| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
12,465 |
12,435 |
-30 |
-0.2% |
12,721 |
| High |
12,509 |
12,495 |
-14 |
-0.1% |
12,770 |
| Low |
12,400 |
12,380 |
-20 |
-0.2% |
12,380 |
| Close |
12,449 |
12,495 |
46 |
0.4% |
12,495 |
| Range |
109 |
115 |
6 |
5.5% |
390 |
| ATR |
128 |
127 |
-1 |
-0.7% |
0 |
| Volume |
30 |
71 |
41 |
136.7% |
166 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,802 |
12,763 |
12,558 |
|
| R3 |
12,687 |
12,648 |
12,527 |
|
| R2 |
12,572 |
12,572 |
12,516 |
|
| R1 |
12,533 |
12,533 |
12,506 |
12,553 |
| PP |
12,457 |
12,457 |
12,457 |
12,466 |
| S1 |
12,418 |
12,418 |
12,485 |
12,438 |
| S2 |
12,342 |
12,342 |
12,474 |
|
| S3 |
12,227 |
12,303 |
12,464 |
|
| S4 |
12,112 |
12,188 |
12,432 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,718 |
13,497 |
12,710 |
|
| R3 |
13,328 |
13,107 |
12,602 |
|
| R2 |
12,938 |
12,938 |
12,567 |
|
| R1 |
12,717 |
12,717 |
12,531 |
12,633 |
| PP |
12,548 |
12,548 |
12,548 |
12,506 |
| S1 |
12,327 |
12,327 |
12,459 |
12,243 |
| S2 |
12,158 |
12,158 |
12,424 |
|
| S3 |
11,768 |
11,937 |
12,388 |
|
| S4 |
11,378 |
11,547 |
12,281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,770 |
12,380 |
390 |
3.1% |
143 |
1.1% |
29% |
False |
True |
33 |
| 10 |
13,150 |
12,380 |
770 |
6.2% |
153 |
1.2% |
15% |
False |
True |
31 |
| 20 |
13,215 |
12,380 |
835 |
6.7% |
123 |
1.0% |
14% |
False |
True |
20 |
| 40 |
13,480 |
12,380 |
1,100 |
8.8% |
97 |
0.8% |
10% |
False |
True |
16 |
| 60 |
13,486 |
12,380 |
1,106 |
8.9% |
73 |
0.6% |
10% |
False |
True |
15 |
| 80 |
13,486 |
12,380 |
1,106 |
8.9% |
56 |
0.4% |
10% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,984 |
|
2.618 |
12,796 |
|
1.618 |
12,681 |
|
1.000 |
12,610 |
|
0.618 |
12,566 |
|
HIGH |
12,495 |
|
0.618 |
12,451 |
|
0.500 |
12,438 |
|
0.382 |
12,424 |
|
LOW |
12,380 |
|
0.618 |
12,309 |
|
1.000 |
12,265 |
|
1.618 |
12,194 |
|
2.618 |
12,079 |
|
4.250 |
11,891 |
|
|