| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,581.75 |
2,585.00 |
3.25 |
0.1% |
2,569.25 |
| High |
2,581.75 |
2,585.00 |
3.25 |
0.1% |
2,569.25 |
| Low |
2,581.75 |
2,584.50 |
2.75 |
0.1% |
2,502.00 |
| Close |
2,581.75 |
2,584.50 |
2.75 |
0.1% |
2,521.25 |
| Range |
0.00 |
0.50 |
0.50 |
|
67.25 |
| ATR |
22.35 |
20.98 |
-1.36 |
-6.1% |
0.00 |
| Volume |
2 |
2 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,586.25 |
2,585.75 |
2,584.75 |
|
| R3 |
2,585.75 |
2,585.25 |
2,584.75 |
|
| R2 |
2,585.25 |
2,585.25 |
2,584.50 |
|
| R1 |
2,584.75 |
2,584.75 |
2,584.50 |
2,584.75 |
| PP |
2,584.75 |
2,584.75 |
2,584.75 |
2,584.50 |
| S1 |
2,584.25 |
2,584.25 |
2,584.50 |
2,584.25 |
| S2 |
2,584.25 |
2,584.25 |
2,584.50 |
|
| S3 |
2,583.75 |
2,583.75 |
2,584.25 |
|
| S4 |
2,583.25 |
2,583.25 |
2,584.25 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,732.50 |
2,694.25 |
2,558.25 |
|
| R3 |
2,665.25 |
2,627.00 |
2,539.75 |
|
| R2 |
2,598.00 |
2,598.00 |
2,533.50 |
|
| R1 |
2,559.75 |
2,559.75 |
2,527.50 |
2,545.25 |
| PP |
2,530.75 |
2,530.75 |
2,530.75 |
2,523.50 |
| S1 |
2,492.50 |
2,492.50 |
2,515.00 |
2,478.00 |
| S2 |
2,463.50 |
2,463.50 |
2,509.00 |
|
| S3 |
2,396.25 |
2,425.25 |
2,502.75 |
|
| S4 |
2,329.00 |
2,358.00 |
2,484.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,585.00 |
2,502.00 |
83.00 |
3.2% |
4.00 |
0.2% |
99% |
True |
False |
1 |
| 10 |
2,585.00 |
2,502.00 |
83.00 |
3.2% |
2.00 |
0.1% |
99% |
True |
False |
1 |
| 20 |
2,672.75 |
2,502.00 |
170.75 |
6.6% |
1.00 |
0.0% |
48% |
False |
False |
1 |
| 40 |
2,809.50 |
2,502.00 |
307.50 |
11.9% |
1.50 |
0.1% |
27% |
False |
False |
1 |
| 60 |
2,842.50 |
2,502.00 |
340.50 |
13.2% |
2.00 |
0.1% |
24% |
False |
False |
1 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
13.2% |
1.50 |
0.1% |
24% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.00 |
|
2.618 |
2,586.25 |
|
1.618 |
2,585.75 |
|
1.000 |
2,585.50 |
|
0.618 |
2,585.25 |
|
HIGH |
2,585.00 |
|
0.618 |
2,584.75 |
|
0.500 |
2,584.75 |
|
0.382 |
2,584.75 |
|
LOW |
2,584.50 |
|
0.618 |
2,584.25 |
|
1.000 |
2,584.00 |
|
1.618 |
2,583.75 |
|
2.618 |
2,583.25 |
|
4.250 |
2,582.50 |
|
|