Day Change Summary |
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Previous |
Current |
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27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
2,649.94 |
2,627.57 |
-22.37 |
-0.8% |
2,564.23 |
High |
2,659.35 |
2,666.31 |
6.96 |
0.3% |
2,640.39 |
Low |
2,637.60 |
2,613.22 |
-24.38 |
-0.9% |
2,562.52 |
Close |
2,641.42 |
2,665.27 |
23.85 |
0.9% |
2,639.59 |
Range |
21.75 |
53.09 |
31.34 |
144.1% |
77.87 |
ATR |
35.57 |
36.82 |
1.25 |
3.5% |
0.00 |
Volume |
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Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,807.54 |
2,789.49 |
2,694.47 |
|
R3 |
2,754.45 |
2,736.40 |
2,679.87 |
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R2 |
2,701.36 |
2,701.36 |
2,675.00 |
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R1 |
2,683.31 |
2,683.31 |
2,670.14 |
2,692.34 |
PP |
2,648.27 |
2,648.27 |
2,648.27 |
2,652.78 |
S1 |
2,630.22 |
2,630.22 |
2,660.40 |
2,639.25 |
S2 |
2,595.18 |
2,595.18 |
2,655.54 |
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S3 |
2,542.09 |
2,577.13 |
2,650.67 |
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S4 |
2,489.00 |
2,524.04 |
2,636.07 |
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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 |
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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 |
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S3 |
2,458.43 |
2,510.07 |
2,618.18 |
|
S4 |
2,380.56 |
2,432.20 |
2,596.76 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,666.31 |
2,587.86 |
78.45 |
2.9% |
28.73 |
1.1% |
99% |
True |
False |
|
10 |
2,666.31 |
2,494.38 |
171.93 |
6.5% |
32.92 |
1.2% |
99% |
True |
False |
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20 |
2,701.91 |
2,494.38 |
207.53 |
7.8% |
33.91 |
1.3% |
82% |
False |
False |
|
40 |
2,845.97 |
2,494.38 |
351.59 |
13.2% |
33.57 |
1.3% |
49% |
False |
False |
|
60 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.75 |
1.2% |
45% |
False |
False |
|
80 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
29.45 |
1.1% |
45% |
False |
False |
|
100 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.04 |
1.2% |
45% |
False |
False |
|
120 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.97 |
1.2% |
45% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,891.94 |
2.618 |
2,805.30 |
1.618 |
2,752.21 |
1.000 |
2,719.40 |
0.618 |
2,699.12 |
HIGH |
2,666.31 |
0.618 |
2,646.03 |
0.500 |
2,639.77 |
0.382 |
2,633.50 |
LOW |
2,613.22 |
0.618 |
2,580.41 |
1.000 |
2,560.13 |
1.618 |
2,527.32 |
2.618 |
2,474.23 |
4.250 |
2,387.59 |
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