| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,652.75 |
2,659.50 |
6.75 |
0.3% |
2,651.75 |
| High |
2,652.75 |
2,665.00 |
12.25 |
0.5% |
2,681.50 |
| Low |
2,652.75 |
2,631.75 |
-21.00 |
-0.8% |
2,602.00 |
| Close |
2,652.75 |
2,634.00 |
-18.75 |
-0.7% |
2,652.75 |
| Range |
0.00 |
33.25 |
33.25 |
|
79.50 |
| ATR |
25.52 |
26.08 |
0.55 |
2.2% |
0.00 |
| Volume |
4 |
4 |
0 |
0.0% |
278 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,743.25 |
2,722.00 |
2,652.25 |
|
| R3 |
2,710.00 |
2,688.75 |
2,643.25 |
|
| R2 |
2,676.75 |
2,676.75 |
2,640.00 |
|
| R1 |
2,655.50 |
2,655.50 |
2,637.00 |
2,649.50 |
| PP |
2,643.50 |
2,643.50 |
2,643.50 |
2,640.50 |
| S1 |
2,622.25 |
2,622.25 |
2,631.00 |
2,616.25 |
| S2 |
2,610.25 |
2,610.25 |
2,628.00 |
|
| S3 |
2,577.00 |
2,589.00 |
2,624.75 |
|
| S4 |
2,543.75 |
2,555.75 |
2,615.75 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,884.00 |
2,847.75 |
2,696.50 |
|
| R3 |
2,804.50 |
2,768.25 |
2,674.50 |
|
| R2 |
2,725.00 |
2,725.00 |
2,667.25 |
|
| R1 |
2,688.75 |
2,688.75 |
2,660.00 |
2,707.00 |
| PP |
2,645.50 |
2,645.50 |
2,645.50 |
2,654.50 |
| S1 |
2,609.25 |
2,609.25 |
2,645.50 |
2,627.50 |
| S2 |
2,566.00 |
2,566.00 |
2,638.25 |
|
| S3 |
2,486.50 |
2,529.75 |
2,631.00 |
|
| S4 |
2,407.00 |
2,450.25 |
2,609.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,665.00 |
2,602.00 |
63.00 |
2.4% |
23.75 |
0.9% |
51% |
True |
False |
9 |
| 10 |
2,765.00 |
2,602.00 |
163.00 |
6.2% |
31.25 |
1.2% |
20% |
False |
False |
34 |
| 20 |
2,830.00 |
2,602.00 |
228.00 |
8.7% |
27.75 |
1.1% |
14% |
False |
False |
43 |
| 40 |
2,848.00 |
2,602.00 |
246.00 |
9.3% |
18.50 |
0.7% |
13% |
False |
False |
25 |
| 60 |
2,848.00 |
2,602.00 |
246.00 |
9.3% |
12.50 |
0.5% |
13% |
False |
False |
17 |
| 80 |
2,848.00 |
2,525.50 |
322.50 |
12.2% |
9.75 |
0.4% |
34% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,806.25 |
|
2.618 |
2,752.00 |
|
1.618 |
2,718.75 |
|
1.000 |
2,698.25 |
|
0.618 |
2,685.50 |
|
HIGH |
2,665.00 |
|
0.618 |
2,652.25 |
|
0.500 |
2,648.50 |
|
0.382 |
2,644.50 |
|
LOW |
2,631.75 |
|
0.618 |
2,611.25 |
|
1.000 |
2,598.50 |
|
1.618 |
2,578.00 |
|
2.618 |
2,544.75 |
|
4.250 |
2,490.50 |
|
|