| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,649.00 |
2,631.75 |
-17.25 |
-0.7% |
2,536.00 |
| High |
2,649.75 |
2,659.00 |
9.25 |
0.3% |
2,632.00 |
| Low |
2,630.75 |
2,606.00 |
-24.75 |
-0.9% |
2,536.00 |
| Close |
2,634.75 |
2,654.00 |
19.25 |
0.7% |
2,628.25 |
| Range |
19.00 |
53.00 |
34.00 |
178.9% |
96.00 |
| ATR |
33.52 |
34.91 |
1.39 |
4.2% |
0.00 |
| Volume |
75 |
102 |
27 |
36.0% |
368 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.75 |
2,779.25 |
2,683.25 |
|
| R3 |
2,745.75 |
2,726.25 |
2,668.50 |
|
| R2 |
2,692.75 |
2,692.75 |
2,663.75 |
|
| R1 |
2,673.25 |
2,673.25 |
2,658.75 |
2,683.00 |
| PP |
2,639.75 |
2,639.75 |
2,639.75 |
2,644.50 |
| S1 |
2,620.25 |
2,620.25 |
2,649.25 |
2,630.00 |
| S2 |
2,586.75 |
2,586.75 |
2,644.25 |
|
| S3 |
2,533.75 |
2,567.25 |
2,639.50 |
|
| S4 |
2,480.75 |
2,514.25 |
2,624.75 |
|
|
| 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 |
2,659.00 |
2,574.00 |
85.00 |
3.2% |
31.75 |
1.2% |
94% |
True |
False |
85 |
| 10 |
2,659.00 |
2,502.00 |
157.00 |
5.9% |
34.75 |
1.3% |
97% |
True |
False |
114 |
| 20 |
2,694.25 |
2,502.00 |
192.25 |
7.2% |
38.75 |
1.5% |
79% |
False |
False |
82 |
| 40 |
2,830.00 |
2,502.00 |
328.00 |
12.4% |
32.75 |
1.2% |
46% |
False |
False |
63 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
24.75 |
0.9% |
44% |
False |
False |
44 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
18.75 |
0.7% |
44% |
False |
False |
33 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
15.25 |
0.6% |
44% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,884.25 |
|
2.618 |
2,797.75 |
|
1.618 |
2,744.75 |
|
1.000 |
2,712.00 |
|
0.618 |
2,691.75 |
|
HIGH |
2,659.00 |
|
0.618 |
2,638.75 |
|
0.500 |
2,632.50 |
|
0.382 |
2,626.25 |
|
LOW |
2,606.00 |
|
0.618 |
2,573.25 |
|
1.000 |
2,553.00 |
|
1.618 |
2,520.25 |
|
2.618 |
2,467.25 |
|
4.250 |
2,380.75 |
|
|