| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,564.23 |
2,592.27 |
28.04 |
1.1% |
2,596.57 |
| High |
2,596.75 |
2,598.47 |
1.72 |
0.1% |
2,600.65 |
| Low |
2,562.52 |
2,570.66 |
8.14 |
0.3% |
2,494.38 |
| Close |
2,595.83 |
2,594.66 |
-1.17 |
0.0% |
2,534.16 |
| Range |
34.23 |
27.81 |
-6.42 |
-18.8% |
106.27 |
| ATR |
39.69 |
38.84 |
-0.85 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.36 |
2,660.82 |
2,609.96 |
|
| R3 |
2,643.55 |
2,633.01 |
2,602.31 |
|
| R2 |
2,615.74 |
2,615.74 |
2,599.76 |
|
| R1 |
2,605.20 |
2,605.20 |
2,597.21 |
2,610.47 |
| PP |
2,587.93 |
2,587.93 |
2,587.93 |
2,590.57 |
| S1 |
2,577.39 |
2,577.39 |
2,592.11 |
2,582.66 |
| S2 |
2,560.12 |
2,560.12 |
2,589.56 |
|
| S3 |
2,532.31 |
2,549.58 |
2,587.01 |
|
| S4 |
2,504.50 |
2,521.77 |
2,579.36 |
|
|
| 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 |
2,598.47 |
2,494.38 |
104.09 |
4.0% |
37.10 |
1.4% |
96% |
True |
False |
|
| 10 |
2,651.26 |
2,494.38 |
156.88 |
6.0% |
38.39 |
1.5% |
64% |
False |
False |
|
| 20 |
2,701.91 |
2,494.38 |
207.53 |
8.0% |
34.78 |
1.3% |
48% |
False |
False |
|
| 40 |
2,858.68 |
2,494.38 |
364.30 |
14.0% |
34.29 |
1.3% |
28% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.8% |
31.17 |
1.2% |
26% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.8% |
29.91 |
1.2% |
26% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.8% |
31.39 |
1.2% |
26% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.7% |
32.35 |
1.2% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,716.66 |
|
2.618 |
2,671.28 |
|
1.618 |
2,643.47 |
|
1.000 |
2,626.28 |
|
0.618 |
2,615.66 |
|
HIGH |
2,598.47 |
|
0.618 |
2,587.85 |
|
0.500 |
2,584.57 |
|
0.382 |
2,581.28 |
|
LOW |
2,570.66 |
|
0.618 |
2,553.47 |
|
1.000 |
2,542.85 |
|
1.618 |
2,525.66 |
|
2.618 |
2,497.85 |
|
4.250 |
2,452.47 |
|
|