| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,677.00 |
2,607.00 |
-70.00 |
-2.6% |
2,640.00 |
| High |
2,677.00 |
2,616.25 |
-60.75 |
-2.3% |
2,694.25 |
| Low |
2,595.25 |
2,560.25 |
-35.00 |
-1.3% |
2,626.25 |
| Close |
2,603.75 |
2,565.75 |
-38.00 |
-1.5% |
2,634.75 |
| Range |
81.75 |
56.00 |
-25.75 |
-31.5% |
68.00 |
| ATR |
33.75 |
35.34 |
1.59 |
4.7% |
0.00 |
| Volume |
44 |
122 |
78 |
177.3% |
84 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.75 |
2,713.25 |
2,596.50 |
|
| R3 |
2,692.75 |
2,657.25 |
2,581.25 |
|
| R2 |
2,636.75 |
2,636.75 |
2,576.00 |
|
| R1 |
2,601.25 |
2,601.25 |
2,571.00 |
2,591.00 |
| PP |
2,580.75 |
2,580.75 |
2,580.75 |
2,575.50 |
| S1 |
2,545.25 |
2,545.25 |
2,560.50 |
2,535.00 |
| S2 |
2,524.75 |
2,524.75 |
2,555.50 |
|
| S3 |
2,468.75 |
2,489.25 |
2,550.25 |
|
| S4 |
2,412.75 |
2,433.25 |
2,535.00 |
|
|
| 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 |
2,560.25 |
134.00 |
5.2% |
50.50 |
2.0% |
4% |
False |
True |
64 |
| 10 |
2,694.25 |
2,560.25 |
134.00 |
5.2% |
40.75 |
1.6% |
4% |
False |
True |
37 |
| 20 |
2,773.25 |
2,560.25 |
213.00 |
8.3% |
35.75 |
1.4% |
3% |
False |
True |
57 |
| 40 |
2,848.00 |
2,560.25 |
287.75 |
11.2% |
25.75 |
1.0% |
2% |
False |
True |
33 |
| 60 |
2,848.00 |
2,560.25 |
287.75 |
11.2% |
17.75 |
0.7% |
2% |
False |
True |
22 |
| 80 |
2,848.00 |
2,530.50 |
317.50 |
12.4% |
13.50 |
0.5% |
11% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.25 |
|
2.618 |
2,762.75 |
|
1.618 |
2,706.75 |
|
1.000 |
2,672.25 |
|
0.618 |
2,650.75 |
|
HIGH |
2,616.25 |
|
0.618 |
2,594.75 |
|
0.500 |
2,588.25 |
|
0.382 |
2,581.75 |
|
LOW |
2,560.25 |
|
0.618 |
2,525.75 |
|
1.000 |
2,504.25 |
|
1.618 |
2,469.75 |
|
2.618 |
2,413.75 |
|
4.250 |
2,322.25 |
|
|