| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,353.82 |
2,386.19 |
32.37 |
1.4% |
2,376.99 |
| High |
2,372.72 |
2,402.51 |
29.79 |
1.3% |
2,389.19 |
| Low |
2,329.68 |
2,362.23 |
32.55 |
1.4% |
2,287.74 |
| Close |
2,371.04 |
2,400.01 |
28.97 |
1.2% |
2,356.32 |
| Range |
43.04 |
40.28 |
-2.76 |
-6.4% |
101.45 |
| ATR |
51.26 |
50.48 |
-0.78 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,509.09 |
2,494.83 |
2,422.16 |
|
| R3 |
2,468.81 |
2,454.55 |
2,411.09 |
|
| R2 |
2,428.53 |
2,428.53 |
2,407.39 |
|
| R1 |
2,414.27 |
2,414.27 |
2,403.70 |
2,421.40 |
| PP |
2,388.25 |
2,388.25 |
2,388.25 |
2,391.82 |
| S1 |
2,373.99 |
2,373.99 |
2,396.32 |
2,381.12 |
| S2 |
2,347.97 |
2,347.97 |
2,392.63 |
|
| S3 |
2,307.69 |
2,333.71 |
2,388.93 |
|
| S4 |
2,267.41 |
2,293.43 |
2,377.86 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,648.77 |
2,603.99 |
2,412.12 |
|
| R3 |
2,547.32 |
2,502.54 |
2,384.22 |
|
| R2 |
2,445.87 |
2,445.87 |
2,374.92 |
|
| R1 |
2,401.09 |
2,401.09 |
2,365.62 |
2,372.76 |
| PP |
2,344.42 |
2,344.42 |
2,344.42 |
2,330.25 |
| S1 |
2,299.64 |
2,299.64 |
2,347.02 |
2,271.31 |
| S2 |
2,242.97 |
2,242.97 |
2,337.72 |
|
| S3 |
2,141.52 |
2,198.19 |
2,328.42 |
|
| S4 |
2,040.07 |
2,096.74 |
2,300.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,402.51 |
2,298.71 |
103.80 |
4.3% |
41.03 |
1.7% |
98% |
True |
False |
|
| 10 |
2,412.52 |
2,287.74 |
124.78 |
5.2% |
39.77 |
1.7% |
90% |
False |
False |
|
| 20 |
2,412.52 |
2,274.49 |
138.03 |
5.8% |
40.46 |
1.7% |
91% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
15.4% |
48.63 |
2.0% |
97% |
False |
False |
|
| 60 |
2,412.52 |
2,035.30 |
377.22 |
15.7% |
49.42 |
2.1% |
97% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
16.8% |
51.26 |
2.1% |
90% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
16.8% |
47.38 |
2.0% |
90% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
16.8% |
43.77 |
1.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.70 |
|
2.618 |
2,507.96 |
|
1.618 |
2,467.68 |
|
1.000 |
2,442.79 |
|
0.618 |
2,427.40 |
|
HIGH |
2,402.51 |
|
0.618 |
2,387.12 |
|
0.500 |
2,382.37 |
|
0.382 |
2,377.62 |
|
LOW |
2,362.23 |
|
0.618 |
2,337.34 |
|
1.000 |
2,321.95 |
|
1.618 |
2,297.06 |
|
2.618 |
2,256.78 |
|
4.250 |
2,191.04 |
|
|