| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,558.75 |
2,576.50 |
17.75 |
0.7% |
2,642.50 |
| High |
2,577.00 |
2,576.75 |
-0.25 |
0.0% |
2,685.75 |
| Low |
2,553.25 |
2,521.00 |
-32.25 |
-1.3% |
2,560.25 |
| Close |
2,554.25 |
2,523.00 |
-31.25 |
-1.2% |
2,574.25 |
| Range |
23.75 |
55.75 |
32.00 |
134.7% |
125.50 |
| ATR |
34.10 |
35.65 |
1.55 |
4.5% |
0.00 |
| Volume |
14 |
36 |
22 |
157.1% |
352 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.50 |
2,671.00 |
2,553.75 |
|
| R3 |
2,651.75 |
2,615.25 |
2,538.25 |
|
| R2 |
2,596.00 |
2,596.00 |
2,533.25 |
|
| R1 |
2,559.50 |
2,559.50 |
2,528.00 |
2,550.00 |
| PP |
2,540.25 |
2,540.25 |
2,540.25 |
2,535.50 |
| S1 |
2,503.75 |
2,503.75 |
2,518.00 |
2,494.00 |
| S2 |
2,484.50 |
2,484.50 |
2,512.75 |
|
| S3 |
2,428.75 |
2,448.00 |
2,507.75 |
|
| S4 |
2,373.00 |
2,392.25 |
2,492.25 |
|
|
| 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 |
2,616.25 |
2,521.00 |
95.25 |
3.8% |
40.00 |
1.6% |
2% |
False |
True |
64 |
| 10 |
2,694.25 |
2,521.00 |
173.25 |
6.9% |
45.00 |
1.8% |
1% |
False |
True |
54 |
| 20 |
2,765.00 |
2,521.00 |
244.00 |
9.7% |
38.25 |
1.5% |
1% |
False |
True |
44 |
| 40 |
2,847.75 |
2,521.00 |
326.75 |
13.0% |
29.25 |
1.2% |
1% |
False |
True |
38 |
| 60 |
2,848.00 |
2,521.00 |
327.00 |
13.0% |
20.00 |
0.8% |
1% |
False |
True |
26 |
| 80 |
2,848.00 |
2,521.00 |
327.00 |
13.0% |
15.25 |
0.6% |
1% |
False |
True |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,813.75 |
|
2.618 |
2,722.75 |
|
1.618 |
2,667.00 |
|
1.000 |
2,632.50 |
|
0.618 |
2,611.25 |
|
HIGH |
2,576.75 |
|
0.618 |
2,555.50 |
|
0.500 |
2,549.00 |
|
0.382 |
2,542.25 |
|
LOW |
2,521.00 |
|
0.618 |
2,486.50 |
|
1.000 |
2,465.25 |
|
1.618 |
2,430.75 |
|
2.618 |
2,375.00 |
|
4.250 |
2,284.00 |
|
|