Day Change Summary |
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Previous |
Current |
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05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
5,767.5 |
5,783.0 |
15.5 |
0.3% |
5,725.0 |
High |
5,773.5 |
5,840.0 |
66.5 |
1.2% |
5,821.5 |
Low |
5,762.0 |
5,783.0 |
21.0 |
0.4% |
5,700.0 |
Close |
5,776.5 |
5,814.5 |
38.0 |
0.7% |
5,795.5 |
Range |
11.5 |
57.0 |
45.5 |
395.7% |
121.5 |
ATR |
46.2 |
47.4 |
1.2 |
2.7% |
0.0 |
Volume |
13 |
310 |
297 |
2,284.6% |
349 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,983.5 |
5,956.0 |
5,846.0 |
|
R3 |
5,926.5 |
5,899.0 |
5,830.0 |
|
R2 |
5,869.5 |
5,869.5 |
5,825.0 |
|
R1 |
5,842.0 |
5,842.0 |
5,819.5 |
5,856.0 |
PP |
5,812.5 |
5,812.5 |
5,812.5 |
5,819.5 |
S1 |
5,785.0 |
5,785.0 |
5,809.5 |
5,799.0 |
S2 |
5,755.5 |
5,755.5 |
5,804.0 |
|
S3 |
5,698.5 |
5,728.0 |
5,799.0 |
|
S4 |
5,641.5 |
5,671.0 |
5,783.0 |
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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 |
5,840.0 |
5,724.5 |
115.5 |
2.0% |
51.5 |
0.9% |
78% |
True |
False |
124 |
10 |
5,840.0 |
5,698.0 |
142.0 |
2.4% |
41.0 |
0.7% |
82% |
True |
False |
69 |
20 |
5,853.0 |
5,698.0 |
155.0 |
2.7% |
39.0 |
0.7% |
75% |
False |
False |
44 |
40 |
5,858.5 |
5,659.5 |
199.0 |
3.4% |
30.5 |
0.5% |
78% |
False |
False |
33 |
60 |
5,858.5 |
5,585.5 |
273.0 |
4.7% |
21.5 |
0.4% |
84% |
False |
False |
33 |
80 |
5,858.5 |
5,380.5 |
478.0 |
8.2% |
16.0 |
0.3% |
91% |
False |
False |
32 |
100 |
5,858.5 |
5,340.5 |
518.0 |
8.9% |
14.0 |
0.2% |
92% |
False |
False |
31 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,082.0 |
2.618 |
5,989.0 |
1.618 |
5,932.0 |
1.000 |
5,897.0 |
0.618 |
5,875.0 |
HIGH |
5,840.0 |
0.618 |
5,818.0 |
0.500 |
5,811.5 |
0.382 |
5,805.0 |
LOW |
5,783.0 |
0.618 |
5,748.0 |
1.000 |
5,726.0 |
1.618 |
5,691.0 |
2.618 |
5,634.0 |
4.250 |
5,541.0 |
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