Day Change Summary |
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Previous |
Current |
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01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
5,731.5 |
5,790.0 |
58.5 |
1.0% |
5,725.0 |
High |
5,797.5 |
5,821.5 |
24.0 |
0.4% |
5,821.5 |
Low |
5,729.0 |
5,776.0 |
47.0 |
0.8% |
5,700.0 |
Close |
5,793.0 |
5,795.5 |
2.5 |
0.0% |
5,795.5 |
Range |
68.5 |
45.5 |
-23.0 |
-33.6% |
121.5 |
ATR |
47.3 |
47.2 |
-0.1 |
-0.3% |
0.0 |
Volume |
83 |
210 |
127 |
153.0% |
349 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,934.0 |
5,910.5 |
5,820.5 |
|
R3 |
5,888.5 |
5,865.0 |
5,808.0 |
|
R2 |
5,843.0 |
5,843.0 |
5,804.0 |
|
R1 |
5,819.5 |
5,819.5 |
5,799.5 |
5,831.0 |
PP |
5,797.5 |
5,797.5 |
5,797.5 |
5,803.5 |
S1 |
5,774.0 |
5,774.0 |
5,791.5 |
5,786.0 |
S2 |
5,752.0 |
5,752.0 |
5,787.0 |
|
S3 |
5,706.5 |
5,728.5 |
5,783.0 |
|
S4 |
5,661.0 |
5,683.0 |
5,770.5 |
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|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,137.0 |
6,087.5 |
5,862.5 |
|
R3 |
6,015.5 |
5,966.0 |
5,829.0 |
|
R2 |
5,894.0 |
5,894.0 |
5,818.0 |
|
R1 |
5,844.5 |
5,844.5 |
5,806.5 |
5,869.0 |
PP |
5,772.5 |
5,772.5 |
5,772.5 |
5,784.5 |
S1 |
5,723.0 |
5,723.0 |
5,784.5 |
5,748.0 |
S2 |
5,651.0 |
5,651.0 |
5,773.0 |
|
S3 |
5,529.5 |
5,601.5 |
5,762.0 |
|
S4 |
5,408.0 |
5,480.0 |
5,728.5 |
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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 |
5,821.5 |
5,700.0 |
121.5 |
2.1% |
51.5 |
0.9% |
79% |
True |
False |
69 |
10 |
5,840.0 |
5,698.0 |
142.0 |
2.5% |
49.5 |
0.9% |
69% |
False |
False |
41 |
20 |
5,853.0 |
5,698.0 |
155.0 |
2.7% |
37.5 |
0.6% |
63% |
False |
False |
30 |
40 |
5,858.5 |
5,659.5 |
199.0 |
3.4% |
28.5 |
0.5% |
68% |
False |
False |
25 |
60 |
5,858.5 |
5,585.5 |
273.0 |
4.7% |
20.5 |
0.3% |
77% |
False |
False |
29 |
80 |
5,858.5 |
5,380.5 |
478.0 |
8.2% |
15.5 |
0.3% |
87% |
False |
False |
29 |
100 |
5,858.5 |
5,340.5 |
518.0 |
8.9% |
13.5 |
0.2% |
88% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,015.0 |
2.618 |
5,940.5 |
1.618 |
5,895.0 |
1.000 |
5,867.0 |
0.618 |
5,849.5 |
HIGH |
5,821.5 |
0.618 |
5,804.0 |
0.500 |
5,799.0 |
0.382 |
5,793.5 |
LOW |
5,776.0 |
0.618 |
5,748.0 |
1.000 |
5,730.5 |
1.618 |
5,702.5 |
2.618 |
5,657.0 |
4.250 |
5,582.5 |
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