| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,320.64 |
2,273.64 |
-47.00 |
-2.0% |
2,350.91 |
| High |
2,320.81 |
2,274.62 |
-46.19 |
-2.0% |
2,375.10 |
| Low |
2,257.92 |
2,250.94 |
-6.98 |
-0.3% |
2,250.94 |
| Close |
2,272.09 |
2,253.95 |
-18.14 |
-0.8% |
2,253.95 |
| Range |
62.89 |
23.68 |
-39.21 |
-62.3% |
124.16 |
| ATR |
51.37 |
49.39 |
-1.98 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,330.88 |
2,316.09 |
2,266.97 |
|
| R3 |
2,307.20 |
2,292.41 |
2,260.46 |
|
| R2 |
2,283.52 |
2,283.52 |
2,258.29 |
|
| R1 |
2,268.73 |
2,268.73 |
2,256.12 |
2,264.29 |
| PP |
2,259.84 |
2,259.84 |
2,259.84 |
2,257.61 |
| S1 |
2,245.05 |
2,245.05 |
2,251.78 |
2,240.61 |
| S2 |
2,236.16 |
2,236.16 |
2,249.61 |
|
| S3 |
2,212.48 |
2,221.37 |
2,247.44 |
|
| S4 |
2,188.80 |
2,197.69 |
2,240.93 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,665.81 |
2,584.04 |
2,322.24 |
|
| R3 |
2,541.65 |
2,459.88 |
2,288.09 |
|
| R2 |
2,417.49 |
2,417.49 |
2,276.71 |
|
| R1 |
2,335.72 |
2,335.72 |
2,265.33 |
2,314.53 |
| PP |
2,293.33 |
2,293.33 |
2,293.33 |
2,282.73 |
| S1 |
2,211.56 |
2,211.56 |
2,242.57 |
2,190.37 |
| S2 |
2,169.17 |
2,169.17 |
2,231.19 |
|
| S3 |
2,045.01 |
2,087.40 |
2,219.81 |
|
| S4 |
1,920.85 |
1,963.24 |
2,185.66 |
|
|
| 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 |
2,250.94 |
124.16 |
5.5% |
40.38 |
1.8% |
2% |
False |
True |
|
| 10 |
2,402.51 |
2,250.94 |
151.57 |
6.7% |
41.32 |
1.8% |
2% |
False |
True |
|
| 20 |
2,412.52 |
2,250.94 |
161.58 |
7.2% |
40.98 |
1.8% |
2% |
False |
True |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
16.4% |
46.50 |
2.1% |
57% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.4% |
47.36 |
2.1% |
57% |
False |
False |
|
| 80 |
2,412.52 |
2,034.92 |
377.60 |
16.8% |
51.92 |
2.3% |
58% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
47.88 |
2.1% |
54% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
44.86 |
2.0% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,375.26 |
|
2.618 |
2,336.61 |
|
1.618 |
2,312.93 |
|
1.000 |
2,298.30 |
|
0.618 |
2,289.25 |
|
HIGH |
2,274.62 |
|
0.618 |
2,265.57 |
|
0.500 |
2,262.78 |
|
0.382 |
2,259.99 |
|
LOW |
2,250.94 |
|
0.618 |
2,236.31 |
|
1.000 |
2,227.26 |
|
1.618 |
2,212.63 |
|
2.618 |
2,188.95 |
|
4.250 |
2,150.30 |
|
|