| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,592.27 |
2,596.02 |
3.75 |
0.1% |
2,596.57 |
| High |
2,598.47 |
2,604.51 |
6.04 |
0.2% |
2,600.65 |
| Low |
2,570.66 |
2,587.86 |
17.20 |
0.7% |
2,494.38 |
| Close |
2,594.66 |
2,600.48 |
5.82 |
0.2% |
2,534.16 |
| Range |
27.81 |
16.65 |
-11.16 |
-40.1% |
106.27 |
| ATR |
38.84 |
37.26 |
-1.59 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.57 |
2,640.67 |
2,609.64 |
|
| R3 |
2,630.92 |
2,624.02 |
2,605.06 |
|
| R2 |
2,614.27 |
2,614.27 |
2,603.53 |
|
| R1 |
2,607.37 |
2,607.37 |
2,602.01 |
2,610.82 |
| PP |
2,597.62 |
2,597.62 |
2,597.62 |
2,599.34 |
| S1 |
2,590.72 |
2,590.72 |
2,598.95 |
2,594.17 |
| S2 |
2,580.97 |
2,580.97 |
2,597.43 |
|
| S3 |
2,564.32 |
2,574.07 |
2,595.90 |
|
| S4 |
2,547.67 |
2,557.42 |
2,591.32 |
|
|
| 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 |
2,604.51 |
2,494.38 |
110.13 |
4.2% |
30.59 |
1.2% |
96% |
True |
False |
|
| 10 |
2,626.42 |
2,494.38 |
132.04 |
5.1% |
35.16 |
1.4% |
80% |
False |
False |
|
| 20 |
2,701.91 |
2,494.38 |
207.53 |
8.0% |
34.23 |
1.3% |
51% |
False |
False |
|
| 40 |
2,858.68 |
2,494.38 |
364.30 |
14.0% |
34.28 |
1.3% |
29% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.8% |
30.87 |
1.2% |
28% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.8% |
29.43 |
1.1% |
28% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.8% |
31.01 |
1.2% |
28% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.7% |
32.21 |
1.2% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,675.27 |
|
2.618 |
2,648.10 |
|
1.618 |
2,631.45 |
|
1.000 |
2,621.16 |
|
0.618 |
2,614.80 |
|
HIGH |
2,604.51 |
|
0.618 |
2,598.15 |
|
0.500 |
2,596.19 |
|
0.382 |
2,594.22 |
|
LOW |
2,587.86 |
|
0.618 |
2,577.57 |
|
1.000 |
2,571.21 |
|
1.618 |
2,560.92 |
|
2.618 |
2,544.27 |
|
4.250 |
2,517.10 |
|
|