| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,658.00 |
2,677.00 |
19.00 |
0.7% |
2,640.00 |
| High |
2,685.75 |
2,677.00 |
-8.75 |
-0.3% |
2,694.25 |
| Low |
2,658.00 |
2,595.25 |
-62.75 |
-2.4% |
2,626.25 |
| Close |
2,669.50 |
2,603.75 |
-65.75 |
-2.5% |
2,634.75 |
| Range |
27.75 |
81.75 |
54.00 |
194.6% |
68.00 |
| ATR |
30.06 |
33.75 |
3.69 |
12.3% |
0.00 |
| Volume |
23 |
44 |
21 |
91.3% |
84 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.50 |
2,819.00 |
2,648.75 |
|
| R3 |
2,788.75 |
2,737.25 |
2,626.25 |
|
| R2 |
2,707.00 |
2,707.00 |
2,618.75 |
|
| R1 |
2,655.50 |
2,655.50 |
2,611.25 |
2,640.50 |
| PP |
2,625.25 |
2,625.25 |
2,625.25 |
2,617.75 |
| S1 |
2,573.75 |
2,573.75 |
2,596.25 |
2,558.50 |
| S2 |
2,543.50 |
2,543.50 |
2,588.75 |
|
| S3 |
2,461.75 |
2,492.00 |
2,581.25 |
|
| S4 |
2,380.00 |
2,410.25 |
2,558.75 |
|
|
| 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 |
2,595.25 |
99.00 |
3.8% |
50.00 |
1.9% |
9% |
False |
True |
44 |
| 10 |
2,694.25 |
2,595.25 |
99.00 |
3.8% |
36.75 |
1.4% |
9% |
False |
True |
26 |
| 20 |
2,773.25 |
2,595.25 |
178.00 |
6.8% |
33.25 |
1.3% |
5% |
False |
True |
52 |
| 40 |
2,848.00 |
2,595.25 |
252.75 |
9.7% |
24.75 |
0.9% |
3% |
False |
True |
30 |
| 60 |
2,848.00 |
2,595.25 |
252.75 |
9.7% |
16.75 |
0.6% |
3% |
False |
True |
20 |
| 80 |
2,848.00 |
2,530.50 |
317.50 |
12.2% |
13.00 |
0.5% |
23% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,024.50 |
|
2.618 |
2,891.00 |
|
1.618 |
2,809.25 |
|
1.000 |
2,758.75 |
|
0.618 |
2,727.50 |
|
HIGH |
2,677.00 |
|
0.618 |
2,645.75 |
|
0.500 |
2,636.00 |
|
0.382 |
2,626.50 |
|
LOW |
2,595.25 |
|
0.618 |
2,544.75 |
|
1.000 |
2,513.50 |
|
1.618 |
2,463.00 |
|
2.618 |
2,381.25 |
|
4.250 |
2,247.75 |
|
|