| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,576.50 |
2,521.50 |
-55.00 |
-2.1% |
2,642.50 |
| High |
2,576.75 |
2,535.75 |
-41.00 |
-1.6% |
2,685.75 |
| Low |
2,521.00 |
2,507.00 |
-14.00 |
-0.6% |
2,560.25 |
| Close |
2,523.00 |
2,515.50 |
-7.50 |
-0.3% |
2,574.25 |
| Range |
55.75 |
28.75 |
-27.00 |
-48.4% |
125.50 |
| ATR |
35.65 |
35.15 |
-0.49 |
-1.4% |
0.00 |
| Volume |
36 |
249 |
213 |
591.7% |
352 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.75 |
2,589.25 |
2,531.25 |
|
| R3 |
2,577.00 |
2,560.50 |
2,523.50 |
|
| R2 |
2,548.25 |
2,548.25 |
2,520.75 |
|
| R1 |
2,531.75 |
2,531.75 |
2,518.25 |
2,525.50 |
| PP |
2,519.50 |
2,519.50 |
2,519.50 |
2,516.25 |
| S1 |
2,503.00 |
2,503.00 |
2,512.75 |
2,497.00 |
| S2 |
2,490.75 |
2,490.75 |
2,510.25 |
|
| S3 |
2,462.00 |
2,474.25 |
2,507.50 |
|
| S4 |
2,433.25 |
2,445.50 |
2,499.75 |
|
|
| 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 |
2,600.00 |
2,507.00 |
93.00 |
3.7% |
34.50 |
1.4% |
9% |
False |
True |
90 |
| 10 |
2,694.25 |
2,507.00 |
187.25 |
7.4% |
42.50 |
1.7% |
5% |
False |
True |
77 |
| 20 |
2,725.50 |
2,507.00 |
218.50 |
8.7% |
37.50 |
1.5% |
4% |
False |
True |
55 |
| 40 |
2,847.00 |
2,507.00 |
340.00 |
13.5% |
30.00 |
1.2% |
3% |
False |
True |
44 |
| 60 |
2,848.00 |
2,507.00 |
341.00 |
13.6% |
20.50 |
0.8% |
2% |
False |
True |
30 |
| 80 |
2,848.00 |
2,507.00 |
341.00 |
13.6% |
15.75 |
0.6% |
2% |
False |
True |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.00 |
|
2.618 |
2,611.00 |
|
1.618 |
2,582.25 |
|
1.000 |
2,564.50 |
|
0.618 |
2,553.50 |
|
HIGH |
2,535.75 |
|
0.618 |
2,524.75 |
|
0.500 |
2,521.50 |
|
0.382 |
2,518.00 |
|
LOW |
2,507.00 |
|
0.618 |
2,489.25 |
|
1.000 |
2,478.25 |
|
1.618 |
2,460.50 |
|
2.618 |
2,431.75 |
|
4.250 |
2,384.75 |
|
|