Day Change Summary |
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Previous |
Current |
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21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
2,219.88 |
2,205.31 |
-14.57 |
-0.7% |
2,350.91 |
High |
2,225.54 |
2,224.04 |
-1.50 |
-0.1% |
2,375.10 |
Low |
2,188.14 |
2,191.87 |
3.73 |
0.2% |
2,250.94 |
Close |
2,211.14 |
2,216.33 |
5.19 |
0.2% |
2,253.95 |
Range |
37.40 |
32.17 |
-5.23 |
-14.0% |
124.16 |
ATR |
50.56 |
49.25 |
-1.31 |
-2.6% |
0.00 |
Volume |
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Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,307.26 |
2,293.96 |
2,234.02 |
|
R3 |
2,275.09 |
2,261.79 |
2,225.18 |
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R2 |
2,242.92 |
2,242.92 |
2,222.23 |
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R1 |
2,229.62 |
2,229.62 |
2,219.28 |
2,236.27 |
PP |
2,210.75 |
2,210.75 |
2,210.75 |
2,214.07 |
S1 |
2,197.45 |
2,197.45 |
2,213.38 |
2,204.10 |
S2 |
2,178.58 |
2,178.58 |
2,210.43 |
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S3 |
2,146.41 |
2,165.28 |
2,207.48 |
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S4 |
2,114.24 |
2,133.11 |
2,198.64 |
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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 |
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S3 |
2,045.01 |
2,087.40 |
2,219.81 |
|
S4 |
1,920.85 |
1,963.24 |
2,185.66 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,365.13 |
2,188.14 |
176.99 |
8.0% |
39.84 |
1.8% |
16% |
False |
False |
|
10 |
2,375.10 |
2,188.14 |
186.96 |
8.4% |
39.95 |
1.8% |
15% |
False |
False |
|
20 |
2,412.52 |
2,188.14 |
224.38 |
10.1% |
39.86 |
1.8% |
13% |
False |
False |
|
40 |
2,412.52 |
2,042.90 |
369.62 |
16.7% |
45.34 |
2.0% |
47% |
False |
False |
|
60 |
2,412.52 |
2,042.90 |
369.62 |
16.7% |
46.45 |
2.1% |
47% |
False |
False |
|
80 |
2,412.52 |
2,034.92 |
377.60 |
17.0% |
51.81 |
2.3% |
48% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
47.90 |
2.2% |
45% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
45.03 |
2.0% |
45% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,360.76 |
2.618 |
2,308.26 |
1.618 |
2,276.09 |
1.000 |
2,256.21 |
0.618 |
2,243.92 |
HIGH |
2,224.04 |
0.618 |
2,211.75 |
0.500 |
2,207.96 |
0.382 |
2,204.16 |
LOW |
2,191.87 |
0.618 |
2,171.99 |
1.000 |
2,159.70 |
1.618 |
2,139.82 |
2.618 |
2,107.65 |
4.250 |
2,055.15 |
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