| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,677.63 |
2,680.55 |
2.92 |
0.1% |
2,634.43 |
| High |
2,688.95 |
2,682.36 |
-6.59 |
-0.2% |
2,688.95 |
| Low |
2,667.61 |
2,668.17 |
0.56 |
0.0% |
2,613.22 |
| Close |
2,680.03 |
2,677.88 |
-2.15 |
-0.1% |
2,677.88 |
| Range |
21.34 |
14.19 |
-7.15 |
-33.5% |
75.73 |
| ATR |
35.88 |
34.33 |
-1.55 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,718.71 |
2,712.48 |
2,685.68 |
|
| R3 |
2,704.52 |
2,698.29 |
2,681.78 |
|
| R2 |
2,690.33 |
2,690.33 |
2,680.48 |
|
| R1 |
2,684.10 |
2,684.10 |
2,679.18 |
2,680.12 |
| PP |
2,676.14 |
2,676.14 |
2,676.14 |
2,674.15 |
| S1 |
2,669.91 |
2,669.91 |
2,676.58 |
2,665.93 |
| S2 |
2,661.95 |
2,661.95 |
2,675.28 |
|
| S3 |
2,647.76 |
2,655.72 |
2,673.98 |
|
| S4 |
2,633.57 |
2,641.53 |
2,670.08 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.21 |
2,858.27 |
2,719.53 |
|
| R3 |
2,811.48 |
2,782.54 |
2,698.71 |
|
| R2 |
2,735.75 |
2,735.75 |
2,691.76 |
|
| R1 |
2,706.81 |
2,706.81 |
2,684.82 |
2,721.28 |
| PP |
2,660.02 |
2,660.02 |
2,660.02 |
2,667.25 |
| S1 |
2,631.08 |
2,631.08 |
2,670.94 |
2,645.55 |
| S2 |
2,584.29 |
2,584.29 |
2,664.00 |
|
| S3 |
2,508.56 |
2,555.35 |
2,657.05 |
|
| S4 |
2,432.83 |
2,479.62 |
2,636.23 |
|
|
| 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% |
27.28 |
1.0% |
85% |
False |
False |
|
| 10 |
2,688.95 |
2,494.38 |
194.57 |
7.3% |
28.82 |
1.1% |
94% |
False |
False |
|
| 20 |
2,701.91 |
2,494.38 |
207.53 |
7.7% |
33.28 |
1.2% |
88% |
False |
False |
|
| 40 |
2,845.97 |
2,494.38 |
351.59 |
13.1% |
32.55 |
1.2% |
52% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
31.09 |
1.2% |
48% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
29.25 |
1.1% |
48% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
30.76 |
1.1% |
48% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
31.62 |
1.2% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,742.67 |
|
2.618 |
2,719.51 |
|
1.618 |
2,705.32 |
|
1.000 |
2,696.55 |
|
0.618 |
2,691.13 |
|
HIGH |
2,682.36 |
|
0.618 |
2,676.94 |
|
0.500 |
2,675.27 |
|
0.382 |
2,673.59 |
|
LOW |
2,668.17 |
|
0.618 |
2,659.40 |
|
1.000 |
2,653.98 |
|
1.618 |
2,645.21 |
|
2.618 |
2,631.02 |
|
4.250 |
2,607.86 |
|
|