Day Change Summary |
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Previous |
Current |
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27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,405.82 |
1,398.77 |
-7.05 |
-0.5% |
1,365.20 |
High |
1,409.01 |
1,410.31 |
1.30 |
0.1% |
1,409.16 |
Low |
1,398.03 |
1,385.43 |
-12.60 |
-0.9% |
1,365.20 |
Close |
1,398.94 |
1,409.93 |
10.99 |
0.8% |
1,409.15 |
Range |
10.98 |
24.88 |
13.90 |
126.6% |
43.96 |
ATR |
15.92 |
16.56 |
0.64 |
4.0% |
0.00 |
Volume |
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Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.53 |
1,468.11 |
1,423.61 |
|
R3 |
1,451.65 |
1,443.23 |
1,416.77 |
|
R2 |
1,426.77 |
1,426.77 |
1,414.49 |
|
R1 |
1,418.35 |
1,418.35 |
1,412.21 |
1,422.56 |
PP |
1,401.89 |
1,401.89 |
1,401.89 |
1,404.00 |
S1 |
1,393.47 |
1,393.47 |
1,407.65 |
1,397.68 |
S2 |
1,377.01 |
1,377.01 |
1,405.37 |
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S3 |
1,352.13 |
1,368.59 |
1,403.09 |
|
S4 |
1,327.25 |
1,343.71 |
1,396.25 |
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Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,526.38 |
1,511.73 |
1,433.33 |
|
R3 |
1,482.42 |
1,467.77 |
1,421.24 |
|
R2 |
1,438.46 |
1,438.46 |
1,417.21 |
|
R1 |
1,423.81 |
1,423.81 |
1,413.18 |
1,431.14 |
PP |
1,394.50 |
1,394.50 |
1,394.50 |
1,398.17 |
S1 |
1,379.85 |
1,379.85 |
1,405.12 |
1,387.18 |
S2 |
1,350.54 |
1,350.54 |
1,401.09 |
|
S3 |
1,306.58 |
1,335.89 |
1,397.06 |
|
S4 |
1,262.62 |
1,291.93 |
1,384.97 |
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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 |
1,410.31 |
1,385.43 |
24.88 |
1.8% |
14.06 |
1.0% |
98% |
True |
True |
|
10 |
1,410.31 |
1,343.35 |
66.96 |
4.7% |
16.36 |
1.2% |
99% |
True |
False |
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20 |
1,434.27 |
1,343.35 |
90.92 |
6.4% |
17.46 |
1.2% |
73% |
False |
False |
|
40 |
1,470.96 |
1,343.35 |
127.61 |
9.1% |
15.85 |
1.1% |
52% |
False |
False |
|
60 |
1,474.51 |
1,343.35 |
131.16 |
9.3% |
14.67 |
1.0% |
51% |
False |
False |
|
80 |
1,474.51 |
1,343.35 |
131.16 |
9.3% |
13.65 |
1.0% |
51% |
False |
False |
|
100 |
1,474.51 |
1,325.41 |
149.10 |
10.6% |
14.28 |
1.0% |
57% |
False |
False |
|
120 |
1,474.51 |
1,306.92 |
167.59 |
11.9% |
14.87 |
1.1% |
61% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,516.05 |
2.618 |
1,475.45 |
1.618 |
1,450.57 |
1.000 |
1,435.19 |
0.618 |
1,425.69 |
HIGH |
1,410.31 |
0.618 |
1,400.81 |
0.500 |
1,397.87 |
0.382 |
1,394.93 |
LOW |
1,385.43 |
0.618 |
1,370.05 |
1.000 |
1,360.55 |
1.618 |
1,345.17 |
2.618 |
1,320.29 |
4.250 |
1,279.69 |
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