Day Change Summary |
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Previous |
Current |
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|
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31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
5,800.0 |
5,731.5 |
-68.5 |
-1.2% |
5,805.0 |
High |
5,800.0 |
5,797.5 |
-2.5 |
0.0% |
5,840.0 |
Low |
5,724.5 |
5,729.0 |
4.5 |
0.1% |
5,698.0 |
Close |
5,720.5 |
5,793.0 |
72.5 |
1.3% |
5,746.0 |
Range |
75.5 |
68.5 |
-7.0 |
-9.3% |
142.0 |
ATR |
45.0 |
47.3 |
2.3 |
5.1% |
0.0 |
Volume |
4 |
83 |
79 |
1,975.0% |
67 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,978.5 |
5,954.5 |
5,830.5 |
|
R3 |
5,910.0 |
5,886.0 |
5,812.0 |
|
R2 |
5,841.5 |
5,841.5 |
5,805.5 |
|
R1 |
5,817.5 |
5,817.5 |
5,799.5 |
5,829.5 |
PP |
5,773.0 |
5,773.0 |
5,773.0 |
5,779.0 |
S1 |
5,749.0 |
5,749.0 |
5,786.5 |
5,761.0 |
S2 |
5,704.5 |
5,704.5 |
5,780.5 |
|
S3 |
5,636.0 |
5,680.5 |
5,774.0 |
|
S4 |
5,567.5 |
5,612.0 |
5,755.5 |
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|
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% |
53.0 |
0.9% |
93% |
False |
False |
29 |
10 |
5,840.0 |
5,698.0 |
142.0 |
2.5% |
49.0 |
0.8% |
67% |
False |
False |
21 |
20 |
5,853.0 |
5,698.0 |
155.0 |
2.7% |
36.5 |
0.6% |
61% |
False |
False |
19 |
40 |
5,858.5 |
5,659.5 |
199.0 |
3.4% |
27.5 |
0.5% |
67% |
False |
False |
20 |
60 |
5,858.5 |
5,585.5 |
273.0 |
4.7% |
19.5 |
0.3% |
76% |
False |
False |
27 |
80 |
5,858.5 |
5,380.5 |
478.0 |
8.3% |
15.0 |
0.3% |
86% |
False |
False |
26 |
100 |
5,858.5 |
5,340.5 |
518.0 |
8.9% |
13.0 |
0.2% |
87% |
False |
False |
26 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,088.5 |
2.618 |
5,977.0 |
1.618 |
5,908.5 |
1.000 |
5,866.0 |
0.618 |
5,840.0 |
HIGH |
5,797.5 |
0.618 |
5,771.5 |
0.500 |
5,763.0 |
0.382 |
5,755.0 |
LOW |
5,729.0 |
0.618 |
5,686.5 |
1.000 |
5,660.5 |
1.618 |
5,618.0 |
2.618 |
5,549.5 |
4.250 |
5,438.0 |
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