| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,575.00 |
2,587.50 |
12.50 |
0.5% |
2,574.00 |
| High |
2,590.00 |
2,595.75 |
5.75 |
0.2% |
2,593.50 |
| Low |
2,565.75 |
2,574.00 |
8.25 |
0.3% |
2,502.00 |
| Close |
2,587.25 |
2,590.00 |
2.75 |
0.1% |
2,526.75 |
| Range |
24.25 |
21.75 |
-2.50 |
-10.3% |
91.50 |
| ATR |
35.59 |
34.60 |
-0.99 |
-2.8% |
0.00 |
| Volume |
179 |
51 |
-128 |
-71.5% |
547 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,651.75 |
2,642.75 |
2,602.00 |
|
| R3 |
2,630.00 |
2,621.00 |
2,596.00 |
|
| R2 |
2,608.25 |
2,608.25 |
2,594.00 |
|
| R1 |
2,599.25 |
2,599.25 |
2,592.00 |
2,603.75 |
| PP |
2,586.50 |
2,586.50 |
2,586.50 |
2,589.00 |
| S1 |
2,577.50 |
2,577.50 |
2,588.00 |
2,582.00 |
| S2 |
2,564.75 |
2,564.75 |
2,586.00 |
|
| S3 |
2,543.00 |
2,555.75 |
2,584.00 |
|
| S4 |
2,521.25 |
2,534.00 |
2,578.00 |
|
|
| 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 |
2,595.75 |
2,502.00 |
93.75 |
3.6% |
30.75 |
1.2% |
94% |
True |
False |
146 |
| 10 |
2,616.25 |
2,502.00 |
114.25 |
4.4% |
35.50 |
1.4% |
77% |
False |
False |
105 |
| 20 |
2,694.25 |
2,502.00 |
192.25 |
7.4% |
36.00 |
1.4% |
46% |
False |
False |
66 |
| 40 |
2,830.00 |
2,502.00 |
328.00 |
12.7% |
31.75 |
1.2% |
27% |
False |
False |
56 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.4% |
22.50 |
0.9% |
25% |
False |
False |
38 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.4% |
17.25 |
0.7% |
25% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,688.25 |
|
2.618 |
2,652.75 |
|
1.618 |
2,631.00 |
|
1.000 |
2,617.50 |
|
0.618 |
2,609.25 |
|
HIGH |
2,595.75 |
|
0.618 |
2,587.50 |
|
0.500 |
2,585.00 |
|
0.382 |
2,582.25 |
|
LOW |
2,574.00 |
|
0.618 |
2,560.50 |
|
1.000 |
2,552.25 |
|
1.618 |
2,538.75 |
|
2.618 |
2,517.00 |
|
4.250 |
2,481.50 |
|
|