| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,657.73 |
2,676.15 |
18.42 |
0.7% |
2,650.51 |
| High |
2,678.94 |
2,696.46 |
17.52 |
0.7% |
2,701.91 |
| Low |
2,651.37 |
2,668.45 |
17.08 |
0.6% |
2,639.63 |
| Close |
2,672.91 |
2,681.05 |
8.14 |
0.3% |
2,656.28 |
| Range |
27.57 |
28.01 |
0.44 |
1.6% |
62.28 |
| ATR |
34.59 |
34.12 |
-0.47 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.02 |
2,751.54 |
2,696.46 |
|
| R3 |
2,738.01 |
2,723.53 |
2,688.75 |
|
| R2 |
2,710.00 |
2,710.00 |
2,686.19 |
|
| R1 |
2,695.52 |
2,695.52 |
2,683.62 |
2,702.76 |
| PP |
2,681.99 |
2,681.99 |
2,681.99 |
2,685.61 |
| S1 |
2,667.51 |
2,667.51 |
2,678.48 |
2,674.75 |
| S2 |
2,653.98 |
2,653.98 |
2,675.91 |
|
| S3 |
2,625.97 |
2,639.50 |
2,673.35 |
|
| S4 |
2,597.96 |
2,611.49 |
2,665.64 |
|
|
| 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 |
2,639.63 |
62.28 |
2.3% |
30.11 |
1.1% |
67% |
False |
False |
|
| 10 |
2,701.91 |
2,636.83 |
65.08 |
2.4% |
31.17 |
1.2% |
68% |
False |
False |
|
| 20 |
2,801.85 |
2,636.83 |
165.02 |
6.2% |
32.67 |
1.2% |
27% |
False |
False |
|
| 40 |
2,878.38 |
2,636.83 |
241.55 |
9.0% |
30.62 |
1.1% |
18% |
False |
False |
|
| 60 |
2,878.38 |
2,636.83 |
241.55 |
9.0% |
28.66 |
1.1% |
18% |
False |
False |
|
| 80 |
2,878.38 |
2,535.04 |
343.34 |
12.8% |
29.75 |
1.1% |
43% |
False |
False |
|
| 100 |
2,878.38 |
2,510.37 |
368.01 |
13.7% |
30.92 |
1.2% |
46% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.2% |
32.68 |
1.2% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,815.50 |
|
2.618 |
2,769.79 |
|
1.618 |
2,741.78 |
|
1.000 |
2,724.47 |
|
0.618 |
2,713.77 |
|
HIGH |
2,696.46 |
|
0.618 |
2,685.76 |
|
0.500 |
2,682.46 |
|
0.382 |
2,679.15 |
|
LOW |
2,668.45 |
|
0.618 |
2,651.14 |
|
1.000 |
2,640.44 |
|
1.618 |
2,623.13 |
|
2.618 |
2,595.12 |
|
4.250 |
2,549.41 |
|
|