| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,598.00 |
2,620.00 |
22.00 |
0.8% |
2,536.00 |
| High |
2,632.00 |
2,643.50 |
11.50 |
0.4% |
2,632.00 |
| Low |
2,595.00 |
2,615.25 |
20.25 |
0.8% |
2,536.00 |
| Close |
2,628.25 |
2,639.50 |
11.25 |
0.4% |
2,628.25 |
| Range |
37.00 |
28.25 |
-8.75 |
-23.6% |
96.00 |
| ATR |
35.13 |
34.64 |
-0.49 |
-1.4% |
0.00 |
| Volume |
48 |
152 |
104 |
216.7% |
368 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.50 |
2,706.75 |
2,655.00 |
|
| R3 |
2,689.25 |
2,678.50 |
2,647.25 |
|
| R2 |
2,661.00 |
2,661.00 |
2,644.75 |
|
| R1 |
2,650.25 |
2,650.25 |
2,642.00 |
2,655.50 |
| PP |
2,632.75 |
2,632.75 |
2,632.75 |
2,635.50 |
| S1 |
2,622.00 |
2,622.00 |
2,637.00 |
2,627.50 |
| S2 |
2,604.50 |
2,604.50 |
2,634.25 |
|
| S3 |
2,576.25 |
2,593.75 |
2,631.75 |
|
| S4 |
2,548.00 |
2,565.50 |
2,624.00 |
|
|
| 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 |
2,643.50 |
2,536.00 |
107.50 |
4.1% |
32.00 |
1.2% |
96% |
True |
False |
104 |
| 10 |
2,643.50 |
2,502.00 |
141.50 |
5.4% |
32.75 |
1.2% |
97% |
True |
False |
106 |
| 20 |
2,694.25 |
2,502.00 |
192.25 |
7.3% |
36.00 |
1.4% |
72% |
False |
False |
75 |
| 40 |
2,830.00 |
2,502.00 |
328.00 |
12.4% |
32.25 |
1.2% |
42% |
False |
False |
60 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
23.50 |
0.9% |
40% |
False |
False |
41 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
18.00 |
0.7% |
40% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,763.50 |
|
2.618 |
2,717.50 |
|
1.618 |
2,689.25 |
|
1.000 |
2,671.75 |
|
0.618 |
2,661.00 |
|
HIGH |
2,643.50 |
|
0.618 |
2,632.75 |
|
0.500 |
2,629.50 |
|
0.382 |
2,626.00 |
|
LOW |
2,615.25 |
|
0.618 |
2,597.75 |
|
1.000 |
2,587.00 |
|
1.618 |
2,569.50 |
|
2.618 |
2,541.25 |
|
4.250 |
2,495.25 |
|
|