
5,824.0 |
5,824.0 |
5,734.5 |
|
R1 |
5,772.0 |
5,772.0 |
5,727.5 |
5,760.0 |
PP |
5,748.5 |
5,748.5 |
5,748.5 |
5,742.5 |
S1 |
5,696.5 |
5,696.5 |
5,713.5 |
5,685.0 |
S2 |
5,673.0 |
5,673.0 |
5,706.5 |
|
S3 |
5,597.5 |
5,621.0 |
5,699.5 |
|
S4 |
5,522.0 |
5,545.5 |
5,679.0 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,187.5 |
6,108.5 |
5,824.0 |
|
R3 |
6,045.5 |
5,966.5 |
5,785.0 |
|
R2 |
5,903.5 |
5,903.5 |
5,772.0 |
|
R1 |
5,824.5 |
5,824.5 |
5,759.0 |
5,793.0 |
PP |
5,761.5 |
5,761.5 |
5,761.5 |
5,745.5 |
S1 |
5,682.5 |
5,682.5 |
5,733.0 |
5,651.0 |
S2 |
5,619.5 |
5,619.5 |
5,720.0 |
|
S3 |
5,477.5 |
5,540.5 |
5,707.0 |
|
S4 |
5,335.5 |
5,398.5 |
5,668.0 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,800.0 |
5,698.0 |
102.0 |
1.8% |
43.5 |
0.8% |
22% |
True |
False |
13 |
10 |
5,853.0 |
5,698.0 |
155.0 |
2.7% |
42.5 |
0.7% |
15% |
False |
False |
13 |
20 |
5,853.0 |
5,698.0 |
155.0 |
2.7% |
34.5 |
0.6% |
15% |
False |
False |
16 |
40 |
5,858.5 |
5,619.5 |
239.0 |
4.2% |
27.5 |
0.5% |
42% |
False |
False |
18 |
60 |
5,858.5 |
5,585.5 |
273.0 |
4.8% |
18.5 |
0.3% |
49% |
False |
False |
26 |
80 |
5,858.5 |
5,380.5 |
478.0 |
8.4% |
14.5 |
0.2% |
71% |
False |
False |
26 |
100 |
5,858.5 |
5,340.5 |
518.0 |
9.1% |
12.5 |
0.2% |
73% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,121.0 |
2.618 |
5,997.5 |
1.618 |
5,922.0 |
1.000 |
5,875.5 |
0.618 |
5,846.5 |
HIGH |
5,800.0 |
0.618 |
5,771.0 |
0.500 |
5,762.0 |
0.382 |
5,753.5 |
LOW |
5,724.5 |
0.618 |
5,678.0 |
1.000 |
5,649.0 |
1.618 |
5,602.5 |
2.618 |
5,527.0 |
4.250 |
5,403.5 |
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