| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,660.75 |
2,677.25 |
16.50 |
0.6% |
2,620.00 |
| High |
2,682.00 |
2,680.00 |
-2.00 |
-0.1% |
2,682.00 |
| Low |
2,656.75 |
2,660.75 |
4.00 |
0.2% |
2,606.00 |
| Close |
2,673.25 |
2,669.25 |
-4.00 |
-0.1% |
2,669.25 |
| Range |
25.25 |
19.25 |
-6.00 |
-23.8% |
76.00 |
| ATR |
34.42 |
33.33 |
-1.08 |
-3.1% |
0.00 |
| Volume |
442 |
425 |
-17 |
-3.8% |
1,196 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,727.75 |
2,717.75 |
2,679.75 |
|
| R3 |
2,708.50 |
2,698.50 |
2,674.50 |
|
| R2 |
2,689.25 |
2,689.25 |
2,672.75 |
|
| R1 |
2,679.25 |
2,679.25 |
2,671.00 |
2,674.50 |
| PP |
2,670.00 |
2,670.00 |
2,670.00 |
2,667.75 |
| S1 |
2,660.00 |
2,660.00 |
2,667.50 |
2,655.50 |
| S2 |
2,650.75 |
2,650.75 |
2,665.75 |
|
| S3 |
2,631.50 |
2,640.75 |
2,664.00 |
|
| S4 |
2,612.25 |
2,621.50 |
2,658.75 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.50 |
2,850.75 |
2,711.00 |
|
| R3 |
2,804.50 |
2,774.75 |
2,690.25 |
|
| R2 |
2,728.50 |
2,728.50 |
2,683.25 |
|
| R1 |
2,698.75 |
2,698.75 |
2,676.25 |
2,713.50 |
| PP |
2,652.50 |
2,652.50 |
2,652.50 |
2,659.75 |
| S1 |
2,622.75 |
2,622.75 |
2,662.25 |
2,637.50 |
| S2 |
2,576.50 |
2,576.50 |
2,655.25 |
|
| S3 |
2,500.50 |
2,546.75 |
2,648.25 |
|
| S4 |
2,424.50 |
2,470.75 |
2,627.50 |
|
|
| 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 |
2,606.00 |
76.00 |
2.8% |
29.00 |
1.1% |
83% |
False |
False |
239 |
| 10 |
2,682.00 |
2,502.00 |
180.00 |
6.7% |
30.75 |
1.1% |
93% |
False |
False |
172 |
| 20 |
2,694.25 |
2,502.00 |
192.25 |
7.2% |
36.50 |
1.4% |
87% |
False |
False |
124 |
| 40 |
2,830.00 |
2,502.00 |
328.00 |
12.3% |
33.25 |
1.2% |
51% |
False |
False |
84 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
25.50 |
1.0% |
48% |
False |
False |
58 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
19.25 |
0.7% |
48% |
False |
False |
44 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
15.75 |
0.6% |
48% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,761.75 |
|
2.618 |
2,730.50 |
|
1.618 |
2,711.25 |
|
1.000 |
2,699.25 |
|
0.618 |
2,692.00 |
|
HIGH |
2,680.00 |
|
0.618 |
2,672.75 |
|
0.500 |
2,670.50 |
|
0.382 |
2,668.00 |
|
LOW |
2,660.75 |
|
0.618 |
2,648.75 |
|
1.000 |
2,641.50 |
|
1.618 |
2,629.50 |
|
2.618 |
2,610.25 |
|
4.250 |
2,579.00 |
|
|