| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,350.91 |
2,334.24 |
-16.67 |
-0.7% |
2,353.82 |
| High |
2,362.46 |
2,375.10 |
12.64 |
0.5% |
2,402.51 |
| Low |
2,333.55 |
2,331.75 |
-1.80 |
-0.1% |
2,290.53 |
| Close |
2,341.32 |
2,366.24 |
24.92 |
1.1% |
2,355.78 |
| Range |
28.91 |
43.35 |
14.44 |
49.9% |
111.98 |
| ATR |
51.23 |
50.67 |
-0.56 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,487.75 |
2,470.34 |
2,390.08 |
|
| R3 |
2,444.40 |
2,426.99 |
2,378.16 |
|
| R2 |
2,401.05 |
2,401.05 |
2,374.19 |
|
| R1 |
2,383.64 |
2,383.64 |
2,370.21 |
2,392.35 |
| PP |
2,357.70 |
2,357.70 |
2,357.70 |
2,362.05 |
| S1 |
2,340.29 |
2,340.29 |
2,362.27 |
2,349.00 |
| S2 |
2,314.35 |
2,314.35 |
2,358.29 |
|
| S3 |
2,271.00 |
2,296.94 |
2,354.32 |
|
| S4 |
2,227.65 |
2,253.59 |
2,342.40 |
|
|
| 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 |
2,375.10 |
2,290.53 |
84.57 |
3.6% |
40.05 |
1.7% |
90% |
True |
False |
|
| 10 |
2,402.51 |
2,290.53 |
111.98 |
4.7% |
40.54 |
1.7% |
68% |
False |
False |
|
| 20 |
2,412.52 |
2,274.49 |
138.03 |
5.8% |
40.74 |
1.7% |
66% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
15.6% |
47.83 |
2.0% |
87% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
15.6% |
48.09 |
2.0% |
87% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
51.74 |
2.2% |
82% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
47.59 |
2.0% |
82% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
44.53 |
1.9% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.34 |
|
2.618 |
2,488.59 |
|
1.618 |
2,445.24 |
|
1.000 |
2,418.45 |
|
0.618 |
2,401.89 |
|
HIGH |
2,375.10 |
|
0.618 |
2,358.54 |
|
0.500 |
2,353.43 |
|
0.382 |
2,348.31 |
|
LOW |
2,331.75 |
|
0.618 |
2,304.96 |
|
1.000 |
2,288.40 |
|
1.618 |
2,261.61 |
|
2.618 |
2,218.26 |
|
4.250 |
2,147.51 |
|
|