Day Change Summary |
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Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
5,640.0 |
5,620.0 |
-20.0 |
-0.4% |
5,707.5 |
High |
5,652.5 |
5,620.0 |
-32.5 |
-0.6% |
5,724.0 |
Low |
5,615.0 |
5,566.0 |
-49.0 |
-0.9% |
5,566.0 |
Close |
5,621.5 |
5,556.5 |
-65.0 |
-1.2% |
5,556.5 |
Range |
37.5 |
54.0 |
16.5 |
44.0% |
158.0 |
ATR |
57.4 |
57.3 |
-0.1 |
-0.2% |
0.0 |
Volume |
30 |
487 |
457 |
1,523.3% |
824 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,743.0 |
5,703.5 |
5,586.0 |
|
R3 |
5,689.0 |
5,649.5 |
5,571.5 |
|
R2 |
5,635.0 |
5,635.0 |
5,566.5 |
|
R1 |
5,595.5 |
5,595.5 |
5,561.5 |
5,588.0 |
PP |
5,581.0 |
5,581.0 |
5,581.0 |
5,577.0 |
S1 |
5,541.5 |
5,541.5 |
5,551.5 |
5,534.0 |
S2 |
5,527.0 |
5,527.0 |
5,546.5 |
|
S3 |
5,473.0 |
5,487.5 |
5,541.5 |
|
S4 |
5,419.0 |
5,433.5 |
5,527.0 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,089.5 |
5,981.0 |
5,643.5 |
|
R3 |
5,931.5 |
5,823.0 |
5,600.0 |
|
R2 |
5,773.5 |
5,773.5 |
5,585.5 |
|
R1 |
5,665.0 |
5,665.0 |
5,571.0 |
5,640.0 |
PP |
5,615.5 |
5,615.5 |
5,615.5 |
5,603.0 |
S1 |
5,507.0 |
5,507.0 |
5,542.0 |
5,482.0 |
S2 |
5,457.5 |
5,457.5 |
5,527.5 |
|
S3 |
5,299.5 |
5,349.0 |
5,513.0 |
|
S4 |
5,141.5 |
5,191.0 |
5,469.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,724.0 |
5,566.0 |
158.0 |
2.8% |
53.5 |
1.0% |
-6% |
False |
True |
164 |
10 |
5,861.5 |
5,566.0 |
295.5 |
5.3% |
58.0 |
1.0% |
-3% |
False |
True |
136 |
20 |
5,861.5 |
5,566.0 |
295.5 |
5.3% |
53.5 |
1.0% |
-3% |
False |
True |
89 |
40 |
5,861.5 |
5,566.0 |
295.5 |
5.3% |
41.5 |
0.8% |
-3% |
False |
True |
52 |
60 |
5,861.5 |
5,566.0 |
295.5 |
5.3% |
30.0 |
0.5% |
-3% |
False |
True |
44 |
80 |
5,861.5 |
5,509.5 |
352.0 |
6.3% |
22.5 |
0.4% |
13% |
False |
False |
42 |
100 |
5,861.5 |
5,380.5 |
481.0 |
8.7% |
19.0 |
0.3% |
37% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,849.5 |
2.618 |
5,761.5 |
1.618 |
5,707.5 |
1.000 |
5,674.0 |
0.618 |
5,653.5 |
HIGH |
5,620.0 |
0.618 |
5,599.5 |
0.500 |
5,593.0 |
0.382 |
5,586.5 |
LOW |
5,566.0 |
0.618 |
5,532.5 |
1.000 |
5,512.0 |
1.618 |
5,478.5 |
2.618 |
5,424.5 |
4.250 |
5,336.5 |
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