| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,631.75 |
2,660.75 |
29.00 |
1.1% |
2,536.00 |
| High |
2,659.00 |
2,682.00 |
23.00 |
0.9% |
2,632.00 |
| Low |
2,606.00 |
2,656.75 |
50.75 |
1.9% |
2,536.00 |
| Close |
2,654.00 |
2,673.25 |
19.25 |
0.7% |
2,628.25 |
| Range |
53.00 |
25.25 |
-27.75 |
-52.4% |
96.00 |
| ATR |
34.91 |
34.42 |
-0.49 |
-1.4% |
0.00 |
| Volume |
102 |
442 |
340 |
333.3% |
368 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.50 |
2,735.00 |
2,687.25 |
|
| R3 |
2,721.25 |
2,709.75 |
2,680.25 |
|
| R2 |
2,696.00 |
2,696.00 |
2,678.00 |
|
| R1 |
2,684.50 |
2,684.50 |
2,675.50 |
2,690.25 |
| PP |
2,670.75 |
2,670.75 |
2,670.75 |
2,673.50 |
| S1 |
2,659.25 |
2,659.25 |
2,671.00 |
2,665.00 |
| S2 |
2,645.50 |
2,645.50 |
2,668.50 |
|
| S3 |
2,620.25 |
2,634.00 |
2,666.25 |
|
| S4 |
2,595.00 |
2,608.75 |
2,659.25 |
|
|
| 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 |
2,682.00 |
2,595.00 |
87.00 |
3.3% |
32.50 |
1.2% |
90% |
True |
False |
163 |
| 10 |
2,682.00 |
2,502.00 |
180.00 |
6.7% |
31.50 |
1.2% |
95% |
True |
False |
155 |
| 20 |
2,694.25 |
2,502.00 |
192.25 |
7.2% |
38.25 |
1.4% |
89% |
False |
False |
104 |
| 40 |
2,830.00 |
2,502.00 |
328.00 |
12.3% |
33.00 |
1.2% |
52% |
False |
False |
74 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
12.9% |
25.00 |
0.9% |
49% |
False |
False |
51 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.9% |
19.00 |
0.7% |
49% |
False |
False |
39 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.9% |
15.50 |
0.6% |
49% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.25 |
|
2.618 |
2,748.00 |
|
1.618 |
2,722.75 |
|
1.000 |
2,707.25 |
|
0.618 |
2,697.50 |
|
HIGH |
2,682.00 |
|
0.618 |
2,672.25 |
|
0.500 |
2,669.50 |
|
0.382 |
2,666.50 |
|
LOW |
2,656.75 |
|
0.618 |
2,641.25 |
|
1.000 |
2,631.50 |
|
1.618 |
2,616.00 |
|
2.618 |
2,590.75 |
|
4.250 |
2,549.50 |
|
|