| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,658.00 |
2,653.00 |
-5.00 |
-0.2% |
2,634.00 |
| High |
2,658.00 |
2,653.00 |
-5.00 |
-0.2% |
2,667.75 |
| Low |
2,658.00 |
2,653.00 |
-5.00 |
-0.2% |
2,629.25 |
| Close |
2,658.00 |
2,653.00 |
-5.00 |
-0.2% |
2,663.75 |
| Range |
|
|
|
|
|
| ATR |
18.01 |
17.08 |
-0.93 |
-5.2% |
0.00 |
| Volume |
2 |
4 |
2 |
100.0% |
10 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.00 |
2,653.00 |
2,653.00 |
|
| R3 |
2,653.00 |
2,653.00 |
2,653.00 |
|
| R2 |
2,653.00 |
2,653.00 |
2,653.00 |
|
| R1 |
2,653.00 |
2,653.00 |
2,653.00 |
2,653.00 |
| PP |
2,653.00 |
2,653.00 |
2,653.00 |
2,653.00 |
| S1 |
2,653.00 |
2,653.00 |
2,653.00 |
2,653.00 |
| S2 |
2,653.00 |
2,653.00 |
2,653.00 |
|
| S3 |
2,653.00 |
2,653.00 |
2,653.00 |
|
| S4 |
2,653.00 |
2,653.00 |
2,653.00 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.00 |
2,755.00 |
2,685.00 |
|
| R3 |
2,730.50 |
2,716.50 |
2,674.25 |
|
| R2 |
2,692.00 |
2,692.00 |
2,670.75 |
|
| R1 |
2,678.00 |
2,678.00 |
2,667.25 |
2,685.00 |
| PP |
2,653.50 |
2,653.50 |
2,653.50 |
2,657.00 |
| S1 |
2,639.50 |
2,639.50 |
2,660.25 |
2,646.50 |
| S2 |
2,615.00 |
2,615.00 |
2,656.75 |
|
| S3 |
2,576.50 |
2,601.00 |
2,653.25 |
|
| S4 |
2,538.00 |
2,562.50 |
2,642.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,667.75 |
2,648.50 |
19.25 |
0.7% |
0.00 |
0.0% |
23% |
False |
False |
2 |
| 10 |
2,667.75 |
2,581.75 |
86.00 |
3.2% |
0.00 |
0.0% |
83% |
False |
False |
2 |
| 20 |
2,667.75 |
2,502.00 |
165.75 |
6.2% |
1.00 |
0.0% |
91% |
False |
False |
1 |
| 40 |
2,758.75 |
2,502.00 |
256.75 |
9.7% |
1.50 |
0.1% |
59% |
False |
False |
1 |
| 60 |
2,842.50 |
2,502.00 |
340.50 |
12.8% |
1.75 |
0.1% |
44% |
False |
False |
1 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.8% |
1.50 |
0.1% |
44% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.00 |
|
2.618 |
2,653.00 |
|
1.618 |
2,653.00 |
|
1.000 |
2,653.00 |
|
0.618 |
2,653.00 |
|
HIGH |
2,653.00 |
|
0.618 |
2,653.00 |
|
0.500 |
2,653.00 |
|
0.382 |
2,653.00 |
|
LOW |
2,653.00 |
|
0.618 |
2,653.00 |
|
1.000 |
2,653.00 |
|
1.618 |
2,653.00 |
|
2.618 |
2,653.00 |
|
4.250 |
2,653.00 |
|
|