| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,678.75 |
2,657.50 |
-21.25 |
-0.8% |
2,620.00 |
| High |
2,688.00 |
2,668.25 |
-19.75 |
-0.7% |
2,682.00 |
| Low |
2,662.00 |
2,644.50 |
-17.50 |
-0.7% |
2,606.00 |
| Close |
2,663.50 |
2,658.50 |
-5.00 |
-0.2% |
2,669.25 |
| Range |
26.00 |
23.75 |
-2.25 |
-8.7% |
76.00 |
| ATR |
32.81 |
32.16 |
-0.65 |
-2.0% |
0.00 |
| Volume |
184 |
921 |
737 |
400.5% |
1,196 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,728.25 |
2,717.25 |
2,671.50 |
|
| R3 |
2,704.50 |
2,693.50 |
2,665.00 |
|
| R2 |
2,680.75 |
2,680.75 |
2,662.75 |
|
| R1 |
2,669.75 |
2,669.75 |
2,660.75 |
2,675.25 |
| PP |
2,657.00 |
2,657.00 |
2,657.00 |
2,660.00 |
| S1 |
2,646.00 |
2,646.00 |
2,656.25 |
2,651.50 |
| S2 |
2,633.25 |
2,633.25 |
2,654.25 |
|
| S3 |
2,609.50 |
2,622.25 |
2,652.00 |
|
| S4 |
2,585.75 |
2,598.50 |
2,645.50 |
|
|
| 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% |
29.50 |
1.1% |
64% |
False |
False |
414 |
| 10 |
2,688.00 |
2,565.75 |
122.25 |
4.6% |
27.75 |
1.0% |
76% |
False |
False |
257 |
| 20 |
2,688.00 |
2,502.00 |
186.00 |
7.0% |
34.75 |
1.3% |
84% |
False |
False |
173 |
| 40 |
2,773.25 |
2,502.00 |
271.25 |
10.2% |
32.75 |
1.2% |
58% |
False |
False |
111 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
26.25 |
1.0% |
45% |
False |
False |
77 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
19.75 |
0.7% |
45% |
False |
False |
58 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
16.25 |
0.6% |
45% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,769.25 |
|
2.618 |
2,730.50 |
|
1.618 |
2,706.75 |
|
1.000 |
2,692.00 |
|
0.618 |
2,683.00 |
|
HIGH |
2,668.25 |
|
0.618 |
2,659.25 |
|
0.500 |
2,656.50 |
|
0.382 |
2,653.50 |
|
LOW |
2,644.50 |
|
0.618 |
2,629.75 |
|
1.000 |
2,620.75 |
|
1.618 |
2,606.00 |
|
2.618 |
2,582.25 |
|
4.250 |
2,543.50 |
|
|