| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
12,962 |
12,900 |
-62 |
-0.5% |
13,180 |
| High |
13,025 |
13,100 |
75 |
0.6% |
13,215 |
| Low |
12,953 |
12,900 |
-53 |
-0.4% |
12,899 |
| Close |
12,953 |
13,087 |
134 |
1.0% |
12,977 |
| Range |
72 |
200 |
128 |
177.8% |
316 |
| ATR |
84 |
92 |
8 |
9.9% |
0 |
| Volume |
1 |
9 |
8 |
800.0% |
52 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,629 |
13,558 |
13,197 |
|
| R3 |
13,429 |
13,358 |
13,142 |
|
| R2 |
13,229 |
13,229 |
13,124 |
|
| R1 |
13,158 |
13,158 |
13,105 |
13,194 |
| PP |
13,029 |
13,029 |
13,029 |
13,047 |
| S1 |
12,958 |
12,958 |
13,069 |
12,994 |
| S2 |
12,829 |
12,829 |
13,050 |
|
| S3 |
12,629 |
12,758 |
13,032 |
|
| S4 |
12,429 |
12,558 |
12,977 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,978 |
13,794 |
13,151 |
|
| R3 |
13,662 |
13,478 |
13,064 |
|
| R2 |
13,346 |
13,346 |
13,035 |
|
| R1 |
13,162 |
13,162 |
13,006 |
13,096 |
| PP |
13,030 |
13,030 |
13,030 |
12,998 |
| S1 |
12,846 |
12,846 |
12,948 |
12,780 |
| S2 |
12,714 |
12,714 |
12,919 |
|
| S3 |
12,398 |
12,530 |
12,890 |
|
| S4 |
12,082 |
12,214 |
12,803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,100 |
12,900 |
200 |
1.5% |
77 |
0.6% |
94% |
True |
True |
7 |
| 10 |
13,310 |
12,899 |
411 |
3.1% |
94 |
0.7% |
46% |
False |
False |
7 |
| 20 |
13,473 |
12,899 |
574 |
4.4% |
76 |
0.6% |
33% |
False |
False |
6 |
| 40 |
13,486 |
12,899 |
587 |
4.5% |
61 |
0.5% |
32% |
False |
False |
13 |
| 60 |
13,486 |
12,827 |
659 |
5.0% |
47 |
0.4% |
39% |
False |
False |
9 |
| 80 |
13,486 |
12,310 |
1,176 |
9.0% |
36 |
0.3% |
66% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,950 |
|
2.618 |
13,624 |
|
1.618 |
13,424 |
|
1.000 |
13,300 |
|
0.618 |
13,224 |
|
HIGH |
13,100 |
|
0.618 |
13,024 |
|
0.500 |
13,000 |
|
0.382 |
12,977 |
|
LOW |
12,900 |
|
0.618 |
12,777 |
|
1.000 |
12,700 |
|
1.618 |
12,577 |
|
2.618 |
12,377 |
|
4.250 |
12,050 |
|
|