| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,680.25 |
2,642.50 |
-37.75 |
-1.4% |
2,640.00 |
| High |
2,694.25 |
2,658.50 |
-35.75 |
-1.3% |
2,694.25 |
| Low |
2,634.75 |
2,630.75 |
-4.00 |
-0.2% |
2,626.25 |
| Close |
2,634.75 |
2,656.00 |
21.25 |
0.8% |
2,634.75 |
| Range |
59.50 |
27.75 |
-31.75 |
-53.4% |
68.00 |
| ATR |
30.27 |
30.09 |
-0.18 |
-0.6% |
0.00 |
| Volume |
35 |
96 |
61 |
174.3% |
84 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.75 |
2,721.50 |
2,671.25 |
|
| R3 |
2,704.00 |
2,693.75 |
2,663.75 |
|
| R2 |
2,676.25 |
2,676.25 |
2,661.00 |
|
| R1 |
2,666.00 |
2,666.00 |
2,658.50 |
2,671.00 |
| PP |
2,648.50 |
2,648.50 |
2,648.50 |
2,651.00 |
| S1 |
2,638.25 |
2,638.25 |
2,653.50 |
2,643.50 |
| S2 |
2,620.75 |
2,620.75 |
2,651.00 |
|
| S3 |
2,593.00 |
2,610.50 |
2,648.25 |
|
| S4 |
2,565.25 |
2,582.75 |
2,640.75 |
|
|
| 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% |
34.75 |
1.3% |
44% |
False |
False |
32 |
| 10 |
2,694.25 |
2,602.00 |
92.25 |
3.5% |
31.25 |
1.2% |
59% |
False |
False |
42 |
| 20 |
2,773.25 |
2,602.00 |
171.25 |
6.4% |
30.75 |
1.2% |
32% |
False |
False |
49 |
| 40 |
2,848.00 |
2,602.00 |
246.00 |
9.3% |
22.00 |
0.8% |
22% |
False |
False |
29 |
| 60 |
2,848.00 |
2,602.00 |
246.00 |
9.3% |
15.00 |
0.6% |
22% |
False |
False |
19 |
| 80 |
2,848.00 |
2,530.50 |
317.50 |
12.0% |
11.50 |
0.4% |
40% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,776.50 |
|
2.618 |
2,731.25 |
|
1.618 |
2,703.50 |
|
1.000 |
2,686.25 |
|
0.618 |
2,675.75 |
|
HIGH |
2,658.50 |
|
0.618 |
2,648.00 |
|
0.500 |
2,644.50 |
|
0.382 |
2,641.25 |
|
LOW |
2,630.75 |
|
0.618 |
2,613.50 |
|
1.000 |
2,603.00 |
|
1.618 |
2,585.75 |
|
2.618 |
2,558.00 |
|
4.250 |
2,512.75 |
|
|