| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,205.31 |
2,199.46 |
-5.85 |
-0.3% |
2,350.91 |
| High |
2,224.04 |
2,203.14 |
-20.90 |
-0.9% |
2,375.10 |
| Low |
2,191.87 |
2,166.54 |
-25.33 |
-1.2% |
2,250.94 |
| Close |
2,216.33 |
2,166.54 |
-49.79 |
-2.2% |
2,253.95 |
| Range |
32.17 |
36.60 |
4.43 |
13.8% |
124.16 |
| ATR |
49.25 |
49.29 |
0.04 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,288.54 |
2,264.14 |
2,186.67 |
|
| R3 |
2,251.94 |
2,227.54 |
2,176.61 |
|
| R2 |
2,215.34 |
2,215.34 |
2,173.25 |
|
| R1 |
2,190.94 |
2,190.94 |
2,169.90 |
2,184.84 |
| PP |
2,178.74 |
2,178.74 |
2,178.74 |
2,175.69 |
| S1 |
2,154.34 |
2,154.34 |
2,163.19 |
2,148.24 |
| S2 |
2,142.14 |
2,142.14 |
2,159.83 |
|
| S3 |
2,105.54 |
2,117.74 |
2,156.48 |
|
| S4 |
2,068.94 |
2,081.14 |
2,146.41 |
|
|
| 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 |
2,320.81 |
2,166.54 |
154.27 |
7.1% |
38.55 |
1.8% |
0% |
False |
True |
|
| 10 |
2,375.10 |
2,166.54 |
208.56 |
9.6% |
38.90 |
1.8% |
0% |
False |
True |
|
| 20 |
2,412.52 |
2,166.54 |
245.98 |
11.4% |
38.52 |
1.8% |
0% |
False |
True |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
17.1% |
44.70 |
2.1% |
33% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
17.1% |
46.27 |
2.1% |
33% |
False |
False |
|
| 80 |
2,412.52 |
2,034.92 |
377.60 |
17.4% |
51.50 |
2.4% |
35% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
48.10 |
2.2% |
33% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
45.12 |
2.1% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,358.69 |
|
2.618 |
2,298.96 |
|
1.618 |
2,262.36 |
|
1.000 |
2,239.74 |
|
0.618 |
2,225.76 |
|
HIGH |
2,203.14 |
|
0.618 |
2,189.16 |
|
0.500 |
2,184.84 |
|
0.382 |
2,180.52 |
|
LOW |
2,166.54 |
|
0.618 |
2,143.92 |
|
1.000 |
2,129.94 |
|
1.618 |
2,107.32 |
|
2.618 |
2,070.72 |
|
4.250 |
2,010.99 |
|
|