| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,345.27 |
2,320.64 |
-24.63 |
-1.1% |
2,353.82 |
| High |
2,365.13 |
2,320.81 |
-44.32 |
-1.9% |
2,402.51 |
| Low |
2,322.05 |
2,257.92 |
-64.13 |
-2.8% |
2,290.53 |
| Close |
2,324.37 |
2,272.09 |
-52.28 |
-2.2% |
2,355.78 |
| Range |
43.08 |
62.89 |
19.81 |
46.0% |
111.98 |
| ATR |
50.21 |
51.37 |
1.16 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.28 |
2,435.07 |
2,306.68 |
|
| R3 |
2,409.39 |
2,372.18 |
2,289.38 |
|
| R2 |
2,346.50 |
2,346.50 |
2,283.62 |
|
| R1 |
2,309.29 |
2,309.29 |
2,277.85 |
2,296.45 |
| PP |
2,283.61 |
2,283.61 |
2,283.61 |
2,277.19 |
| S1 |
2,246.40 |
2,246.40 |
2,266.33 |
2,233.56 |
| S2 |
2,220.72 |
2,220.72 |
2,260.56 |
|
| S3 |
2,157.83 |
2,183.51 |
2,254.80 |
|
| S4 |
2,094.94 |
2,120.62 |
2,237.50 |
|
|
| 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 |
2,257.92 |
117.18 |
5.2% |
42.14 |
1.9% |
12% |
False |
True |
|
| 10 |
2,402.51 |
2,257.92 |
144.59 |
6.4% |
42.25 |
1.9% |
10% |
False |
True |
|
| 20 |
2,412.52 |
2,257.92 |
154.60 |
6.8% |
41.55 |
1.8% |
9% |
False |
True |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
16.3% |
47.18 |
2.1% |
62% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.3% |
47.82 |
2.1% |
62% |
False |
False |
|
| 80 |
2,412.52 |
2,034.92 |
377.60 |
16.6% |
52.14 |
2.3% |
63% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.8% |
47.85 |
2.1% |
59% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.8% |
45.11 |
2.0% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,588.09 |
|
2.618 |
2,485.46 |
|
1.618 |
2,422.57 |
|
1.000 |
2,383.70 |
|
0.618 |
2,359.68 |
|
HIGH |
2,320.81 |
|
0.618 |
2,296.79 |
|
0.500 |
2,289.37 |
|
0.382 |
2,281.94 |
|
LOW |
2,257.92 |
|
0.618 |
2,219.05 |
|
1.000 |
2,195.03 |
|
1.618 |
2,156.16 |
|
2.618 |
2,093.27 |
|
4.250 |
1,990.64 |
|
|