Day Change Summary |
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Previous |
Current |
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01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,727.6 |
1,721.9 |
-5.7 |
-0.3% |
1,721.0 |
High |
1,730.5 |
1,721.9 |
-8.6 |
-0.5% |
1,731.2 |
Low |
1,721.6 |
1,681.0 |
-40.6 |
-2.4% |
1,681.0 |
Close |
1,721.6 |
1,681.2 |
-40.4 |
-2.3% |
1,681.2 |
Range |
8.9 |
40.9 |
32.0 |
359.6% |
50.2 |
ATR |
14.4 |
16.3 |
1.9 |
13.2% |
0.0 |
Volume |
596 |
614 |
18 |
3.0% |
2,569 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.4 |
1,790.2 |
1,703.7 |
|
R3 |
1,776.5 |
1,749.3 |
1,692.4 |
|
R2 |
1,735.6 |
1,735.6 |
1,688.7 |
|
R1 |
1,708.4 |
1,708.4 |
1,684.9 |
1,701.6 |
PP |
1,694.7 |
1,694.7 |
1,694.7 |
1,691.3 |
S1 |
1,667.5 |
1,667.5 |
1,677.5 |
1,660.7 |
S2 |
1,653.8 |
1,653.8 |
1,673.7 |
|
S3 |
1,612.9 |
1,626.6 |
1,670.0 |
|
S4 |
1,572.0 |
1,585.7 |
1,658.7 |
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|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.4 |
1,815.0 |
1,708.8 |
|
R3 |
1,798.2 |
1,764.8 |
1,695.0 |
|
R2 |
1,748.0 |
1,748.0 |
1,690.4 |
|
R1 |
1,714.6 |
1,714.6 |
1,685.8 |
1,706.2 |
PP |
1,697.8 |
1,697.8 |
1,697.8 |
1,693.6 |
S1 |
1,664.4 |
1,664.4 |
1,676.6 |
1,656.0 |
S2 |
1,647.6 |
1,647.6 |
1,672.0 |
|
S3 |
1,597.4 |
1,614.2 |
1,667.4 |
|
S4 |
1,547.2 |
1,564.0 |
1,653.6 |
|
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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 |
1,731.2 |
1,681.0 |
50.2 |
3.0% |
14.1 |
0.8% |
0% |
False |
True |
513 |
10 |
1,734.9 |
1,681.0 |
53.9 |
3.2% |
14.9 |
0.9% |
0% |
False |
True |
1,190 |
20 |
1,787.0 |
1,681.0 |
106.0 |
6.3% |
14.2 |
0.8% |
0% |
False |
True |
1,283 |
40 |
1,803.0 |
1,681.0 |
122.0 |
7.3% |
15.5 |
0.9% |
0% |
False |
True |
1,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,895.7 |
2.618 |
1,829.0 |
1.618 |
1,788.1 |
1.000 |
1,762.8 |
0.618 |
1,747.2 |
HIGH |
1,721.9 |
0.618 |
1,706.3 |
0.500 |
1,701.5 |
0.382 |
1,696.6 |
LOW |
1,681.0 |
0.618 |
1,655.7 |
1.000 |
1,640.1 |
1.618 |
1,614.8 |
2.618 |
1,573.9 |
4.250 |
1,507.2 |
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