| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,465.00 |
3,489.50 |
24.50 |
0.7% |
3,420.00 |
| High |
3,490.00 |
3,493.50 |
3.50 |
0.1% |
3,490.00 |
| Low |
3,465.00 |
3,471.00 |
6.00 |
0.2% |
3,416.00 |
| Close |
3,481.50 |
3,477.00 |
-4.50 |
-0.1% |
3,481.50 |
| Range |
25.00 |
22.50 |
-2.50 |
-10.0% |
74.00 |
| ATR |
29.77 |
29.25 |
-0.52 |
-1.7% |
0.00 |
| Volume |
464 |
595 |
131 |
28.2% |
2,146 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,548.00 |
3,535.00 |
3,489.50 |
|
| R3 |
3,525.50 |
3,512.50 |
3,483.25 |
|
| R2 |
3,503.00 |
3,503.00 |
3,481.00 |
|
| R1 |
3,490.00 |
3,490.00 |
3,479.00 |
3,485.25 |
| PP |
3,480.50 |
3,480.50 |
3,480.50 |
3,478.00 |
| S1 |
3,467.50 |
3,467.50 |
3,475.00 |
3,462.75 |
| S2 |
3,458.00 |
3,458.00 |
3,473.00 |
|
| S3 |
3,435.50 |
3,445.00 |
3,470.75 |
|
| S4 |
3,413.00 |
3,422.50 |
3,464.50 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,684.50 |
3,657.00 |
3,522.25 |
|
| R3 |
3,610.50 |
3,583.00 |
3,501.75 |
|
| R2 |
3,536.50 |
3,536.50 |
3,495.00 |
|
| R1 |
3,509.00 |
3,509.00 |
3,488.25 |
3,522.75 |
| PP |
3,462.50 |
3,462.50 |
3,462.50 |
3,469.50 |
| S1 |
3,435.00 |
3,435.00 |
3,474.75 |
3,448.75 |
| S2 |
3,388.50 |
3,388.50 |
3,468.00 |
|
| S3 |
3,314.50 |
3,361.00 |
3,461.25 |
|
| S4 |
3,240.50 |
3,287.00 |
3,440.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,493.50 |
3,416.00 |
77.50 |
2.2% |
23.75 |
0.7% |
79% |
True |
False |
548 |
| 10 |
3,493.50 |
3,354.00 |
139.50 |
4.0% |
28.50 |
0.8% |
88% |
True |
False |
631 |
| 20 |
3,493.50 |
3,308.25 |
185.25 |
5.3% |
29.75 |
0.9% |
91% |
True |
False |
346 |
| 40 |
3,493.50 |
3,110.00 |
383.50 |
11.0% |
32.00 |
0.9% |
96% |
True |
False |
257 |
| 60 |
3,493.50 |
3,110.00 |
383.50 |
11.0% |
26.75 |
0.8% |
96% |
True |
False |
226 |
| 80 |
3,493.50 |
3,045.00 |
448.50 |
12.9% |
20.50 |
0.6% |
96% |
True |
False |
170 |
| 100 |
3,493.50 |
3,012.75 |
480.75 |
13.8% |
17.25 |
0.5% |
97% |
True |
False |
136 |
| 120 |
3,493.50 |
2,831.25 |
662.25 |
19.0% |
15.00 |
0.4% |
98% |
True |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,589.00 |
|
2.618 |
3,552.50 |
|
1.618 |
3,530.00 |
|
1.000 |
3,516.00 |
|
0.618 |
3,507.50 |
|
HIGH |
3,493.50 |
|
0.618 |
3,485.00 |
|
0.500 |
3,482.25 |
|
0.382 |
3,479.50 |
|
LOW |
3,471.00 |
|
0.618 |
3,457.00 |
|
1.000 |
3,448.50 |
|
1.618 |
3,434.50 |
|
2.618 |
3,412.00 |
|
4.250 |
3,375.50 |
|
|