| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,521.50 |
2,520.75 |
-0.75 |
0.0% |
2,574.00 |
| High |
2,535.75 |
2,532.00 |
-3.75 |
-0.1% |
2,593.50 |
| Low |
2,507.00 |
2,502.00 |
-5.00 |
-0.2% |
2,502.00 |
| Close |
2,515.50 |
2,526.75 |
11.25 |
0.4% |
2,526.75 |
| Range |
28.75 |
30.00 |
1.25 |
4.3% |
91.50 |
| ATR |
35.15 |
34.78 |
-0.37 |
-1.0% |
0.00 |
| Volume |
249 |
163 |
-86 |
-34.5% |
547 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,610.25 |
2,598.50 |
2,543.25 |
|
| R3 |
2,580.25 |
2,568.50 |
2,535.00 |
|
| R2 |
2,550.25 |
2,550.25 |
2,532.25 |
|
| R1 |
2,538.50 |
2,538.50 |
2,529.50 |
2,544.50 |
| PP |
2,520.25 |
2,520.25 |
2,520.25 |
2,523.25 |
| S1 |
2,508.50 |
2,508.50 |
2,524.00 |
2,514.50 |
| S2 |
2,490.25 |
2,490.25 |
2,521.25 |
|
| S3 |
2,460.25 |
2,478.50 |
2,518.50 |
|
| S4 |
2,430.25 |
2,448.50 |
2,510.25 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.25 |
2,762.50 |
2,577.00 |
|
| R3 |
2,723.75 |
2,671.00 |
2,552.00 |
|
| R2 |
2,632.25 |
2,632.25 |
2,543.50 |
|
| R1 |
2,579.50 |
2,579.50 |
2,535.25 |
2,560.00 |
| PP |
2,540.75 |
2,540.75 |
2,540.75 |
2,531.00 |
| S1 |
2,488.00 |
2,488.00 |
2,518.25 |
2,468.50 |
| S2 |
2,449.25 |
2,449.25 |
2,510.00 |
|
| S3 |
2,357.75 |
2,396.50 |
2,501.50 |
|
| S4 |
2,266.25 |
2,305.00 |
2,476.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,593.50 |
2,502.00 |
91.50 |
3.6% |
33.25 |
1.3% |
27% |
False |
True |
109 |
| 10 |
2,685.75 |
2,502.00 |
183.75 |
7.3% |
39.50 |
1.6% |
13% |
False |
True |
89 |
| 20 |
2,694.25 |
2,502.00 |
192.25 |
7.6% |
35.50 |
1.4% |
13% |
False |
True |
63 |
| 40 |
2,833.25 |
2,502.00 |
331.25 |
13.1% |
30.75 |
1.2% |
7% |
False |
True |
48 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.7% |
21.00 |
0.8% |
7% |
False |
True |
32 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.7% |
16.00 |
0.6% |
7% |
False |
True |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,659.50 |
|
2.618 |
2,610.50 |
|
1.618 |
2,580.50 |
|
1.000 |
2,562.00 |
|
0.618 |
2,550.50 |
|
HIGH |
2,532.00 |
|
0.618 |
2,520.50 |
|
0.500 |
2,517.00 |
|
0.382 |
2,513.50 |
|
LOW |
2,502.00 |
|
0.618 |
2,483.50 |
|
1.000 |
2,472.00 |
|
1.618 |
2,453.50 |
|
2.618 |
2,423.50 |
|
4.250 |
2,374.50 |
|
|