| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,633.0 |
6,582.5 |
-50.5 |
-0.8% |
6,626.5 |
| High |
6,633.0 |
6,608.0 |
-25.0 |
-0.4% |
6,673.0 |
| Low |
6,582.5 |
6,582.5 |
0.0 |
0.0% |
6,598.0 |
| Close |
6,585.0 |
6,602.0 |
17.0 |
0.3% |
6,622.5 |
| Range |
50.5 |
25.5 |
-25.0 |
-49.5% |
75.0 |
| ATR |
48.9 |
47.3 |
-1.7 |
-3.4% |
0.0 |
| Volume |
56 |
35 |
-21 |
-37.5% |
299 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,674.0 |
6,663.5 |
6,616.0 |
|
| R3 |
6,648.5 |
6,638.0 |
6,609.0 |
|
| R2 |
6,623.0 |
6,623.0 |
6,606.5 |
|
| R1 |
6,612.5 |
6,612.5 |
6,604.5 |
6,618.0 |
| PP |
6,597.5 |
6,597.5 |
6,597.5 |
6,600.0 |
| S1 |
6,587.0 |
6,587.0 |
6,599.5 |
6,592.0 |
| S2 |
6,572.0 |
6,572.0 |
6,597.5 |
|
| S3 |
6,546.5 |
6,561.5 |
6,595.0 |
|
| S4 |
6,521.0 |
6,536.0 |
6,588.0 |
|
|
| 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% |
37.5 |
0.6% |
26% |
False |
True |
27 |
| 10 |
6,673.0 |
6,582.5 |
90.5 |
1.4% |
37.5 |
0.6% |
22% |
False |
True |
604 |
| 20 |
6,706.5 |
6,558.5 |
148.0 |
2.2% |
43.0 |
0.7% |
29% |
False |
False |
640 |
| 40 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
35.0 |
0.5% |
70% |
False |
False |
388 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
26.5 |
0.4% |
70% |
False |
False |
295 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
21.5 |
0.3% |
70% |
False |
False |
226 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
17.5 |
0.3% |
70% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,716.5 |
|
2.618 |
6,675.0 |
|
1.618 |
6,649.5 |
|
1.000 |
6,633.5 |
|
0.618 |
6,624.0 |
|
HIGH |
6,608.0 |
|
0.618 |
6,598.5 |
|
0.500 |
6,595.0 |
|
0.382 |
6,592.0 |
|
LOW |
6,582.5 |
|
0.618 |
6,566.5 |
|
1.000 |
6,557.0 |
|
1.618 |
6,541.0 |
|
2.618 |
6,515.5 |
|
4.250 |
6,474.0 |
|
|