| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,626.25 |
2,680.25 |
54.00 |
2.1% |
2,640.00 |
| High |
2,679.50 |
2,694.25 |
14.75 |
0.6% |
2,694.25 |
| Low |
2,626.25 |
2,634.75 |
8.50 |
0.3% |
2,626.25 |
| Close |
2,678.25 |
2,634.75 |
-43.50 |
-1.6% |
2,634.75 |
| Range |
53.25 |
59.50 |
6.25 |
11.7% |
68.00 |
| ATR |
28.02 |
30.27 |
2.25 |
8.0% |
0.00 |
| Volume |
22 |
35 |
13 |
59.1% |
84 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.00 |
2,793.50 |
2,667.50 |
|
| R3 |
2,773.50 |
2,734.00 |
2,651.00 |
|
| R2 |
2,714.00 |
2,714.00 |
2,645.75 |
|
| R1 |
2,674.50 |
2,674.50 |
2,640.25 |
2,664.50 |
| PP |
2,654.50 |
2,654.50 |
2,654.50 |
2,649.50 |
| S1 |
2,615.00 |
2,615.00 |
2,629.25 |
2,605.00 |
| S2 |
2,595.00 |
2,595.00 |
2,623.75 |
|
| S3 |
2,535.50 |
2,555.50 |
2,618.50 |
|
| S4 |
2,476.00 |
2,496.00 |
2,602.00 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.75 |
2,813.25 |
2,672.25 |
|
| R3 |
2,787.75 |
2,745.25 |
2,653.50 |
|
| R2 |
2,719.75 |
2,719.75 |
2,647.25 |
|
| R1 |
2,677.25 |
2,677.25 |
2,641.00 |
2,664.50 |
| PP |
2,651.75 |
2,651.75 |
2,651.75 |
2,645.50 |
| S1 |
2,609.25 |
2,609.25 |
2,628.50 |
2,596.50 |
| S2 |
2,583.75 |
2,583.75 |
2,622.25 |
|
| S3 |
2,515.75 |
2,541.25 |
2,616.00 |
|
| S4 |
2,447.75 |
2,473.25 |
2,597.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,694.25 |
2,626.25 |
68.00 |
2.6% |
32.50 |
1.2% |
13% |
True |
False |
16 |
| 10 |
2,694.25 |
2,602.00 |
92.25 |
3.5% |
31.50 |
1.2% |
36% |
True |
False |
36 |
| 20 |
2,798.00 |
2,602.00 |
196.00 |
7.4% |
31.00 |
1.2% |
17% |
False |
False |
45 |
| 40 |
2,848.00 |
2,602.00 |
246.00 |
9.3% |
21.25 |
0.8% |
13% |
False |
False |
26 |
| 60 |
2,848.00 |
2,602.00 |
246.00 |
9.3% |
14.50 |
0.5% |
13% |
False |
False |
18 |
| 80 |
2,848.00 |
2,530.50 |
317.50 |
12.1% |
11.25 |
0.4% |
33% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.00 |
|
2.618 |
2,850.00 |
|
1.618 |
2,790.50 |
|
1.000 |
2,753.75 |
|
0.618 |
2,731.00 |
|
HIGH |
2,694.25 |
|
0.618 |
2,671.50 |
|
0.500 |
2,664.50 |
|
0.382 |
2,657.50 |
|
LOW |
2,634.75 |
|
0.618 |
2,598.00 |
|
1.000 |
2,575.25 |
|
1.618 |
2,538.50 |
|
2.618 |
2,479.00 |
|
4.250 |
2,382.00 |
|
|