| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,607.00 |
2,575.50 |
-31.50 |
-1.2% |
2,642.50 |
| High |
2,616.25 |
2,600.00 |
-16.25 |
-0.6% |
2,685.75 |
| Low |
2,560.25 |
2,563.50 |
3.25 |
0.1% |
2,560.25 |
| Close |
2,565.75 |
2,574.25 |
8.50 |
0.3% |
2,574.25 |
| Range |
56.00 |
36.50 |
-19.50 |
-34.8% |
125.50 |
| ATR |
35.34 |
35.43 |
0.08 |
0.2% |
0.00 |
| Volume |
122 |
67 |
-55 |
-45.1% |
352 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.75 |
2,668.00 |
2,594.25 |
|
| R3 |
2,652.25 |
2,631.50 |
2,584.25 |
|
| R2 |
2,615.75 |
2,615.75 |
2,581.00 |
|
| R1 |
2,595.00 |
2,595.00 |
2,577.50 |
2,587.00 |
| PP |
2,579.25 |
2,579.25 |
2,579.25 |
2,575.25 |
| S1 |
2,558.50 |
2,558.50 |
2,571.00 |
2,550.50 |
| S2 |
2,542.75 |
2,542.75 |
2,567.50 |
|
| S3 |
2,506.25 |
2,522.00 |
2,564.25 |
|
| S4 |
2,469.75 |
2,485.50 |
2,554.25 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.25 |
2,904.25 |
2,643.25 |
|
| R3 |
2,857.75 |
2,778.75 |
2,608.75 |
|
| R2 |
2,732.25 |
2,732.25 |
2,597.25 |
|
| R1 |
2,653.25 |
2,653.25 |
2,585.75 |
2,630.00 |
| PP |
2,606.75 |
2,606.75 |
2,606.75 |
2,595.00 |
| S1 |
2,527.75 |
2,527.75 |
2,562.75 |
2,504.50 |
| S2 |
2,481.25 |
2,481.25 |
2,551.25 |
|
| S3 |
2,355.75 |
2,402.25 |
2,539.75 |
|
| S4 |
2,230.25 |
2,276.75 |
2,505.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,685.75 |
2,560.25 |
125.50 |
4.9% |
46.00 |
1.8% |
11% |
False |
False |
70 |
| 10 |
2,694.25 |
2,560.25 |
134.00 |
5.2% |
39.25 |
1.5% |
10% |
False |
False |
43 |
| 20 |
2,773.25 |
2,560.25 |
213.00 |
8.3% |
36.75 |
1.4% |
7% |
False |
False |
60 |
| 40 |
2,848.00 |
2,560.25 |
287.75 |
11.2% |
26.50 |
1.0% |
5% |
False |
False |
35 |
| 60 |
2,848.00 |
2,560.25 |
287.75 |
11.2% |
18.25 |
0.7% |
5% |
False |
False |
23 |
| 80 |
2,848.00 |
2,530.50 |
317.50 |
12.3% |
14.00 |
0.5% |
14% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,755.00 |
|
2.618 |
2,695.50 |
|
1.618 |
2,659.00 |
|
1.000 |
2,636.50 |
|
0.618 |
2,622.50 |
|
HIGH |
2,600.00 |
|
0.618 |
2,586.00 |
|
0.500 |
2,581.75 |
|
0.382 |
2,577.50 |
|
LOW |
2,563.50 |
|
0.618 |
2,541.00 |
|
1.000 |
2,527.00 |
|
1.618 |
2,504.50 |
|
2.618 |
2,468.00 |
|
4.250 |
2,408.50 |
|
|