| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,697.44 |
2,671.12 |
-26.32 |
-1.0% |
2,634.43 |
| High |
2,699.04 |
2,674.03 |
-25.01 |
-0.9% |
2,688.95 |
| Low |
2,669.83 |
2,651.46 |
-18.37 |
-0.7% |
2,613.22 |
| Close |
2,671.84 |
2,667.89 |
-3.95 |
-0.1% |
2,677.88 |
| Range |
29.21 |
22.57 |
-6.64 |
-22.7% |
75.73 |
| ATR |
33.96 |
33.15 |
-0.81 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,732.17 |
2,722.60 |
2,680.30 |
|
| R3 |
2,709.60 |
2,700.03 |
2,674.10 |
|
| R2 |
2,687.03 |
2,687.03 |
2,672.03 |
|
| R1 |
2,677.46 |
2,677.46 |
2,669.96 |
2,670.96 |
| PP |
2,664.46 |
2,664.46 |
2,664.46 |
2,661.21 |
| S1 |
2,654.89 |
2,654.89 |
2,665.82 |
2,648.39 |
| S2 |
2,641.89 |
2,641.89 |
2,663.75 |
|
| S3 |
2,619.32 |
2,632.32 |
2,661.68 |
|
| S4 |
2,596.75 |
2,609.75 |
2,655.48 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.21 |
2,858.27 |
2,719.53 |
|
| R3 |
2,811.48 |
2,782.54 |
2,698.71 |
|
| R2 |
2,735.75 |
2,735.75 |
2,691.76 |
|
| R1 |
2,706.81 |
2,706.81 |
2,684.82 |
2,721.28 |
| PP |
2,660.02 |
2,660.02 |
2,660.02 |
2,667.25 |
| S1 |
2,631.08 |
2,631.08 |
2,670.94 |
2,645.55 |
| S2 |
2,584.29 |
2,584.29 |
2,664.00 |
|
| S3 |
2,508.56 |
2,555.35 |
2,657.05 |
|
| S4 |
2,432.83 |
2,479.62 |
2,636.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,699.04 |
2,613.22 |
85.82 |
3.2% |
28.08 |
1.1% |
64% |
False |
False |
|
| 10 |
2,699.04 |
2,570.66 |
128.38 |
4.8% |
25.88 |
1.0% |
76% |
False |
False |
|
| 20 |
2,699.04 |
2,494.38 |
204.66 |
7.7% |
32.14 |
1.2% |
85% |
False |
False |
|
| 40 |
2,845.97 |
2,494.38 |
351.59 |
13.2% |
32.69 |
1.2% |
49% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
30.87 |
1.2% |
45% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
29.39 |
1.1% |
45% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
30.34 |
1.1% |
45% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.20 |
1.2% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,769.95 |
|
2.618 |
2,733.12 |
|
1.618 |
2,710.55 |
|
1.000 |
2,696.60 |
|
0.618 |
2,687.98 |
|
HIGH |
2,674.03 |
|
0.618 |
2,665.41 |
|
0.500 |
2,662.75 |
|
0.382 |
2,660.08 |
|
LOW |
2,651.46 |
|
0.618 |
2,637.51 |
|
1.000 |
2,628.89 |
|
1.618 |
2,614.94 |
|
2.618 |
2,592.37 |
|
4.250 |
2,555.54 |
|
|