| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,671.12 |
2,660.68 |
-10.44 |
-0.4% |
2,634.43 |
| High |
2,674.03 |
2,663.44 |
-10.59 |
-0.4% |
2,688.95 |
| Low |
2,651.46 |
2,624.51 |
-26.95 |
-1.0% |
2,613.22 |
| Close |
2,667.89 |
2,637.89 |
-30.00 |
-1.1% |
2,677.88 |
| Range |
22.57 |
38.93 |
16.36 |
72.5% |
75.73 |
| ATR |
33.15 |
33.88 |
0.73 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.74 |
2,737.24 |
2,659.30 |
|
| R3 |
2,719.81 |
2,698.31 |
2,648.60 |
|
| R2 |
2,680.88 |
2,680.88 |
2,645.03 |
|
| R1 |
2,659.38 |
2,659.38 |
2,641.46 |
2,650.67 |
| PP |
2,641.95 |
2,641.95 |
2,641.95 |
2,637.59 |
| S1 |
2,620.45 |
2,620.45 |
2,634.32 |
2,611.74 |
| S2 |
2,603.02 |
2,603.02 |
2,630.75 |
|
| S3 |
2,564.09 |
2,581.52 |
2,627.18 |
|
| S4 |
2,525.16 |
2,542.59 |
2,616.48 |
|
|
| 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 |
2,624.51 |
74.53 |
2.8% |
25.25 |
1.0% |
18% |
False |
True |
|
| 10 |
2,699.04 |
2,587.86 |
111.18 |
4.2% |
26.99 |
1.0% |
45% |
False |
False |
|
| 20 |
2,699.04 |
2,494.38 |
204.66 |
7.8% |
32.69 |
1.2% |
70% |
False |
False |
|
| 40 |
2,801.85 |
2,494.38 |
307.47 |
11.7% |
32.68 |
1.2% |
47% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
31.31 |
1.2% |
37% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
29.67 |
1.1% |
37% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
30.34 |
1.2% |
37% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
31.21 |
1.2% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.89 |
|
2.618 |
2,765.36 |
|
1.618 |
2,726.43 |
|
1.000 |
2,702.37 |
|
0.618 |
2,687.50 |
|
HIGH |
2,663.44 |
|
0.618 |
2,648.57 |
|
0.500 |
2,643.98 |
|
0.382 |
2,639.38 |
|
LOW |
2,624.51 |
|
0.618 |
2,600.45 |
|
1.000 |
2,585.58 |
|
1.618 |
2,561.52 |
|
2.618 |
2,522.59 |
|
4.250 |
2,459.06 |
|
|