| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,371.00 |
1,374.75 |
3.75 |
0.3% |
1,359.00 |
| High |
1,373.00 |
1,375.00 |
2.00 |
0.1% |
1,369.75 |
| Low |
1,364.00 |
1,367.00 |
3.00 |
0.2% |
1,331.25 |
| Close |
1,372.75 |
1,374.75 |
2.00 |
0.1% |
1,346.00 |
| Range |
9.00 |
8.00 |
-1.00 |
-11.1% |
38.50 |
| ATR |
14.70 |
14.23 |
-0.48 |
-3.3% |
0.00 |
| Volume |
192 |
25 |
-167 |
-87.0% |
503 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.25 |
1,393.50 |
1,379.25 |
|
| R3 |
1,388.25 |
1,385.50 |
1,377.00 |
|
| R2 |
1,380.25 |
1,380.25 |
1,376.25 |
|
| R1 |
1,377.50 |
1,377.50 |
1,375.50 |
1,378.75 |
| PP |
1,372.25 |
1,372.25 |
1,372.25 |
1,373.00 |
| S1 |
1,369.50 |
1,369.50 |
1,374.00 |
1,370.75 |
| S2 |
1,364.25 |
1,364.25 |
1,373.25 |
|
| S3 |
1,356.25 |
1,361.50 |
1,372.50 |
|
| S4 |
1,348.25 |
1,353.50 |
1,370.25 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.50 |
1,443.75 |
1,367.25 |
|
| R3 |
1,426.00 |
1,405.25 |
1,356.50 |
|
| R2 |
1,387.50 |
1,387.50 |
1,353.00 |
|
| R1 |
1,366.75 |
1,366.75 |
1,349.50 |
1,358.00 |
| PP |
1,349.00 |
1,349.00 |
1,349.00 |
1,344.50 |
| S1 |
1,328.25 |
1,328.25 |
1,342.50 |
1,319.50 |
| S2 |
1,310.50 |
1,310.50 |
1,339.00 |
|
| S3 |
1,272.00 |
1,289.75 |
1,335.50 |
|
| S4 |
1,233.50 |
1,251.25 |
1,324.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,375.00 |
1,331.25 |
43.75 |
3.2% |
11.75 |
0.9% |
99% |
True |
False |
355 |
| 10 |
1,379.75 |
1,331.25 |
48.50 |
3.5% |
13.25 |
1.0% |
90% |
False |
False |
222 |
| 20 |
1,416.00 |
1,331.25 |
84.75 |
6.2% |
14.00 |
1.0% |
51% |
False |
False |
137 |
| 40 |
1,451.00 |
1,331.25 |
119.75 |
8.7% |
12.00 |
0.9% |
36% |
False |
False |
99 |
| 60 |
1,451.00 |
1,331.25 |
119.75 |
8.7% |
9.00 |
0.7% |
36% |
False |
False |
89 |
| 80 |
1,451.00 |
1,331.25 |
119.75 |
8.7% |
7.00 |
0.5% |
36% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,409.00 |
|
2.618 |
1,396.00 |
|
1.618 |
1,388.00 |
|
1.000 |
1,383.00 |
|
0.618 |
1,380.00 |
|
HIGH |
1,375.00 |
|
0.618 |
1,372.00 |
|
0.500 |
1,371.00 |
|
0.382 |
1,370.00 |
|
LOW |
1,367.00 |
|
0.618 |
1,362.00 |
|
1.000 |
1,359.00 |
|
1.618 |
1,354.00 |
|
2.618 |
1,346.00 |
|
4.250 |
1,333.00 |
|
|