| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,273.64 |
2,219.88 |
-53.76 |
-2.4% |
2,350.91 |
| High |
2,274.62 |
2,225.54 |
-49.08 |
-2.2% |
2,375.10 |
| Low |
2,250.94 |
2,188.14 |
-62.80 |
-2.8% |
2,250.94 |
| Close |
2,253.95 |
2,211.14 |
-42.81 |
-1.9% |
2,253.95 |
| Range |
23.68 |
37.40 |
13.72 |
57.9% |
124.16 |
| ATR |
49.39 |
50.56 |
1.17 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,320.47 |
2,303.21 |
2,231.71 |
|
| R3 |
2,283.07 |
2,265.81 |
2,221.43 |
|
| R2 |
2,245.67 |
2,245.67 |
2,218.00 |
|
| R1 |
2,228.41 |
2,228.41 |
2,214.57 |
2,218.34 |
| PP |
2,208.27 |
2,208.27 |
2,208.27 |
2,203.24 |
| S1 |
2,191.01 |
2,191.01 |
2,207.71 |
2,180.94 |
| S2 |
2,170.87 |
2,170.87 |
2,204.28 |
|
| S3 |
2,133.47 |
2,153.61 |
2,200.86 |
|
| S4 |
2,096.07 |
2,116.21 |
2,190.57 |
|
|
| 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 |
2,188.14 |
186.96 |
8.5% |
42.08 |
1.9% |
12% |
False |
True |
|
| 10 |
2,402.51 |
2,188.14 |
214.37 |
9.7% |
40.76 |
1.8% |
11% |
False |
True |
|
| 20 |
2,412.52 |
2,188.14 |
224.38 |
10.1% |
40.42 |
1.8% |
10% |
False |
True |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
16.7% |
45.76 |
2.1% |
46% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.7% |
46.53 |
2.1% |
46% |
False |
False |
|
| 80 |
2,412.52 |
2,034.92 |
377.60 |
17.1% |
51.81 |
2.3% |
47% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
48.01 |
2.2% |
44% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
45.00 |
2.0% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,384.49 |
|
2.618 |
2,323.45 |
|
1.618 |
2,286.05 |
|
1.000 |
2,262.94 |
|
0.618 |
2,248.65 |
|
HIGH |
2,225.54 |
|
0.618 |
2,211.25 |
|
0.500 |
2,206.84 |
|
0.382 |
2,202.43 |
|
LOW |
2,188.14 |
|
0.618 |
2,165.03 |
|
1.000 |
2,150.74 |
|
1.618 |
2,127.63 |
|
2.618 |
2,090.23 |
|
4.250 |
2,029.19 |
|
|