| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,420.00 |
3,424.25 |
4.25 |
0.1% |
3,413.75 |
| High |
3,431.00 |
3,449.50 |
18.50 |
0.5% |
3,416.50 |
| Low |
3,416.00 |
3,418.00 |
2.00 |
0.1% |
3,354.00 |
| Close |
3,423.00 |
3,441.25 |
18.25 |
0.5% |
3,414.00 |
| Range |
15.00 |
31.50 |
16.50 |
110.0% |
62.50 |
| ATR |
30.30 |
30.38 |
0.09 |
0.3% |
0.00 |
| Volume |
330 |
75 |
-255 |
-77.3% |
3,571 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,530.75 |
3,517.50 |
3,458.50 |
|
| R3 |
3,499.25 |
3,486.00 |
3,450.00 |
|
| R2 |
3,467.75 |
3,467.75 |
3,447.00 |
|
| R1 |
3,454.50 |
3,454.50 |
3,444.25 |
3,461.00 |
| PP |
3,436.25 |
3,436.25 |
3,436.25 |
3,439.50 |
| S1 |
3,423.00 |
3,423.00 |
3,438.25 |
3,429.50 |
| S2 |
3,404.75 |
3,404.75 |
3,435.50 |
|
| S3 |
3,373.25 |
3,391.50 |
3,432.50 |
|
| S4 |
3,341.75 |
3,360.00 |
3,424.00 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,582.25 |
3,560.75 |
3,448.50 |
|
| R3 |
3,519.75 |
3,498.25 |
3,431.25 |
|
| R2 |
3,457.25 |
3,457.25 |
3,425.50 |
|
| R1 |
3,435.75 |
3,435.75 |
3,419.75 |
3,446.50 |
| PP |
3,394.75 |
3,394.75 |
3,394.75 |
3,400.25 |
| S1 |
3,373.25 |
3,373.25 |
3,408.25 |
3,384.00 |
| S2 |
3,332.25 |
3,332.25 |
3,402.50 |
|
| S3 |
3,269.75 |
3,310.75 |
3,396.75 |
|
| S4 |
3,207.25 |
3,248.25 |
3,379.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,449.50 |
3,354.00 |
95.50 |
2.8% |
29.50 |
0.9% |
91% |
True |
False |
650 |
| 10 |
3,449.50 |
3,343.00 |
106.50 |
3.1% |
29.50 |
0.9% |
92% |
True |
False |
407 |
| 20 |
3,449.50 |
3,308.25 |
141.25 |
4.1% |
30.00 |
0.9% |
94% |
True |
False |
262 |
| 40 |
3,449.50 |
3,110.00 |
339.50 |
9.9% |
32.50 |
0.9% |
98% |
True |
False |
206 |
| 60 |
3,449.50 |
3,110.00 |
339.50 |
9.9% |
25.50 |
0.7% |
98% |
True |
False |
187 |
| 80 |
3,449.50 |
3,045.00 |
404.50 |
11.8% |
19.75 |
0.6% |
98% |
True |
False |
141 |
| 100 |
3,449.50 |
2,962.00 |
487.50 |
14.2% |
16.50 |
0.5% |
98% |
True |
False |
113 |
| 120 |
3,449.50 |
2,831.25 |
618.25 |
18.0% |
14.50 |
0.4% |
99% |
True |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,583.50 |
|
2.618 |
3,532.00 |
|
1.618 |
3,500.50 |
|
1.000 |
3,481.00 |
|
0.618 |
3,469.00 |
|
HIGH |
3,449.50 |
|
0.618 |
3,437.50 |
|
0.500 |
3,433.75 |
|
0.382 |
3,430.00 |
|
LOW |
3,418.00 |
|
0.618 |
3,398.50 |
|
1.000 |
3,386.50 |
|
1.618 |
3,367.00 |
|
2.618 |
3,335.50 |
|
4.250 |
3,284.00 |
|
|