| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,652.00 |
2,633.50 |
-18.50 |
-0.7% |
2,620.00 |
| High |
2,673.50 |
2,655.50 |
-18.00 |
-0.7% |
2,682.00 |
| Low |
2,617.00 |
2,616.50 |
-0.50 |
0.0% |
2,606.00 |
| Close |
2,631.50 |
2,648.25 |
16.75 |
0.6% |
2,669.25 |
| Range |
56.50 |
39.00 |
-17.50 |
-31.0% |
76.00 |
| ATR |
33.90 |
34.27 |
0.36 |
1.1% |
0.00 |
| Volume |
1,422 |
1,240 |
-182 |
-12.8% |
1,196 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.00 |
2,741.75 |
2,669.75 |
|
| R3 |
2,718.00 |
2,702.75 |
2,659.00 |
|
| R2 |
2,679.00 |
2,679.00 |
2,655.50 |
|
| R1 |
2,663.75 |
2,663.75 |
2,651.75 |
2,671.50 |
| PP |
2,640.00 |
2,640.00 |
2,640.00 |
2,644.00 |
| S1 |
2,624.75 |
2,624.75 |
2,644.75 |
2,632.50 |
| S2 |
2,601.00 |
2,601.00 |
2,641.00 |
|
| S3 |
2,562.00 |
2,585.75 |
2,637.50 |
|
| S4 |
2,523.00 |
2,546.75 |
2,626.75 |
|
|
| 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 |
2,688.00 |
2,616.50 |
71.50 |
2.7% |
33.00 |
1.2% |
44% |
False |
True |
838 |
| 10 |
2,688.00 |
2,595.00 |
93.00 |
3.5% |
32.75 |
1.2% |
57% |
False |
False |
501 |
| 20 |
2,688.00 |
2,502.00 |
186.00 |
7.0% |
34.00 |
1.3% |
79% |
False |
False |
303 |
| 40 |
2,773.25 |
2,502.00 |
271.25 |
10.2% |
33.75 |
1.3% |
54% |
False |
False |
177 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
27.75 |
1.0% |
42% |
False |
False |
121 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
21.00 |
0.8% |
42% |
False |
False |
91 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
17.00 |
0.6% |
42% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,821.25 |
|
2.618 |
2,757.50 |
|
1.618 |
2,718.50 |
|
1.000 |
2,694.50 |
|
0.618 |
2,679.50 |
|
HIGH |
2,655.50 |
|
0.618 |
2,640.50 |
|
0.500 |
2,636.00 |
|
0.382 |
2,631.50 |
|
LOW |
2,616.50 |
|
0.618 |
2,592.50 |
|
1.000 |
2,577.50 |
|
1.618 |
2,553.50 |
|
2.618 |
2,514.50 |
|
4.250 |
2,450.75 |
|
|