| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,381.00 |
1,392.00 |
11.00 |
0.8% |
1,350.00 |
| High |
1,394.00 |
1,403.00 |
9.00 |
0.6% |
1,392.00 |
| Low |
1,370.75 |
1,392.00 |
21.25 |
1.6% |
1,350.00 |
| Close |
1,393.75 |
1,402.50 |
8.75 |
0.6% |
1,391.75 |
| Range |
23.25 |
11.00 |
-12.25 |
-52.7% |
42.00 |
| ATR |
14.42 |
14.18 |
-0.24 |
-1.7% |
0.00 |
| Volume |
369 |
378 |
9 |
2.4% |
1,365 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.25 |
1,428.25 |
1,408.50 |
|
| R3 |
1,421.25 |
1,417.25 |
1,405.50 |
|
| R2 |
1,410.25 |
1,410.25 |
1,404.50 |
|
| R1 |
1,406.25 |
1,406.25 |
1,403.50 |
1,408.25 |
| PP |
1,399.25 |
1,399.25 |
1,399.25 |
1,400.00 |
| S1 |
1,395.25 |
1,395.25 |
1,401.50 |
1,397.25 |
| S2 |
1,388.25 |
1,388.25 |
1,400.50 |
|
| S3 |
1,377.25 |
1,384.25 |
1,399.50 |
|
| S4 |
1,366.25 |
1,373.25 |
1,396.50 |
|
|
| 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 |
1,403.00 |
1,370.75 |
32.25 |
2.3% |
12.75 |
0.9% |
98% |
True |
False |
164 |
| 10 |
1,403.00 |
1,331.25 |
71.75 |
5.1% |
12.25 |
0.9% |
99% |
True |
False |
260 |
| 20 |
1,416.00 |
1,331.25 |
84.75 |
6.0% |
15.00 |
1.1% |
84% |
False |
False |
157 |
| 40 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
12.75 |
0.9% |
59% |
False |
False |
118 |
| 60 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
10.00 |
0.7% |
59% |
False |
False |
102 |
| 80 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
7.75 |
0.5% |
59% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,449.75 |
|
2.618 |
1,431.75 |
|
1.618 |
1,420.75 |
|
1.000 |
1,414.00 |
|
0.618 |
1,409.75 |
|
HIGH |
1,403.00 |
|
0.618 |
1,398.75 |
|
0.500 |
1,397.50 |
|
0.382 |
1,396.25 |
|
LOW |
1,392.00 |
|
0.618 |
1,385.25 |
|
1.000 |
1,381.00 |
|
1.618 |
1,374.25 |
|
2.618 |
1,363.25 |
|
4.250 |
1,345.25 |
|
|