| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,634.43 |
2,649.94 |
15.51 |
0.6% |
2,564.23 |
| High |
2,652.07 |
2,659.35 |
7.28 |
0.3% |
2,640.39 |
| Low |
2,626.06 |
2,637.60 |
11.54 |
0.4% |
2,562.52 |
| Close |
2,651.67 |
2,641.42 |
-10.25 |
-0.4% |
2,639.59 |
| Range |
26.01 |
21.75 |
-4.26 |
-16.4% |
77.87 |
| ATR |
36.63 |
35.57 |
-1.06 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.37 |
2,698.15 |
2,653.38 |
|
| R3 |
2,689.62 |
2,676.40 |
2,647.40 |
|
| R2 |
2,667.87 |
2,667.87 |
2,645.41 |
|
| R1 |
2,654.65 |
2,654.65 |
2,643.41 |
2,650.39 |
| PP |
2,646.12 |
2,646.12 |
2,646.12 |
2,643.99 |
| S1 |
2,632.90 |
2,632.90 |
2,639.43 |
2,628.64 |
| S2 |
2,624.37 |
2,624.37 |
2,637.43 |
|
| S3 |
2,602.62 |
2,611.15 |
2,635.44 |
|
| S4 |
2,580.87 |
2,589.40 |
2,629.46 |
|
|
| 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 |
2,659.35 |
2,570.66 |
88.69 |
3.4% |
23.67 |
0.9% |
80% |
True |
False |
|
| 10 |
2,659.35 |
2,494.38 |
164.97 |
6.2% |
30.82 |
1.2% |
89% |
True |
False |
|
| 20 |
2,701.91 |
2,494.38 |
207.53 |
7.9% |
33.21 |
1.3% |
71% |
False |
False |
|
| 40 |
2,845.97 |
2,494.38 |
351.59 |
13.3% |
32.86 |
1.2% |
42% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
31.21 |
1.2% |
38% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
29.33 |
1.1% |
38% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
30.81 |
1.2% |
38% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
31.88 |
1.2% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,751.79 |
|
2.618 |
2,716.29 |
|
1.618 |
2,694.54 |
|
1.000 |
2,681.10 |
|
0.618 |
2,672.79 |
|
HIGH |
2,659.35 |
|
0.618 |
2,651.04 |
|
0.500 |
2,648.48 |
|
0.382 |
2,645.91 |
|
LOW |
2,637.60 |
|
0.618 |
2,624.16 |
|
1.000 |
2,615.85 |
|
1.618 |
2,602.41 |
|
2.618 |
2,580.66 |
|
4.250 |
2,545.16 |
|
|