| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,680.55 |
2,697.44 |
16.89 |
0.6% |
2,634.43 |
| High |
2,682.36 |
2,699.04 |
16.68 |
0.6% |
2,688.95 |
| Low |
2,668.17 |
2,669.83 |
1.66 |
0.1% |
2,613.22 |
| Close |
2,677.88 |
2,671.84 |
-6.04 |
-0.2% |
2,677.88 |
| Range |
14.19 |
29.21 |
15.02 |
105.8% |
75.73 |
| ATR |
34.33 |
33.96 |
-0.37 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.87 |
2,749.06 |
2,687.91 |
|
| R3 |
2,738.66 |
2,719.85 |
2,679.87 |
|
| R2 |
2,709.45 |
2,709.45 |
2,677.20 |
|
| R1 |
2,690.64 |
2,690.64 |
2,674.52 |
2,685.44 |
| PP |
2,680.24 |
2,680.24 |
2,680.24 |
2,677.64 |
| S1 |
2,661.43 |
2,661.43 |
2,669.16 |
2,656.23 |
| S2 |
2,651.03 |
2,651.03 |
2,666.48 |
|
| S3 |
2,621.82 |
2,632.22 |
2,663.81 |
|
| S4 |
2,592.61 |
2,603.01 |
2,655.77 |
|
|
| 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 |
2,699.04 |
2,613.22 |
85.82 |
3.2% |
27.92 |
1.0% |
68% |
True |
False |
|
| 10 |
2,699.04 |
2,562.52 |
136.52 |
5.1% |
27.04 |
1.0% |
80% |
True |
False |
|
| 20 |
2,699.04 |
2,494.38 |
204.66 |
7.7% |
32.39 |
1.2% |
87% |
True |
False |
|
| 40 |
2,845.97 |
2,494.38 |
351.59 |
13.2% |
32.65 |
1.2% |
50% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.24 |
1.2% |
46% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
29.30 |
1.1% |
46% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
30.49 |
1.1% |
46% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.31 |
1.2% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.18 |
|
2.618 |
2,775.51 |
|
1.618 |
2,746.30 |
|
1.000 |
2,728.25 |
|
0.618 |
2,717.09 |
|
HIGH |
2,699.04 |
|
0.618 |
2,687.88 |
|
0.500 |
2,684.44 |
|
0.382 |
2,680.99 |
|
LOW |
2,669.83 |
|
0.618 |
2,651.78 |
|
1.000 |
2,640.62 |
|
1.618 |
2,622.57 |
|
2.618 |
2,593.36 |
|
4.250 |
2,545.69 |
|
|