| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,574.00 |
2,558.75 |
-15.25 |
-0.6% |
2,642.50 |
| High |
2,593.50 |
2,577.00 |
-16.50 |
-0.6% |
2,685.75 |
| Low |
2,565.50 |
2,553.25 |
-12.25 |
-0.5% |
2,560.25 |
| Close |
2,574.75 |
2,554.25 |
-20.50 |
-0.8% |
2,574.25 |
| Range |
28.00 |
23.75 |
-4.25 |
-15.2% |
125.50 |
| ATR |
34.90 |
34.10 |
-0.80 |
-2.3% |
0.00 |
| Volume |
85 |
14 |
-71 |
-83.5% |
352 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,632.75 |
2,617.25 |
2,567.25 |
|
| R3 |
2,609.00 |
2,593.50 |
2,560.75 |
|
| R2 |
2,585.25 |
2,585.25 |
2,558.50 |
|
| R1 |
2,569.75 |
2,569.75 |
2,556.50 |
2,565.50 |
| PP |
2,561.50 |
2,561.50 |
2,561.50 |
2,559.50 |
| S1 |
2,546.00 |
2,546.00 |
2,552.00 |
2,542.00 |
| S2 |
2,537.75 |
2,537.75 |
2,550.00 |
|
| S3 |
2,514.00 |
2,522.25 |
2,547.75 |
|
| S4 |
2,490.25 |
2,498.50 |
2,541.25 |
|
|
| 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 |
2,677.00 |
2,553.25 |
123.75 |
4.8% |
45.25 |
1.8% |
1% |
False |
True |
66 |
| 10 |
2,694.25 |
2,553.25 |
141.00 |
5.5% |
42.75 |
1.7% |
1% |
False |
True |
51 |
| 20 |
2,773.25 |
2,553.25 |
220.00 |
8.6% |
36.25 |
1.4% |
0% |
False |
True |
63 |
| 40 |
2,848.00 |
2,553.25 |
294.75 |
11.5% |
27.75 |
1.1% |
0% |
False |
True |
37 |
| 60 |
2,848.00 |
2,553.25 |
294.75 |
11.5% |
19.00 |
0.7% |
0% |
False |
True |
25 |
| 80 |
2,848.00 |
2,530.50 |
317.50 |
12.4% |
14.50 |
0.6% |
7% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,678.00 |
|
2.618 |
2,639.25 |
|
1.618 |
2,615.50 |
|
1.000 |
2,600.75 |
|
0.618 |
2,591.75 |
|
HIGH |
2,577.00 |
|
0.618 |
2,568.00 |
|
0.500 |
2,565.00 |
|
0.382 |
2,562.25 |
|
LOW |
2,553.25 |
|
0.618 |
2,538.50 |
|
1.000 |
2,529.50 |
|
1.618 |
2,514.75 |
|
2.618 |
2,491.00 |
|
4.250 |
2,452.25 |
|
|