| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,677.25 |
2,678.75 |
1.50 |
0.1% |
2,620.00 |
| High |
2,680.00 |
2,688.00 |
8.00 |
0.3% |
2,682.00 |
| Low |
2,660.75 |
2,662.00 |
1.25 |
0.0% |
2,606.00 |
| Close |
2,669.25 |
2,663.50 |
-5.75 |
-0.2% |
2,669.25 |
| Range |
19.25 |
26.00 |
6.75 |
35.1% |
76.00 |
| ATR |
33.33 |
32.81 |
-0.52 |
-1.6% |
0.00 |
| Volume |
425 |
184 |
-241 |
-56.7% |
1,196 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.25 |
2,732.25 |
2,677.75 |
|
| R3 |
2,723.25 |
2,706.25 |
2,670.75 |
|
| R2 |
2,697.25 |
2,697.25 |
2,668.25 |
|
| R1 |
2,680.25 |
2,680.25 |
2,666.00 |
2,675.75 |
| PP |
2,671.25 |
2,671.25 |
2,671.25 |
2,669.00 |
| S1 |
2,654.25 |
2,654.25 |
2,661.00 |
2,649.75 |
| S2 |
2,645.25 |
2,645.25 |
2,658.75 |
|
| S3 |
2,619.25 |
2,628.25 |
2,656.25 |
|
| S4 |
2,593.25 |
2,602.25 |
2,649.25 |
|
|
| 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 |
2,688.00 |
2,606.00 |
82.00 |
3.1% |
28.50 |
1.1% |
70% |
True |
False |
245 |
| 10 |
2,688.00 |
2,536.00 |
152.00 |
5.7% |
30.25 |
1.1% |
84% |
True |
False |
174 |
| 20 |
2,688.00 |
2,502.00 |
186.00 |
7.0% |
35.00 |
1.3% |
87% |
True |
False |
132 |
| 40 |
2,798.00 |
2,502.00 |
296.00 |
11.1% |
33.00 |
1.2% |
55% |
False |
False |
89 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
25.75 |
1.0% |
47% |
False |
False |
61 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
19.50 |
0.7% |
47% |
False |
False |
46 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
16.00 |
0.6% |
47% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,798.50 |
|
2.618 |
2,756.00 |
|
1.618 |
2,730.00 |
|
1.000 |
2,714.00 |
|
0.618 |
2,704.00 |
|
HIGH |
2,688.00 |
|
0.618 |
2,678.00 |
|
0.500 |
2,675.00 |
|
0.382 |
2,672.00 |
|
LOW |
2,662.00 |
|
0.618 |
2,646.00 |
|
1.000 |
2,636.00 |
|
1.618 |
2,620.00 |
|
2.618 |
2,594.00 |
|
4.250 |
2,551.50 |
|
|