Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,192.56 |
1,196.72 |
4.16 |
0.3% |
1,215.62 |
High |
1,203.67 |
1,247.11 |
43.44 |
3.6% |
1,215.62 |
Low |
1,191.80 |
1,196.72 |
4.92 |
0.4% |
1,158.66 |
Close |
1,195.19 |
1,246.96 |
51.77 |
4.3% |
1,158.67 |
Range |
11.87 |
50.39 |
38.52 |
324.5% |
56.96 |
ATR |
24.56 |
26.51 |
1.95 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.43 |
1,364.59 |
1,274.67 |
|
R3 |
1,331.04 |
1,314.20 |
1,260.82 |
|
R2 |
1,280.65 |
1,280.65 |
1,256.20 |
|
R1 |
1,263.81 |
1,263.81 |
1,251.58 |
1,272.23 |
PP |
1,230.26 |
1,230.26 |
1,230.26 |
1,234.48 |
S1 |
1,213.42 |
1,213.42 |
1,242.34 |
1,221.84 |
S2 |
1,179.87 |
1,179.87 |
1,237.72 |
|
S3 |
1,129.48 |
1,163.03 |
1,233.10 |
|
S4 |
1,079.09 |
1,112.64 |
1,219.25 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.53 |
1,310.56 |
1,190.00 |
|
R3 |
1,291.57 |
1,253.60 |
1,174.33 |
|
R2 |
1,234.61 |
1,234.61 |
1,169.11 |
|
R1 |
1,196.64 |
1,196.64 |
1,163.89 |
1,187.15 |
PP |
1,177.65 |
1,177.65 |
1,177.65 |
1,172.90 |
S1 |
1,139.68 |
1,139.68 |
1,153.45 |
1,130.19 |
S2 |
1,120.69 |
1,120.69 |
1,148.23 |
|
S3 |
1,063.73 |
1,082.72 |
1,143.01 |
|
S4 |
1,006.77 |
1,025.76 |
1,127.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,247.11 |
1,158.66 |
88.45 |
7.1% |
26.00 |
2.1% |
100% |
True |
False |
|
10 |
1,259.61 |
1,158.66 |
100.95 |
8.1% |
24.20 |
1.9% |
87% |
False |
False |
|
20 |
1,277.55 |
1,158.66 |
118.89 |
9.5% |
24.17 |
1.9% |
74% |
False |
False |
|
40 |
1,292.66 |
1,115.68 |
176.98 |
14.2% |
24.97 |
2.0% |
74% |
False |
False |
|
60 |
1,292.66 |
1,074.77 |
217.89 |
17.5% |
27.02 |
2.2% |
79% |
False |
False |
|
80 |
1,292.66 |
1,074.77 |
217.89 |
17.5% |
28.97 |
2.3% |
79% |
False |
False |
|
100 |
1,347.00 |
1,074.77 |
272.23 |
21.8% |
28.08 |
2.3% |
63% |
False |
False |
|
120 |
1,356.48 |
1,074.77 |
281.71 |
22.6% |
26.18 |
2.1% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.27 |
2.618 |
1,379.03 |
1.618 |
1,328.64 |
1.000 |
1,297.50 |
0.618 |
1,278.25 |
HIGH |
1,247.11 |
0.618 |
1,227.86 |
0.500 |
1,221.92 |
0.382 |
1,215.97 |
LOW |
1,196.72 |
0.618 |
1,165.58 |
1.000 |
1,146.33 |
1.618 |
1,115.19 |
2.618 |
1,064.80 |
4.250 |
982.56 |
|
|