| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,596.02 |
2,617.87 |
21.85 |
0.8% |
2,564.23 |
| High |
2,604.51 |
2,640.39 |
35.88 |
1.4% |
2,640.39 |
| Low |
2,587.86 |
2,614.24 |
26.38 |
1.0% |
2,562.52 |
| Close |
2,600.48 |
2,639.59 |
39.11 |
1.5% |
2,639.59 |
| Range |
16.65 |
26.15 |
9.50 |
57.1% |
77.87 |
| ATR |
37.26 |
37.45 |
0.19 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,709.86 |
2,700.87 |
2,653.97 |
|
| R3 |
2,683.71 |
2,674.72 |
2,646.78 |
|
| R2 |
2,657.56 |
2,657.56 |
2,644.38 |
|
| R1 |
2,648.57 |
2,648.57 |
2,641.99 |
2,653.07 |
| PP |
2,631.41 |
2,631.41 |
2,631.41 |
2,633.65 |
| S1 |
2,622.42 |
2,622.42 |
2,637.19 |
2,626.92 |
| S2 |
2,605.26 |
2,605.26 |
2,634.80 |
|
| S3 |
2,579.11 |
2,596.27 |
2,632.40 |
|
| S4 |
2,552.96 |
2,570.12 |
2,625.21 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.78 |
2,821.55 |
2,682.42 |
|
| R3 |
2,769.91 |
2,743.68 |
2,661.00 |
|
| R2 |
2,692.04 |
2,692.04 |
2,653.87 |
|
| R1 |
2,665.81 |
2,665.81 |
2,646.73 |
2,678.93 |
| PP |
2,614.17 |
2,614.17 |
2,614.17 |
2,620.72 |
| S1 |
2,587.94 |
2,587.94 |
2,632.45 |
2,601.06 |
| S2 |
2,536.30 |
2,536.30 |
2,625.31 |
|
| S3 |
2,458.43 |
2,510.07 |
2,618.18 |
|
| S4 |
2,380.56 |
2,432.20 |
2,596.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,640.39 |
2,494.38 |
146.01 |
5.5% |
30.36 |
1.2% |
99% |
True |
False |
|
| 10 |
2,640.39 |
2,494.38 |
146.01 |
5.5% |
32.37 |
1.2% |
99% |
True |
False |
|
| 20 |
2,701.91 |
2,494.38 |
207.53 |
7.9% |
34.00 |
1.3% |
70% |
False |
False |
|
| 40 |
2,845.97 |
2,494.38 |
351.59 |
13.3% |
33.57 |
1.3% |
41% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
31.03 |
1.2% |
38% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
29.41 |
1.1% |
38% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
30.78 |
1.2% |
38% |
False |
False |
|
| 120 |
2,878.38 |
2,443.92 |
434.46 |
16.5% |
32.00 |
1.2% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,751.53 |
|
2.618 |
2,708.85 |
|
1.618 |
2,682.70 |
|
1.000 |
2,666.54 |
|
0.618 |
2,656.55 |
|
HIGH |
2,640.39 |
|
0.618 |
2,630.40 |
|
0.500 |
2,627.32 |
|
0.382 |
2,624.23 |
|
LOW |
2,614.24 |
|
0.618 |
2,598.08 |
|
1.000 |
2,588.09 |
|
1.618 |
2,571.93 |
|
2.618 |
2,545.78 |
|
4.250 |
2,503.10 |
|
|