| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,525.89 |
2,564.23 |
38.34 |
1.5% |
2,596.57 |
| High |
2,541.34 |
2,596.75 |
55.41 |
2.2% |
2,600.65 |
| Low |
2,494.38 |
2,562.52 |
68.14 |
2.7% |
2,494.38 |
| Close |
2,534.16 |
2,595.83 |
61.67 |
2.4% |
2,534.16 |
| Range |
46.96 |
34.23 |
-12.73 |
-27.1% |
106.27 |
| ATR |
37.93 |
39.69 |
1.76 |
4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,687.72 |
2,676.01 |
2,614.66 |
|
| R3 |
2,653.49 |
2,641.78 |
2,605.24 |
|
| R2 |
2,619.26 |
2,619.26 |
2,602.11 |
|
| R1 |
2,607.55 |
2,607.55 |
2,598.97 |
2,613.41 |
| PP |
2,585.03 |
2,585.03 |
2,585.03 |
2,587.96 |
| S1 |
2,573.32 |
2,573.32 |
2,592.69 |
2,579.18 |
| S2 |
2,550.80 |
2,550.80 |
2,589.55 |
|
| S3 |
2,516.57 |
2,539.09 |
2,586.42 |
|
| S4 |
2,482.34 |
2,504.86 |
2,577.00 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.87 |
2,804.29 |
2,592.61 |
|
| R3 |
2,755.60 |
2,698.02 |
2,563.38 |
|
| R2 |
2,649.33 |
2,649.33 |
2,553.64 |
|
| R1 |
2,591.75 |
2,591.75 |
2,543.90 |
2,567.41 |
| PP |
2,543.06 |
2,543.06 |
2,543.06 |
2,530.89 |
| S1 |
2,485.48 |
2,485.48 |
2,524.42 |
2,461.14 |
| S2 |
2,436.79 |
2,436.79 |
2,514.68 |
|
| S3 |
2,330.52 |
2,379.21 |
2,504.94 |
|
| S4 |
2,224.25 |
2,272.94 |
2,475.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,596.75 |
2,494.38 |
102.37 |
3.9% |
37.96 |
1.5% |
99% |
True |
False |
|
| 10 |
2,696.46 |
2,494.38 |
202.08 |
7.8% |
38.41 |
1.5% |
50% |
False |
False |
|
| 20 |
2,741.58 |
2,494.38 |
247.20 |
9.5% |
36.69 |
1.4% |
41% |
False |
False |
|
| 40 |
2,878.38 |
2,494.38 |
384.00 |
14.8% |
34.07 |
1.3% |
26% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.8% |
31.14 |
1.2% |
26% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.8% |
29.94 |
1.2% |
26% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.8% |
31.30 |
1.2% |
26% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.7% |
32.31 |
1.2% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,742.23 |
|
2.618 |
2,686.36 |
|
1.618 |
2,652.13 |
|
1.000 |
2,630.98 |
|
0.618 |
2,617.90 |
|
HIGH |
2,596.75 |
|
0.618 |
2,583.67 |
|
0.500 |
2,579.64 |
|
0.382 |
2,575.60 |
|
LOW |
2,562.52 |
|
0.618 |
2,541.37 |
|
1.000 |
2,528.29 |
|
1.618 |
2,507.14 |
|
2.618 |
2,472.91 |
|
4.250 |
2,417.04 |
|
|