| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,627.57 |
2,677.63 |
50.06 |
1.9% |
2,564.23 |
| High |
2,666.31 |
2,688.95 |
22.64 |
0.8% |
2,640.39 |
| Low |
2,613.22 |
2,667.61 |
54.39 |
2.1% |
2,562.52 |
| Close |
2,665.27 |
2,680.03 |
14.76 |
0.6% |
2,639.59 |
| Range |
53.09 |
21.34 |
-31.75 |
-59.8% |
77.87 |
| ATR |
36.82 |
35.88 |
-0.94 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,742.88 |
2,732.80 |
2,691.77 |
|
| R3 |
2,721.54 |
2,711.46 |
2,685.90 |
|
| R2 |
2,700.20 |
2,700.20 |
2,683.94 |
|
| R1 |
2,690.12 |
2,690.12 |
2,681.99 |
2,695.16 |
| PP |
2,678.86 |
2,678.86 |
2,678.86 |
2,681.39 |
| S1 |
2,668.78 |
2,668.78 |
2,678.07 |
2,673.82 |
| S2 |
2,657.52 |
2,657.52 |
2,676.12 |
|
| S3 |
2,636.18 |
2,647.44 |
2,674.16 |
|
| S4 |
2,614.84 |
2,626.10 |
2,668.29 |
|
|
| 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 |
2,688.95 |
2,613.22 |
75.73 |
2.8% |
29.67 |
1.1% |
88% |
True |
False |
|
| 10 |
2,688.95 |
2,494.38 |
194.57 |
7.3% |
30.13 |
1.1% |
95% |
True |
False |
|
| 20 |
2,701.91 |
2,494.38 |
207.53 |
7.7% |
34.25 |
1.3% |
89% |
False |
False |
|
| 40 |
2,845.97 |
2,494.38 |
351.59 |
13.1% |
33.03 |
1.2% |
53% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
31.46 |
1.2% |
48% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
29.37 |
1.1% |
48% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
30.84 |
1.2% |
48% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
31.83 |
1.2% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,779.65 |
|
2.618 |
2,744.82 |
|
1.618 |
2,723.48 |
|
1.000 |
2,710.29 |
|
0.618 |
2,702.14 |
|
HIGH |
2,688.95 |
|
0.618 |
2,680.80 |
|
0.500 |
2,678.28 |
|
0.382 |
2,675.76 |
|
LOW |
2,667.61 |
|
0.618 |
2,654.42 |
|
1.000 |
2,646.27 |
|
1.618 |
2,633.08 |
|
2.618 |
2,611.74 |
|
4.250 |
2,576.92 |
|
|