| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,420.00 |
3,455.25 |
35.25 |
1.0% |
3,388.50 |
| High |
3,434.75 |
3,456.00 |
21.25 |
0.6% |
3,407.50 |
| Low |
3,413.00 |
3,455.25 |
42.25 |
1.2% |
3,354.00 |
| Close |
3,434.75 |
3,456.00 |
21.25 |
0.6% |
3,407.50 |
| Range |
21.75 |
0.75 |
-21.00 |
-96.6% |
53.50 |
| ATR |
18.58 |
18.77 |
0.19 |
1.0% |
0.00 |
| Volume |
2 |
3 |
1 |
50.0% |
9 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,458.00 |
3,457.75 |
3,456.50 |
|
| R3 |
3,457.25 |
3,457.00 |
3,456.25 |
|
| R2 |
3,456.50 |
3,456.50 |
3,456.25 |
|
| R1 |
3,456.25 |
3,456.25 |
3,456.00 |
3,456.50 |
| PP |
3,455.75 |
3,455.75 |
3,455.75 |
3,455.75 |
| S1 |
3,455.50 |
3,455.50 |
3,456.00 |
3,455.50 |
| S2 |
3,455.00 |
3,455.00 |
3,455.75 |
|
| S3 |
3,454.25 |
3,454.75 |
3,455.75 |
|
| S4 |
3,453.50 |
3,454.00 |
3,455.50 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,550.25 |
3,532.25 |
3,437.00 |
|
| R3 |
3,496.75 |
3,478.75 |
3,422.25 |
|
| R2 |
3,443.25 |
3,443.25 |
3,417.25 |
|
| R1 |
3,425.25 |
3,425.25 |
3,412.50 |
3,434.25 |
| PP |
3,389.75 |
3,389.75 |
3,389.75 |
3,394.00 |
| S1 |
3,371.75 |
3,371.75 |
3,402.50 |
3,380.75 |
| S2 |
3,336.25 |
3,336.25 |
3,397.75 |
|
| S3 |
3,282.75 |
3,318.25 |
3,392.75 |
|
| S4 |
3,229.25 |
3,264.75 |
3,378.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,456.00 |
3,387.75 |
68.25 |
2.0% |
4.50 |
0.1% |
100% |
True |
False |
2 |
| 10 |
3,456.00 |
3,354.00 |
102.00 |
3.0% |
4.25 |
0.1% |
100% |
True |
False |
3 |
| 20 |
3,456.00 |
3,307.00 |
149.00 |
4.3% |
3.25 |
0.1% |
100% |
True |
False |
2 |
| 40 |
3,456.00 |
3,119.75 |
336.25 |
9.7% |
3.25 |
0.1% |
100% |
True |
False |
1 |
| 60 |
3,456.00 |
3,108.25 |
347.75 |
10.1% |
2.25 |
0.1% |
100% |
True |
False |
1 |
| 80 |
3,456.00 |
3,040.00 |
416.00 |
12.0% |
1.75 |
0.1% |
100% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,459.25 |
|
2.618 |
3,458.00 |
|
1.618 |
3,457.25 |
|
1.000 |
3,456.75 |
|
0.618 |
3,456.50 |
|
HIGH |
3,456.00 |
|
0.618 |
3,455.75 |
|
0.500 |
3,455.50 |
|
0.382 |
3,455.50 |
|
LOW |
3,455.25 |
|
0.618 |
3,454.75 |
|
1.000 |
3,454.50 |
|
1.618 |
3,454.00 |
|
2.618 |
3,453.25 |
|
4.250 |
3,452.00 |
|
|