Day Change Summary |
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Previous |
Current |
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06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
5,783.0 |
5,820.0 |
37.0 |
0.6% |
5,725.0 |
High |
5,840.0 |
5,861.5 |
21.5 |
0.4% |
5,821.5 |
Low |
5,783.0 |
5,735.0 |
-48.0 |
-0.8% |
5,700.0 |
Close |
5,814.5 |
5,732.5 |
-82.0 |
-1.4% |
5,795.5 |
Range |
57.0 |
126.5 |
69.5 |
121.9% |
121.5 |
ATR |
47.4 |
53.1 |
5.6 |
11.9% |
0.0 |
Volume |
310 |
13 |
-297 |
-95.8% |
349 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,156.0 |
6,070.5 |
5,802.0 |
|
R3 |
6,029.5 |
5,944.0 |
5,767.5 |
|
R2 |
5,903.0 |
5,903.0 |
5,755.5 |
|
R1 |
5,817.5 |
5,817.5 |
5,744.0 |
5,797.0 |
PP |
5,776.5 |
5,776.5 |
5,776.5 |
5,766.0 |
S1 |
5,691.0 |
5,691.0 |
5,721.0 |
5,670.5 |
S2 |
5,650.0 |
5,650.0 |
5,709.5 |
|
S3 |
5,523.5 |
5,564.5 |
5,697.5 |
|
S4 |
5,397.0 |
5,438.0 |
5,663.0 |
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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 |
5,861.5 |
5,729.0 |
132.5 |
2.3% |
62.0 |
1.1% |
3% |
True |
False |
125 |
10 |
5,861.5 |
5,698.0 |
163.5 |
2.9% |
52.5 |
0.9% |
21% |
True |
False |
69 |
20 |
5,861.5 |
5,698.0 |
163.5 |
2.9% |
43.5 |
0.8% |
21% |
True |
False |
44 |
40 |
5,861.5 |
5,659.5 |
202.0 |
3.5% |
33.5 |
0.6% |
36% |
True |
False |
33 |
60 |
5,861.5 |
5,585.5 |
276.0 |
4.8% |
23.5 |
0.4% |
53% |
True |
False |
33 |
80 |
5,861.5 |
5,380.5 |
481.0 |
8.4% |
18.0 |
0.3% |
73% |
True |
False |
31 |
100 |
5,861.5 |
5,340.5 |
521.0 |
9.1% |
15.5 |
0.3% |
75% |
True |
False |
31 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,399.0 |
2.618 |
6,192.5 |
1.618 |
6,066.0 |
1.000 |
5,988.0 |
0.618 |
5,939.5 |
HIGH |
5,861.5 |
0.618 |
5,813.0 |
0.500 |
5,798.0 |
0.382 |
5,783.5 |
LOW |
5,735.0 |
0.618 |
5,657.0 |
1.000 |
5,608.5 |
1.618 |
5,530.5 |
2.618 |
5,404.0 |
4.250 |
5,197.5 |
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