Day Change Summary |
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Previous |
Current |
|
|
|
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30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
5,823.0 |
5,834.0 |
11.0 |
0.2% |
5,760.0 |
High |
5,863.0 |
5,861.0 |
-2.0 |
0.0% |
5,863.0 |
Low |
5,823.0 |
5,821.0 |
-2.0 |
0.0% |
5,713.0 |
Close |
5,831.0 |
5,834.0 |
3.0 |
0.1% |
5,831.0 |
Range |
40.0 |
40.0 |
0.0 |
0.0% |
150.0 |
ATR |
54.8 |
53.8 |
-1.1 |
-1.9% |
0.0 |
Volume |
685 |
120 |
-565 |
-82.5% |
1,584 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,958.5 |
5,936.5 |
5,856.0 |
|
R3 |
5,918.5 |
5,896.5 |
5,845.0 |
|
R2 |
5,878.5 |
5,878.5 |
5,841.5 |
|
R1 |
5,856.5 |
5,856.5 |
5,837.5 |
5,854.0 |
PP |
5,838.5 |
5,838.5 |
5,838.5 |
5,837.5 |
S1 |
5,816.5 |
5,816.5 |
5,830.5 |
5,814.0 |
S2 |
5,798.5 |
5,798.5 |
5,826.5 |
|
S3 |
5,758.5 |
5,776.5 |
5,823.0 |
|
S4 |
5,718.5 |
5,736.5 |
5,812.0 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,252.5 |
6,191.5 |
5,913.5 |
|
R3 |
6,102.5 |
6,041.5 |
5,872.0 |
|
R2 |
5,952.5 |
5,952.5 |
5,858.5 |
|
R1 |
5,891.5 |
5,891.5 |
5,845.0 |
5,922.0 |
PP |
5,802.5 |
5,802.5 |
5,802.5 |
5,817.5 |
S1 |
5,741.5 |
5,741.5 |
5,817.0 |
5,772.0 |
S2 |
5,652.5 |
5,652.5 |
5,803.5 |
|
S3 |
5,502.5 |
5,591.5 |
5,790.0 |
|
S4 |
5,352.5 |
5,441.5 |
5,748.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,863.0 |
5,713.0 |
150.0 |
2.6% |
47.0 |
0.8% |
81% |
False |
False |
338 |
10 |
5,863.0 |
5,660.0 |
203.0 |
3.5% |
39.5 |
0.7% |
86% |
False |
False |
190 |
20 |
5,863.0 |
5,566.0 |
297.0 |
5.1% |
52.5 |
0.9% |
90% |
False |
False |
164 |
40 |
5,863.0 |
5,566.0 |
297.0 |
5.1% |
45.0 |
0.8% |
90% |
False |
False |
97 |
60 |
5,863.0 |
5,566.0 |
297.0 |
5.1% |
37.0 |
0.6% |
90% |
False |
False |
71 |
80 |
5,863.0 |
5,566.0 |
297.0 |
5.1% |
28.5 |
0.5% |
90% |
False |
False |
63 |
100 |
5,863.0 |
5,380.5 |
482.5 |
8.3% |
23.0 |
0.4% |
94% |
False |
False |
55 |
120 |
5,863.0 |
5,340.5 |
522.5 |
9.0% |
20.0 |
0.3% |
94% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,031.0 |
2.618 |
5,965.5 |
1.618 |
5,925.5 |
1.000 |
5,901.0 |
0.618 |
5,885.5 |
HIGH |
5,861.0 |
0.618 |
5,845.5 |
0.500 |
5,841.0 |
0.382 |
5,836.5 |
LOW |
5,821.0 |
0.618 |
5,796.5 |
1.000 |
5,781.0 |
1.618 |
5,756.5 |
2.618 |
5,716.5 |
4.250 |
5,651.0 |
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