| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,386.19 |
2,346.74 |
-39.45 |
-1.7% |
2,376.99 |
| High |
2,402.51 |
2,354.90 |
-47.61 |
-2.0% |
2,389.19 |
| Low |
2,362.23 |
2,307.78 |
-54.45 |
-2.3% |
2,287.74 |
| Close |
2,400.01 |
2,314.10 |
-85.91 |
-3.6% |
2,356.32 |
| Range |
40.28 |
47.12 |
6.84 |
17.0% |
101.45 |
| ATR |
50.48 |
53.46 |
2.98 |
5.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,466.95 |
2,437.65 |
2,340.02 |
|
| R3 |
2,419.83 |
2,390.53 |
2,327.06 |
|
| R2 |
2,372.71 |
2,372.71 |
2,322.74 |
|
| R1 |
2,343.41 |
2,343.41 |
2,318.42 |
2,334.50 |
| PP |
2,325.59 |
2,325.59 |
2,325.59 |
2,321.14 |
| S1 |
2,296.29 |
2,296.29 |
2,309.78 |
2,287.38 |
| S2 |
2,278.47 |
2,278.47 |
2,305.46 |
|
| S3 |
2,231.35 |
2,249.17 |
2,301.14 |
|
| S4 |
2,184.23 |
2,202.05 |
2,288.18 |
|
|
| 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 |
2,307.78 |
94.73 |
4.1% |
44.38 |
1.9% |
7% |
False |
True |
|
| 10 |
2,412.52 |
2,287.74 |
124.78 |
5.4% |
38.15 |
1.6% |
21% |
False |
False |
|
| 20 |
2,412.52 |
2,274.49 |
138.03 |
6.0% |
41.49 |
1.8% |
29% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
16.0% |
48.13 |
2.1% |
73% |
False |
False |
|
| 60 |
2,412.52 |
2,035.30 |
377.22 |
16.3% |
49.42 |
2.1% |
74% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
51.44 |
2.2% |
69% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
47.61 |
2.1% |
69% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
43.99 |
1.9% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,555.16 |
|
2.618 |
2,478.26 |
|
1.618 |
2,431.14 |
|
1.000 |
2,402.02 |
|
0.618 |
2,384.02 |
|
HIGH |
2,354.90 |
|
0.618 |
2,336.90 |
|
0.500 |
2,331.34 |
|
0.382 |
2,325.78 |
|
LOW |
2,307.78 |
|
0.618 |
2,278.66 |
|
1.000 |
2,260.66 |
|
1.618 |
2,231.54 |
|
2.618 |
2,184.42 |
|
4.250 |
2,107.52 |
|
|