Day Change Summary |
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Previous |
Current |
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31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,720.1 |
1,724.2 |
4.1 |
0.2% |
1,723.4 |
High |
1,728.8 |
1,731.3 |
2.5 |
0.1% |
1,733.4 |
Low |
1,719.7 |
1,719.5 |
-0.2 |
0.0% |
1,703.0 |
Close |
1,723.2 |
1,719.7 |
-3.5 |
-0.2% |
1,715.9 |
Range |
9.1 |
11.8 |
2.7 |
29.7% |
30.4 |
ATR |
15.0 |
14.8 |
-0.2 |
-1.5% |
0.0 |
Volume |
398 |
806 |
408 |
102.5% |
6,278 |
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Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.9 |
1,751.1 |
1,726.2 |
|
R3 |
1,747.1 |
1,739.3 |
1,722.9 |
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R2 |
1,735.3 |
1,735.3 |
1,721.9 |
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R1 |
1,727.5 |
1,727.5 |
1,720.8 |
1,725.5 |
PP |
1,723.5 |
1,723.5 |
1,723.5 |
1,722.5 |
S1 |
1,715.7 |
1,715.7 |
1,718.6 |
1,713.7 |
S2 |
1,711.7 |
1,711.7 |
1,717.5 |
|
S3 |
1,699.9 |
1,703.9 |
1,716.5 |
|
S4 |
1,688.1 |
1,692.1 |
1,713.2 |
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Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.6 |
1,792.7 |
1,732.6 |
|
R3 |
1,778.2 |
1,762.3 |
1,724.3 |
|
R2 |
1,747.8 |
1,747.8 |
1,721.5 |
|
R1 |
1,731.9 |
1,731.9 |
1,718.7 |
1,724.7 |
PP |
1,717.4 |
1,717.4 |
1,717.4 |
1,713.8 |
S1 |
1,701.5 |
1,701.5 |
1,713.1 |
1,694.3 |
S2 |
1,687.0 |
1,687.0 |
1,710.3 |
|
S3 |
1,656.6 |
1,671.1 |
1,707.5 |
|
S4 |
1,626.2 |
1,640.7 |
1,699.2 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,731.3 |
1,707.4 |
23.9 |
1.4% |
10.5 |
0.6% |
51% |
True |
False |
729 |
10 |
1,748.3 |
1,703.0 |
45.3 |
2.6% |
13.8 |
0.8% |
37% |
False |
False |
881 |
20 |
1,801.8 |
1,703.0 |
98.8 |
5.7% |
13.7 |
0.8% |
17% |
False |
False |
781 |
40 |
1,801.8 |
1,699.3 |
102.5 |
6.0% |
15.9 |
0.9% |
20% |
False |
False |
966 |
60 |
1,801.8 |
1,598.8 |
203.0 |
11.8% |
15.3 |
0.9% |
60% |
False |
False |
805 |
80 |
1,801.8 |
1,567.0 |
234.8 |
13.7% |
13.2 |
0.8% |
65% |
False |
False |
720 |
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Fibonacci Retracements and Extensions |
4.250 |
1,781.5 |
2.618 |
1,762.2 |
1.618 |
1,750.4 |
1.000 |
1,743.1 |
0.618 |
1,738.6 |
HIGH |
1,731.3 |
0.618 |
1,726.8 |
0.500 |
1,725.4 |
0.382 |
1,724.0 |
LOW |
1,719.5 |
0.618 |
1,712.2 |
1.000 |
1,707.7 |
1.618 |
1,700.4 |
2.618 |
1,688.6 |
4.250 |
1,669.4 |
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