| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,587.50 |
2,598.00 |
10.50 |
0.4% |
2,536.00 |
| High |
2,595.75 |
2,632.00 |
36.25 |
1.4% |
2,632.00 |
| Low |
2,574.00 |
2,595.00 |
21.00 |
0.8% |
2,536.00 |
| Close |
2,590.00 |
2,628.25 |
38.25 |
1.5% |
2,628.25 |
| Range |
21.75 |
37.00 |
15.25 |
70.1% |
96.00 |
| ATR |
34.60 |
35.13 |
0.53 |
1.5% |
0.00 |
| Volume |
51 |
48 |
-3 |
-5.9% |
368 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.50 |
2,715.75 |
2,648.50 |
|
| R3 |
2,692.50 |
2,678.75 |
2,638.50 |
|
| R2 |
2,655.50 |
2,655.50 |
2,635.00 |
|
| R1 |
2,641.75 |
2,641.75 |
2,631.75 |
2,648.50 |
| PP |
2,618.50 |
2,618.50 |
2,618.50 |
2,621.75 |
| S1 |
2,604.75 |
2,604.75 |
2,624.75 |
2,611.50 |
| S2 |
2,581.50 |
2,581.50 |
2,621.50 |
|
| S3 |
2,544.50 |
2,567.75 |
2,618.00 |
|
| S4 |
2,507.50 |
2,530.75 |
2,608.00 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,886.75 |
2,853.50 |
2,681.00 |
|
| R3 |
2,790.75 |
2,757.50 |
2,654.75 |
|
| R2 |
2,694.75 |
2,694.75 |
2,645.75 |
|
| R1 |
2,661.50 |
2,661.50 |
2,637.00 |
2,678.00 |
| PP |
2,598.75 |
2,598.75 |
2,598.75 |
2,607.00 |
| S1 |
2,565.50 |
2,565.50 |
2,619.50 |
2,582.00 |
| S2 |
2,502.75 |
2,502.75 |
2,610.75 |
|
| S3 |
2,406.75 |
2,469.50 |
2,601.75 |
|
| S4 |
2,310.75 |
2,373.50 |
2,575.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,632.00 |
2,502.00 |
130.00 |
4.9% |
32.50 |
1.2% |
97% |
True |
False |
106 |
| 10 |
2,632.00 |
2,502.00 |
130.00 |
4.9% |
33.50 |
1.3% |
97% |
True |
False |
98 |
| 20 |
2,694.25 |
2,502.00 |
192.25 |
7.3% |
37.00 |
1.4% |
66% |
False |
False |
67 |
| 40 |
2,830.00 |
2,502.00 |
328.00 |
12.5% |
32.00 |
1.2% |
38% |
False |
False |
57 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
23.00 |
0.9% |
36% |
False |
False |
39 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
17.50 |
0.7% |
36% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.25 |
|
2.618 |
2,728.75 |
|
1.618 |
2,691.75 |
|
1.000 |
2,669.00 |
|
0.618 |
2,654.75 |
|
HIGH |
2,632.00 |
|
0.618 |
2,617.75 |
|
0.500 |
2,613.50 |
|
0.382 |
2,609.25 |
|
LOW |
2,595.00 |
|
0.618 |
2,572.25 |
|
1.000 |
2,558.00 |
|
1.618 |
2,535.25 |
|
2.618 |
2,498.25 |
|
4.250 |
2,437.75 |
|
|