Day Change Summary |
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Previous |
Current |
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05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
2,660.68 |
2,631.16 |
-29.52 |
-1.1% |
2,634.43 |
High |
2,663.44 |
2,663.01 |
-0.43 |
0.0% |
2,688.95 |
Low |
2,624.51 |
2,623.62 |
-0.89 |
0.0% |
2,613.22 |
Close |
2,637.89 |
2,656.30 |
18.41 |
0.7% |
2,677.88 |
Range |
38.93 |
39.39 |
0.46 |
1.2% |
75.73 |
ATR |
33.88 |
34.27 |
0.39 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,765.81 |
2,750.45 |
2,677.96 |
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R3 |
2,726.42 |
2,711.06 |
2,667.13 |
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R2 |
2,687.03 |
2,687.03 |
2,663.52 |
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R1 |
2,671.67 |
2,671.67 |
2,659.91 |
2,679.35 |
PP |
2,647.64 |
2,647.64 |
2,647.64 |
2,651.49 |
S1 |
2,632.28 |
2,632.28 |
2,652.69 |
2,639.96 |
S2 |
2,608.25 |
2,608.25 |
2,649.08 |
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S3 |
2,568.86 |
2,592.89 |
2,645.47 |
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S4 |
2,529.47 |
2,553.50 |
2,634.64 |
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Weekly Pivots for week ending 30-Nov-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,887.21 |
2,858.27 |
2,719.53 |
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R3 |
2,811.48 |
2,782.54 |
2,698.71 |
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R2 |
2,735.75 |
2,735.75 |
2,691.76 |
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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 |
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S3 |
2,508.56 |
2,555.35 |
2,657.05 |
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S4 |
2,432.83 |
2,479.62 |
2,636.23 |
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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 |
2,699.04 |
2,623.62 |
75.42 |
2.8% |
28.86 |
1.1% |
43% |
False |
True |
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10 |
2,699.04 |
2,613.22 |
85.82 |
3.2% |
29.26 |
1.1% |
50% |
False |
False |
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20 |
2,699.04 |
2,494.38 |
204.66 |
7.7% |
32.21 |
1.2% |
79% |
False |
False |
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40 |
2,784.81 |
2,494.38 |
290.43 |
10.9% |
33.15 |
1.2% |
56% |
False |
False |
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60 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
31.37 |
1.2% |
42% |
False |
False |
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80 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
29.94 |
1.1% |
42% |
False |
False |
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100 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
30.29 |
1.1% |
42% |
False |
False |
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120 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
31.29 |
1.2% |
42% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,830.42 |
2.618 |
2,766.13 |
1.618 |
2,726.74 |
1.000 |
2,702.40 |
0.618 |
2,687.35 |
HIGH |
2,663.01 |
0.618 |
2,647.96 |
0.500 |
2,643.32 |
0.382 |
2,638.67 |
LOW |
2,623.62 |
0.618 |
2,599.28 |
1.000 |
2,584.23 |
1.618 |
2,559.89 |
2.618 |
2,520.50 |
4.250 |
2,456.21 |
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