| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,657.50 |
2,652.00 |
-5.50 |
-0.2% |
2,620.00 |
| High |
2,668.25 |
2,673.50 |
5.25 |
0.2% |
2,682.00 |
| Low |
2,644.50 |
2,617.00 |
-27.50 |
-1.0% |
2,606.00 |
| Close |
2,658.50 |
2,631.50 |
-27.00 |
-1.0% |
2,669.25 |
| Range |
23.75 |
56.50 |
32.75 |
137.9% |
76.00 |
| ATR |
32.16 |
33.90 |
1.74 |
5.4% |
0.00 |
| Volume |
921 |
1,422 |
501 |
54.4% |
1,196 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.25 |
2,777.25 |
2,662.50 |
|
| R3 |
2,753.75 |
2,720.75 |
2,647.00 |
|
| R2 |
2,697.25 |
2,697.25 |
2,641.75 |
|
| R1 |
2,664.25 |
2,664.25 |
2,636.75 |
2,652.50 |
| PP |
2,640.75 |
2,640.75 |
2,640.75 |
2,634.75 |
| S1 |
2,607.75 |
2,607.75 |
2,626.25 |
2,596.00 |
| S2 |
2,584.25 |
2,584.25 |
2,621.25 |
|
| S3 |
2,527.75 |
2,551.25 |
2,616.00 |
|
| S4 |
2,471.25 |
2,494.75 |
2,600.50 |
|
|
| 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 |
2,617.00 |
71.00 |
2.7% |
30.25 |
1.1% |
20% |
False |
True |
678 |
| 10 |
2,688.00 |
2,574.00 |
114.00 |
4.3% |
31.00 |
1.2% |
50% |
False |
False |
382 |
| 20 |
2,688.00 |
2,502.00 |
186.00 |
7.1% |
36.25 |
1.4% |
70% |
False |
False |
243 |
| 40 |
2,773.25 |
2,502.00 |
271.25 |
10.3% |
33.00 |
1.3% |
48% |
False |
False |
146 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
27.25 |
1.0% |
37% |
False |
False |
100 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
20.50 |
0.8% |
37% |
False |
False |
75 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
16.75 |
0.6% |
37% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.50 |
|
2.618 |
2,821.50 |
|
1.618 |
2,765.00 |
|
1.000 |
2,730.00 |
|
0.618 |
2,708.50 |
|
HIGH |
2,673.50 |
|
0.618 |
2,652.00 |
|
0.500 |
2,645.25 |
|
0.382 |
2,638.50 |
|
LOW |
2,617.00 |
|
0.618 |
2,582.00 |
|
1.000 |
2,560.50 |
|
1.618 |
2,525.50 |
|
2.618 |
2,469.00 |
|
4.250 |
2,377.00 |
|
|