| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,199.46 |
2,159.94 |
-39.52 |
-1.8% |
2,219.88 |
| High |
2,203.14 |
2,182.28 |
-20.86 |
-0.9% |
2,225.54 |
| Low |
2,166.54 |
2,150.71 |
-15.83 |
-0.7% |
2,150.71 |
| Close |
2,166.54 |
2,150.88 |
-15.66 |
-0.7% |
2,150.88 |
| Range |
36.60 |
31.57 |
-5.03 |
-13.7% |
74.83 |
| ATR |
49.29 |
48.02 |
-1.27 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,256.00 |
2,235.01 |
2,168.24 |
|
| R3 |
2,224.43 |
2,203.44 |
2,159.56 |
|
| R2 |
2,192.86 |
2,192.86 |
2,156.67 |
|
| R1 |
2,171.87 |
2,171.87 |
2,153.77 |
2,166.58 |
| PP |
2,161.29 |
2,161.29 |
2,161.29 |
2,158.65 |
| S1 |
2,140.30 |
2,140.30 |
2,147.99 |
2,135.01 |
| S2 |
2,129.72 |
2,129.72 |
2,145.09 |
|
| S3 |
2,098.15 |
2,108.73 |
2,142.20 |
|
| S4 |
2,066.58 |
2,077.16 |
2,133.52 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.20 |
2,350.37 |
2,192.04 |
|
| R3 |
2,325.37 |
2,275.54 |
2,171.46 |
|
| R2 |
2,250.54 |
2,250.54 |
2,164.60 |
|
| R1 |
2,200.71 |
2,200.71 |
2,157.74 |
2,188.21 |
| PP |
2,175.71 |
2,175.71 |
2,175.71 |
2,169.46 |
| S1 |
2,125.88 |
2,125.88 |
2,144.02 |
2,113.38 |
| S2 |
2,100.88 |
2,100.88 |
2,137.16 |
|
| S3 |
2,026.05 |
2,051.05 |
2,130.30 |
|
| S4 |
1,951.22 |
1,976.22 |
2,109.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,274.62 |
2,150.71 |
123.91 |
5.8% |
32.28 |
1.5% |
0% |
False |
True |
|
| 10 |
2,375.10 |
2,150.71 |
224.39 |
10.4% |
37.21 |
1.7% |
0% |
False |
True |
|
| 20 |
2,404.80 |
2,150.71 |
254.09 |
11.8% |
37.77 |
1.8% |
0% |
False |
True |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
17.2% |
43.02 |
2.0% |
29% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
17.2% |
46.04 |
2.1% |
29% |
False |
False |
|
| 80 |
2,412.52 |
2,034.92 |
377.60 |
17.6% |
51.12 |
2.4% |
31% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.8% |
48.19 |
2.2% |
29% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.8% |
45.21 |
2.1% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,316.45 |
|
2.618 |
2,264.93 |
|
1.618 |
2,233.36 |
|
1.000 |
2,213.85 |
|
0.618 |
2,201.79 |
|
HIGH |
2,182.28 |
|
0.618 |
2,170.22 |
|
0.500 |
2,166.50 |
|
0.382 |
2,162.77 |
|
LOW |
2,150.71 |
|
0.618 |
2,131.20 |
|
1.000 |
2,119.14 |
|
1.618 |
2,099.63 |
|
2.618 |
2,068.06 |
|
4.250 |
2,016.54 |
|
|