| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,640.0 |
6,633.0 |
-7.0 |
-0.1% |
6,626.5 |
| High |
6,658.5 |
6,633.0 |
-25.5 |
-0.4% |
6,673.0 |
| Low |
6,628.0 |
6,582.5 |
-45.5 |
-0.7% |
6,598.0 |
| Close |
6,647.0 |
6,585.0 |
-62.0 |
-0.9% |
6,622.5 |
| Range |
30.5 |
50.5 |
20.0 |
65.6% |
75.0 |
| ATR |
47.7 |
48.9 |
1.2 |
2.5% |
0.0 |
| Volume |
17 |
56 |
39 |
229.4% |
299 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,751.5 |
6,719.0 |
6,613.0 |
|
| R3 |
6,701.0 |
6,668.5 |
6,599.0 |
|
| R2 |
6,650.5 |
6,650.5 |
6,594.5 |
|
| R1 |
6,618.0 |
6,618.0 |
6,589.5 |
6,609.0 |
| PP |
6,600.0 |
6,600.0 |
6,600.0 |
6,596.0 |
| S1 |
6,567.5 |
6,567.5 |
6,580.5 |
6,558.5 |
| S2 |
6,549.5 |
6,549.5 |
6,575.5 |
|
| S3 |
6,499.0 |
6,517.0 |
6,571.0 |
|
| S4 |
6,448.5 |
6,466.5 |
6,557.0 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,856.0 |
6,814.5 |
6,664.0 |
|
| R3 |
6,781.0 |
6,739.5 |
6,643.0 |
|
| R2 |
6,706.0 |
6,706.0 |
6,636.0 |
|
| R1 |
6,664.5 |
6,664.5 |
6,629.5 |
6,648.0 |
| PP |
6,631.0 |
6,631.0 |
6,631.0 |
6,623.0 |
| S1 |
6,589.5 |
6,589.5 |
6,615.5 |
6,573.0 |
| S2 |
6,556.0 |
6,556.0 |
6,609.0 |
|
| S3 |
6,481.0 |
6,514.5 |
6,602.0 |
|
| S4 |
6,406.0 |
6,439.5 |
6,581.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,658.5 |
6,582.5 |
76.0 |
1.2% |
41.0 |
0.6% |
3% |
False |
True |
71 |
| 10 |
6,673.0 |
6,558.5 |
114.5 |
1.7% |
43.0 |
0.7% |
23% |
False |
False |
714 |
| 20 |
6,740.0 |
6,558.5 |
181.5 |
2.8% |
44.0 |
0.7% |
15% |
False |
False |
712 |
| 40 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
34.5 |
0.5% |
67% |
False |
False |
389 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
26.0 |
0.4% |
67% |
False |
False |
295 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
21.5 |
0.3% |
67% |
False |
False |
225 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
17.0 |
0.3% |
67% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,847.5 |
|
2.618 |
6,765.0 |
|
1.618 |
6,714.5 |
|
1.000 |
6,683.5 |
|
0.618 |
6,664.0 |
|
HIGH |
6,633.0 |
|
0.618 |
6,613.5 |
|
0.500 |
6,608.0 |
|
0.382 |
6,602.0 |
|
LOW |
6,582.5 |
|
0.618 |
6,551.5 |
|
1.000 |
6,532.0 |
|
1.618 |
6,501.0 |
|
2.618 |
6,450.5 |
|
4.250 |
6,368.0 |
|
|