| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,642.50 |
2,658.00 |
15.50 |
0.6% |
2,640.00 |
| High |
2,658.50 |
2,685.75 |
27.25 |
1.0% |
2,694.25 |
| Low |
2,630.75 |
2,658.00 |
27.25 |
1.0% |
2,626.25 |
| Close |
2,656.00 |
2,669.50 |
13.50 |
0.5% |
2,634.75 |
| Range |
27.75 |
27.75 |
0.00 |
0.0% |
68.00 |
| ATR |
30.09 |
30.06 |
-0.02 |
-0.1% |
0.00 |
| Volume |
96 |
23 |
-73 |
-76.0% |
84 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.25 |
2,739.75 |
2,684.75 |
|
| R3 |
2,726.50 |
2,712.00 |
2,677.25 |
|
| R2 |
2,698.75 |
2,698.75 |
2,674.50 |
|
| R1 |
2,684.25 |
2,684.25 |
2,672.00 |
2,691.50 |
| PP |
2,671.00 |
2,671.00 |
2,671.00 |
2,674.75 |
| S1 |
2,656.50 |
2,656.50 |
2,667.00 |
2,663.75 |
| S2 |
2,643.25 |
2,643.25 |
2,664.50 |
|
| S3 |
2,615.50 |
2,628.75 |
2,661.75 |
|
| S4 |
2,587.75 |
2,601.00 |
2,654.25 |
|
|
| 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 |
2.5% |
40.25 |
1.5% |
64% |
False |
False |
36 |
| 10 |
2,694.25 |
2,602.00 |
92.25 |
3.5% |
31.25 |
1.2% |
73% |
False |
False |
44 |
| 20 |
2,773.25 |
2,602.00 |
171.25 |
6.4% |
30.00 |
1.1% |
39% |
False |
False |
50 |
| 40 |
2,848.00 |
2,602.00 |
246.00 |
9.2% |
22.75 |
0.9% |
27% |
False |
False |
29 |
| 60 |
2,848.00 |
2,602.00 |
246.00 |
9.2% |
15.25 |
0.6% |
27% |
False |
False |
20 |
| 80 |
2,848.00 |
2,530.50 |
317.50 |
11.9% |
11.75 |
0.4% |
44% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.75 |
|
2.618 |
2,758.50 |
|
1.618 |
2,730.75 |
|
1.000 |
2,713.50 |
|
0.618 |
2,703.00 |
|
HIGH |
2,685.75 |
|
0.618 |
2,675.25 |
|
0.500 |
2,672.00 |
|
0.382 |
2,668.50 |
|
LOW |
2,658.00 |
|
0.618 |
2,640.75 |
|
1.000 |
2,630.25 |
|
1.618 |
2,613.00 |
|
2.618 |
2,585.25 |
|
4.250 |
2,540.00 |
|
|