| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,620.00 |
2,649.00 |
29.00 |
1.1% |
2,536.00 |
| High |
2,643.50 |
2,649.75 |
6.25 |
0.2% |
2,632.00 |
| Low |
2,615.25 |
2,630.75 |
15.50 |
0.6% |
2,536.00 |
| Close |
2,639.50 |
2,634.75 |
-4.75 |
-0.2% |
2,628.25 |
| Range |
28.25 |
19.00 |
-9.25 |
-32.7% |
96.00 |
| ATR |
34.64 |
33.52 |
-1.12 |
-3.2% |
0.00 |
| Volume |
152 |
75 |
-77 |
-50.7% |
368 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,695.50 |
2,684.00 |
2,645.25 |
|
| R3 |
2,676.50 |
2,665.00 |
2,640.00 |
|
| R2 |
2,657.50 |
2,657.50 |
2,638.25 |
|
| R1 |
2,646.00 |
2,646.00 |
2,636.50 |
2,642.25 |
| PP |
2,638.50 |
2,638.50 |
2,638.50 |
2,636.50 |
| S1 |
2,627.00 |
2,627.00 |
2,633.00 |
2,623.25 |
| S2 |
2,619.50 |
2,619.50 |
2,631.25 |
|
| S3 |
2,600.50 |
2,608.00 |
2,629.50 |
|
| S4 |
2,581.50 |
2,589.00 |
2,624.25 |
|
|
| 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 |
2,649.75 |
2,565.75 |
84.00 |
3.2% |
26.00 |
1.0% |
82% |
True |
False |
101 |
| 10 |
2,649.75 |
2,502.00 |
147.75 |
5.6% |
31.75 |
1.2% |
90% |
True |
False |
105 |
| 20 |
2,694.25 |
2,502.00 |
192.25 |
7.3% |
36.00 |
1.4% |
69% |
False |
False |
77 |
| 40 |
2,830.00 |
2,502.00 |
328.00 |
12.4% |
31.75 |
1.2% |
40% |
False |
False |
62 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
23.75 |
0.9% |
38% |
False |
False |
42 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
18.00 |
0.7% |
38% |
False |
False |
32 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
14.75 |
0.6% |
38% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.50 |
|
2.618 |
2,699.50 |
|
1.618 |
2,680.50 |
|
1.000 |
2,668.75 |
|
0.618 |
2,661.50 |
|
HIGH |
2,649.75 |
|
0.618 |
2,642.50 |
|
0.500 |
2,640.25 |
|
0.382 |
2,638.00 |
|
LOW |
2,630.75 |
|
0.618 |
2,619.00 |
|
1.000 |
2,611.75 |
|
1.618 |
2,600.00 |
|
2.618 |
2,581.00 |
|
4.250 |
2,550.00 |
|
|