| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,661.05 |
2,701.91 |
40.86 |
1.5% |
2,650.51 |
| High |
2,690.72 |
2,701.91 |
11.19 |
0.4% |
2,701.91 |
| Low |
2,657.11 |
2,654.97 |
-2.14 |
-0.1% |
2,639.63 |
| Close |
2,687.52 |
2,656.28 |
-31.24 |
-1.2% |
2,656.28 |
| Range |
33.61 |
46.94 |
13.33 |
39.7% |
62.28 |
| ATR |
34.22 |
35.12 |
0.91 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.87 |
2,781.02 |
2,682.10 |
|
| R3 |
2,764.93 |
2,734.08 |
2,669.19 |
|
| R2 |
2,717.99 |
2,717.99 |
2,664.89 |
|
| R1 |
2,687.14 |
2,687.14 |
2,660.58 |
2,679.10 |
| PP |
2,671.05 |
2,671.05 |
2,671.05 |
2,667.03 |
| S1 |
2,640.20 |
2,640.20 |
2,651.98 |
2,632.16 |
| S2 |
2,624.11 |
2,624.11 |
2,647.67 |
|
| S3 |
2,577.17 |
2,593.26 |
2,643.37 |
|
| S4 |
2,530.23 |
2,546.32 |
2,630.46 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.78 |
2,816.81 |
2,690.53 |
|
| R3 |
2,790.50 |
2,754.53 |
2,673.41 |
|
| R2 |
2,728.22 |
2,728.22 |
2,667.70 |
|
| R1 |
2,692.25 |
2,692.25 |
2,661.99 |
2,710.24 |
| PP |
2,665.94 |
2,665.94 |
2,665.94 |
2,674.93 |
| S1 |
2,629.97 |
2,629.97 |
2,650.57 |
2,647.96 |
| S2 |
2,603.66 |
2,603.66 |
2,644.86 |
|
| S3 |
2,541.38 |
2,567.69 |
2,639.15 |
|
| S4 |
2,479.10 |
2,505.41 |
2,622.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,701.91 |
2,636.83 |
65.08 |
2.5% |
32.94 |
1.2% |
30% |
True |
False |
|
| 10 |
2,775.83 |
2,636.83 |
139.00 |
5.2% |
36.33 |
1.4% |
14% |
False |
False |
|
| 20 |
2,845.97 |
2,636.83 |
209.14 |
7.9% |
32.91 |
1.2% |
9% |
False |
False |
|
| 40 |
2,878.38 |
2,636.83 |
241.55 |
9.1% |
30.67 |
1.2% |
8% |
False |
False |
|
| 60 |
2,878.38 |
2,636.83 |
241.55 |
9.1% |
28.27 |
1.1% |
8% |
False |
False |
|
| 80 |
2,878.38 |
2,522.89 |
355.49 |
13.4% |
30.02 |
1.1% |
38% |
False |
False |
|
| 100 |
2,878.38 |
2,510.37 |
368.01 |
13.9% |
31.10 |
1.2% |
40% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.4% |
32.75 |
1.2% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,901.41 |
|
2.618 |
2,824.80 |
|
1.618 |
2,777.86 |
|
1.000 |
2,748.85 |
|
0.618 |
2,730.92 |
|
HIGH |
2,701.91 |
|
0.618 |
2,683.98 |
|
0.500 |
2,678.44 |
|
0.382 |
2,672.90 |
|
LOW |
2,654.97 |
|
0.618 |
2,625.96 |
|
1.000 |
2,608.03 |
|
1.618 |
2,579.02 |
|
2.618 |
2,532.08 |
|
4.250 |
2,455.48 |
|
|