| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,380.00 |
1,387.50 |
7.50 |
0.5% |
1,350.00 |
| High |
1,392.00 |
1,390.00 |
-2.00 |
-0.1% |
1,392.00 |
| Low |
1,380.00 |
1,382.00 |
2.00 |
0.1% |
1,350.00 |
| Close |
1,391.75 |
1,390.00 |
-1.75 |
-0.1% |
1,391.75 |
| Range |
12.00 |
8.00 |
-4.00 |
-33.3% |
42.00 |
| ATR |
14.44 |
14.11 |
-0.34 |
-2.3% |
0.00 |
| Volume |
22 |
9 |
-13 |
-59.1% |
1,365 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,411.25 |
1,408.75 |
1,394.50 |
|
| R3 |
1,403.25 |
1,400.75 |
1,392.25 |
|
| R2 |
1,395.25 |
1,395.25 |
1,391.50 |
|
| R1 |
1,392.75 |
1,392.75 |
1,390.75 |
1,394.00 |
| PP |
1,387.25 |
1,387.25 |
1,387.25 |
1,388.00 |
| S1 |
1,384.75 |
1,384.75 |
1,389.25 |
1,386.00 |
| S2 |
1,379.25 |
1,379.25 |
1,388.50 |
|
| S3 |
1,371.25 |
1,376.75 |
1,387.75 |
|
| S4 |
1,363.25 |
1,368.75 |
1,385.50 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,504.00 |
1,489.75 |
1,414.75 |
|
| R3 |
1,462.00 |
1,447.75 |
1,403.25 |
|
| R2 |
1,420.00 |
1,420.00 |
1,399.50 |
|
| R1 |
1,405.75 |
1,405.75 |
1,395.50 |
1,413.00 |
| PP |
1,378.00 |
1,378.00 |
1,378.00 |
1,381.50 |
| S1 |
1,363.75 |
1,363.75 |
1,388.00 |
1,371.00 |
| S2 |
1,336.00 |
1,336.00 |
1,384.00 |
|
| S3 |
1,294.00 |
1,321.75 |
1,380.25 |
|
| S4 |
1,252.00 |
1,279.75 |
1,368.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,392.00 |
1,350.00 |
42.00 |
3.0% |
11.50 |
0.8% |
95% |
False |
False |
274 |
| 10 |
1,392.00 |
1,331.25 |
60.75 |
4.4% |
11.00 |
0.8% |
97% |
False |
False |
187 |
| 20 |
1,416.00 |
1,331.25 |
84.75 |
6.1% |
13.75 |
1.0% |
69% |
False |
False |
124 |
| 40 |
1,451.00 |
1,331.25 |
119.75 |
8.6% |
12.50 |
0.9% |
49% |
False |
False |
99 |
| 60 |
1,451.00 |
1,331.25 |
119.75 |
8.6% |
9.50 |
0.7% |
49% |
False |
False |
89 |
| 80 |
1,451.00 |
1,331.25 |
119.75 |
8.6% |
7.25 |
0.5% |
49% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,424.00 |
|
2.618 |
1,411.00 |
|
1.618 |
1,403.00 |
|
1.000 |
1,398.00 |
|
0.618 |
1,395.00 |
|
HIGH |
1,390.00 |
|
0.618 |
1,387.00 |
|
0.500 |
1,386.00 |
|
0.382 |
1,385.00 |
|
LOW |
1,382.00 |
|
0.618 |
1,377.00 |
|
1.000 |
1,374.00 |
|
1.618 |
1,369.00 |
|
2.618 |
1,361.00 |
|
4.250 |
1,348.00 |
|
|