| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,346.74 |
2,338.60 |
-8.14 |
-0.3% |
2,376.99 |
| High |
2,354.90 |
2,338.91 |
-15.99 |
-0.7% |
2,389.19 |
| Low |
2,307.78 |
2,290.53 |
-17.25 |
-0.7% |
2,287.74 |
| Close |
2,314.10 |
2,312.07 |
-2.03 |
-0.1% |
2,356.32 |
| Range |
47.12 |
48.38 |
1.26 |
2.7% |
101.45 |
| ATR |
53.46 |
53.10 |
-0.36 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.98 |
2,433.90 |
2,338.68 |
|
| R3 |
2,410.60 |
2,385.52 |
2,325.37 |
|
| R2 |
2,362.22 |
2,362.22 |
2,320.94 |
|
| R1 |
2,337.14 |
2,337.14 |
2,316.50 |
2,325.49 |
| PP |
2,313.84 |
2,313.84 |
2,313.84 |
2,308.01 |
| S1 |
2,288.76 |
2,288.76 |
2,307.64 |
2,277.11 |
| S2 |
2,265.46 |
2,265.46 |
2,303.20 |
|
| S3 |
2,217.08 |
2,240.38 |
2,298.77 |
|
| S4 |
2,168.70 |
2,192.00 |
2,285.46 |
|
|
| 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 |
2,290.53 |
111.98 |
4.8% |
42.35 |
1.8% |
19% |
False |
True |
|
| 10 |
2,404.80 |
2,287.74 |
117.06 |
5.1% |
38.33 |
1.7% |
21% |
False |
False |
|
| 20 |
2,412.52 |
2,274.49 |
138.03 |
6.0% |
42.36 |
1.8% |
27% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
16.0% |
48.46 |
2.1% |
73% |
False |
False |
|
| 60 |
2,412.52 |
2,035.30 |
377.22 |
16.3% |
49.31 |
2.1% |
73% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
51.70 |
2.2% |
69% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
47.60 |
2.1% |
69% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
44.23 |
1.9% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.53 |
|
2.618 |
2,465.57 |
|
1.618 |
2,417.19 |
|
1.000 |
2,387.29 |
|
0.618 |
2,368.81 |
|
HIGH |
2,338.91 |
|
0.618 |
2,320.43 |
|
0.500 |
2,314.72 |
|
0.382 |
2,309.01 |
|
LOW |
2,290.53 |
|
0.618 |
2,260.63 |
|
1.000 |
2,242.15 |
|
1.618 |
2,212.25 |
|
2.618 |
2,163.87 |
|
4.250 |
2,084.92 |
|
|