| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,617.87 |
2,634.43 |
16.56 |
0.6% |
2,564.23 |
| High |
2,640.39 |
2,652.07 |
11.68 |
0.4% |
2,640.39 |
| Low |
2,614.24 |
2,626.06 |
11.82 |
0.5% |
2,562.52 |
| Close |
2,639.59 |
2,651.67 |
12.08 |
0.5% |
2,639.59 |
| Range |
26.15 |
26.01 |
-0.14 |
-0.5% |
77.87 |
| ATR |
37.45 |
36.63 |
-0.82 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.30 |
2,712.49 |
2,665.98 |
|
| R3 |
2,695.29 |
2,686.48 |
2,658.82 |
|
| R2 |
2,669.28 |
2,669.28 |
2,656.44 |
|
| R1 |
2,660.47 |
2,660.47 |
2,654.05 |
2,664.88 |
| PP |
2,643.27 |
2,643.27 |
2,643.27 |
2,645.47 |
| S1 |
2,634.46 |
2,634.46 |
2,649.29 |
2,638.87 |
| S2 |
2,617.26 |
2,617.26 |
2,646.90 |
|
| S3 |
2,591.25 |
2,608.45 |
2,644.52 |
|
| S4 |
2,565.24 |
2,582.44 |
2,637.36 |
|
|
| 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 |
2,652.07 |
2,562.52 |
89.55 |
3.4% |
26.17 |
1.0% |
100% |
True |
False |
|
| 10 |
2,652.07 |
2,494.38 |
157.69 |
5.9% |
31.14 |
1.2% |
100% |
True |
False |
|
| 20 |
2,701.91 |
2,494.38 |
207.53 |
7.8% |
33.65 |
1.3% |
76% |
False |
False |
|
| 40 |
2,845.97 |
2,494.38 |
351.59 |
13.3% |
33.38 |
1.3% |
45% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
31.16 |
1.2% |
41% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
29.52 |
1.1% |
41% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
30.84 |
1.2% |
41% |
False |
False |
|
| 120 |
2,878.38 |
2,467.66 |
410.72 |
15.5% |
31.90 |
1.2% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,762.61 |
|
2.618 |
2,720.16 |
|
1.618 |
2,694.15 |
|
1.000 |
2,678.08 |
|
0.618 |
2,668.14 |
|
HIGH |
2,652.07 |
|
0.618 |
2,642.13 |
|
0.500 |
2,639.07 |
|
0.382 |
2,636.00 |
|
LOW |
2,626.06 |
|
0.618 |
2,609.99 |
|
1.000 |
2,600.05 |
|
1.618 |
2,583.98 |
|
2.618 |
2,557.97 |
|
4.250 |
2,515.52 |
|
|