Day Change Summary |
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Previous |
Current |
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05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,395.50 |
1,396.75 |
1.25 |
0.1% |
1,387.50 |
High |
1,400.75 |
1,399.75 |
-1.00 |
-0.1% |
1,405.75 |
Low |
1,384.25 |
1,392.00 |
7.75 |
0.6% |
1,370.75 |
Close |
1,395.00 |
1,399.75 |
4.75 |
0.3% |
1,401.00 |
Range |
16.50 |
7.75 |
-8.75 |
-53.0% |
35.00 |
ATR |
13.69 |
13.26 |
-0.42 |
-3.1% |
0.00 |
Volume |
518 |
1,012 |
494 |
95.4% |
1,101 |
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Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.50 |
1,417.75 |
1,404.00 |
|
R3 |
1,412.75 |
1,410.00 |
1,402.00 |
|
R2 |
1,405.00 |
1,405.00 |
1,401.25 |
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R1 |
1,402.25 |
1,402.25 |
1,400.50 |
1,403.50 |
PP |
1,397.25 |
1,397.25 |
1,397.25 |
1,397.75 |
S1 |
1,394.50 |
1,394.50 |
1,399.00 |
1,396.00 |
S2 |
1,389.50 |
1,389.50 |
1,398.25 |
|
S3 |
1,381.75 |
1,386.75 |
1,397.50 |
|
S4 |
1,374.00 |
1,379.00 |
1,395.50 |
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Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,497.50 |
1,484.25 |
1,420.25 |
|
R3 |
1,462.50 |
1,449.25 |
1,410.50 |
|
R2 |
1,427.50 |
1,427.50 |
1,407.50 |
|
R1 |
1,414.25 |
1,414.25 |
1,404.25 |
1,421.00 |
PP |
1,392.50 |
1,392.50 |
1,392.50 |
1,395.75 |
S1 |
1,379.25 |
1,379.25 |
1,397.75 |
1,386.00 |
S2 |
1,357.50 |
1,357.50 |
1,394.50 |
|
S3 |
1,322.50 |
1,344.25 |
1,391.50 |
|
S4 |
1,287.50 |
1,309.25 |
1,381.75 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,408.25 |
1,384.25 |
24.00 |
1.7% |
11.25 |
0.8% |
65% |
False |
False |
530 |
10 |
1,408.25 |
1,370.75 |
37.50 |
2.7% |
12.00 |
0.9% |
77% |
False |
False |
347 |
20 |
1,408.25 |
1,331.25 |
77.00 |
5.5% |
12.50 |
0.9% |
89% |
False |
False |
284 |
40 |
1,445.50 |
1,331.25 |
114.25 |
8.2% |
13.25 |
0.9% |
60% |
False |
False |
175 |
60 |
1,451.00 |
1,331.25 |
119.75 |
8.6% |
10.75 |
0.8% |
57% |
False |
False |
144 |
80 |
1,451.00 |
1,331.25 |
119.75 |
8.6% |
8.25 |
0.6% |
57% |
False |
False |
113 |
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Fibonacci Retracements and Extensions |
4.250 |
1,432.75 |
2.618 |
1,420.00 |
1.618 |
1,412.25 |
1.000 |
1,407.50 |
0.618 |
1,404.50 |
HIGH |
1,399.75 |
0.618 |
1,396.75 |
0.500 |
1,396.00 |
0.382 |
1,395.00 |
LOW |
1,392.00 |
0.618 |
1,387.25 |
1.000 |
1,384.25 |
1.618 |
1,379.50 |
2.618 |
1,371.75 |
4.250 |
1,359.00 |
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