| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,659.50 |
2,626.25 |
-33.25 |
-1.3% |
2,651.75 |
| High |
2,665.00 |
2,679.50 |
14.50 |
0.5% |
2,681.50 |
| Low |
2,631.75 |
2,626.25 |
-5.50 |
-0.2% |
2,602.00 |
| Close |
2,634.00 |
2,678.25 |
44.25 |
1.7% |
2,652.75 |
| Range |
33.25 |
53.25 |
20.00 |
60.2% |
79.50 |
| ATR |
26.08 |
28.02 |
1.94 |
7.4% |
0.00 |
| Volume |
4 |
22 |
18 |
450.0% |
278 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,821.00 |
2,803.00 |
2,707.50 |
|
| R3 |
2,767.75 |
2,749.75 |
2,693.00 |
|
| R2 |
2,714.50 |
2,714.50 |
2,688.00 |
|
| R1 |
2,696.50 |
2,696.50 |
2,683.25 |
2,705.50 |
| PP |
2,661.25 |
2,661.25 |
2,661.25 |
2,666.00 |
| S1 |
2,643.25 |
2,643.25 |
2,673.25 |
2,652.25 |
| S2 |
2,608.00 |
2,608.00 |
2,668.50 |
|
| S3 |
2,554.75 |
2,590.00 |
2,663.50 |
|
| S4 |
2,501.50 |
2,536.75 |
2,649.00 |
|
|
| 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 |
2,679.50 |
2,602.00 |
77.50 |
2.9% |
30.75 |
1.2% |
98% |
True |
False |
10 |
| 10 |
2,725.50 |
2,602.00 |
123.50 |
4.6% |
32.25 |
1.2% |
62% |
False |
False |
34 |
| 20 |
2,830.00 |
2,602.00 |
228.00 |
8.5% |
29.75 |
1.1% |
33% |
False |
False |
44 |
| 40 |
2,848.00 |
2,602.00 |
246.00 |
9.2% |
19.75 |
0.7% |
31% |
False |
False |
25 |
| 60 |
2,848.00 |
2,602.00 |
246.00 |
9.2% |
13.50 |
0.5% |
31% |
False |
False |
17 |
| 80 |
2,848.00 |
2,525.50 |
322.50 |
12.0% |
10.50 |
0.4% |
47% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,905.75 |
|
2.618 |
2,819.00 |
|
1.618 |
2,765.75 |
|
1.000 |
2,732.75 |
|
0.618 |
2,712.50 |
|
HIGH |
2,679.50 |
|
0.618 |
2,659.25 |
|
0.500 |
2,653.00 |
|
0.382 |
2,646.50 |
|
LOW |
2,626.25 |
|
0.618 |
2,593.25 |
|
1.000 |
2,573.00 |
|
1.618 |
2,540.00 |
|
2.618 |
2,486.75 |
|
4.250 |
2,400.00 |
|
|