| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,520.75 |
2,536.00 |
15.25 |
0.6% |
2,574.00 |
| High |
2,532.00 |
2,585.00 |
53.00 |
2.1% |
2,593.50 |
| Low |
2,502.00 |
2,536.00 |
34.00 |
1.4% |
2,502.00 |
| Close |
2,526.75 |
2,579.50 |
52.75 |
2.1% |
2,526.75 |
| Range |
30.00 |
49.00 |
19.00 |
63.3% |
91.50 |
| ATR |
34.78 |
36.46 |
1.68 |
4.8% |
0.00 |
| Volume |
163 |
90 |
-73 |
-44.8% |
547 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.75 |
2,695.75 |
2,606.50 |
|
| R3 |
2,664.75 |
2,646.75 |
2,593.00 |
|
| R2 |
2,615.75 |
2,615.75 |
2,588.50 |
|
| R1 |
2,597.75 |
2,597.75 |
2,584.00 |
2,606.75 |
| PP |
2,566.75 |
2,566.75 |
2,566.75 |
2,571.50 |
| S1 |
2,548.75 |
2,548.75 |
2,575.00 |
2,557.75 |
| S2 |
2,517.75 |
2,517.75 |
2,570.50 |
|
| S3 |
2,468.75 |
2,499.75 |
2,566.00 |
|
| S4 |
2,419.75 |
2,450.75 |
2,552.50 |
|
|
| 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 |
2,585.00 |
2,502.00 |
83.00 |
3.2% |
37.50 |
1.5% |
93% |
True |
False |
110 |
| 10 |
2,685.75 |
2,502.00 |
183.75 |
7.1% |
41.75 |
1.6% |
42% |
False |
False |
89 |
| 20 |
2,694.25 |
2,502.00 |
192.25 |
7.5% |
36.50 |
1.4% |
40% |
False |
False |
65 |
| 40 |
2,830.00 |
2,502.00 |
328.00 |
12.7% |
32.00 |
1.2% |
24% |
False |
False |
50 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.4% |
21.75 |
0.8% |
22% |
False |
False |
34 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.4% |
16.50 |
0.6% |
22% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,793.25 |
|
2.618 |
2,713.25 |
|
1.618 |
2,664.25 |
|
1.000 |
2,634.00 |
|
0.618 |
2,615.25 |
|
HIGH |
2,585.00 |
|
0.618 |
2,566.25 |
|
0.500 |
2,560.50 |
|
0.382 |
2,554.75 |
|
LOW |
2,536.00 |
|
0.618 |
2,505.75 |
|
1.000 |
2,487.00 |
|
1.618 |
2,456.75 |
|
2.618 |
2,407.75 |
|
4.250 |
2,327.75 |
|
|