| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,338.60 |
2,336.44 |
-2.16 |
-0.1% |
2,353.82 |
| High |
2,338.91 |
2,363.12 |
24.21 |
1.0% |
2,402.51 |
| Low |
2,290.53 |
2,330.63 |
40.10 |
1.8% |
2,290.53 |
| Close |
2,312.07 |
2,355.78 |
43.71 |
1.9% |
2,355.78 |
| Range |
48.38 |
32.49 |
-15.89 |
-32.8% |
111.98 |
| ATR |
53.10 |
52.95 |
-0.15 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.31 |
2,434.04 |
2,373.65 |
|
| R3 |
2,414.82 |
2,401.55 |
2,364.71 |
|
| R2 |
2,382.33 |
2,382.33 |
2,361.74 |
|
| R1 |
2,369.06 |
2,369.06 |
2,358.76 |
2,375.70 |
| PP |
2,349.84 |
2,349.84 |
2,349.84 |
2,353.16 |
| S1 |
2,336.57 |
2,336.57 |
2,352.80 |
2,343.21 |
| S2 |
2,317.35 |
2,317.35 |
2,349.82 |
|
| S3 |
2,284.86 |
2,304.08 |
2,346.85 |
|
| S4 |
2,252.37 |
2,271.59 |
2,337.91 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,685.55 |
2,632.64 |
2,417.37 |
|
| R3 |
2,573.57 |
2,520.66 |
2,386.57 |
|
| R2 |
2,461.59 |
2,461.59 |
2,376.31 |
|
| R1 |
2,408.68 |
2,408.68 |
2,366.04 |
2,435.14 |
| PP |
2,349.61 |
2,349.61 |
2,349.61 |
2,362.83 |
| S1 |
2,296.70 |
2,296.70 |
2,345.52 |
2,323.16 |
| S2 |
2,237.63 |
2,237.63 |
2,335.25 |
|
| S3 |
2,125.65 |
2,184.72 |
2,324.99 |
|
| S4 |
2,013.67 |
2,072.74 |
2,294.19 |
|
|
| 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% |
42.26 |
1.8% |
58% |
False |
False |
|
| 10 |
2,402.51 |
2,287.74 |
114.77 |
4.9% |
39.60 |
1.7% |
59% |
False |
False |
|
| 20 |
2,412.52 |
2,274.49 |
138.03 |
5.9% |
42.63 |
1.8% |
59% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
15.7% |
48.63 |
2.1% |
85% |
False |
False |
|
| 60 |
2,412.52 |
2,035.30 |
377.22 |
16.0% |
48.79 |
2.1% |
85% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
51.61 |
2.2% |
80% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
47.73 |
2.0% |
80% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
44.34 |
1.9% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.20 |
|
2.618 |
2,448.18 |
|
1.618 |
2,415.69 |
|
1.000 |
2,395.61 |
|
0.618 |
2,383.20 |
|
HIGH |
2,363.12 |
|
0.618 |
2,350.71 |
|
0.500 |
2,346.88 |
|
0.382 |
2,343.04 |
|
LOW |
2,330.63 |
|
0.618 |
2,310.55 |
|
1.000 |
2,298.14 |
|
1.618 |
2,278.06 |
|
2.618 |
2,245.57 |
|
4.250 |
2,192.55 |
|
|