| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,159.94 |
2,207.68 |
47.74 |
2.2% |
2,219.88 |
| High |
2,182.28 |
2,227.81 |
45.53 |
2.1% |
2,225.54 |
| Low |
2,150.71 |
2,206.69 |
55.98 |
2.6% |
2,150.71 |
| Close |
2,150.88 |
2,224.22 |
73.34 |
3.4% |
2,150.88 |
| Range |
31.57 |
21.12 |
-10.45 |
-33.1% |
74.83 |
| ATR |
48.02 |
50.09 |
2.06 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.93 |
2,274.70 |
2,235.84 |
|
| R3 |
2,261.81 |
2,253.58 |
2,230.03 |
|
| R2 |
2,240.69 |
2,240.69 |
2,228.09 |
|
| R1 |
2,232.46 |
2,232.46 |
2,226.16 |
2,236.58 |
| PP |
2,219.57 |
2,219.57 |
2,219.57 |
2,221.63 |
| S1 |
2,211.34 |
2,211.34 |
2,222.28 |
2,215.46 |
| S2 |
2,198.45 |
2,198.45 |
2,220.35 |
|
| S3 |
2,177.33 |
2,190.22 |
2,218.41 |
|
| S4 |
2,156.21 |
2,169.10 |
2,212.60 |
|
|
| 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 |
2,227.81 |
2,150.71 |
77.10 |
3.5% |
31.77 |
1.4% |
95% |
True |
False |
|
| 10 |
2,375.10 |
2,150.71 |
224.39 |
10.1% |
36.08 |
1.6% |
33% |
False |
False |
|
| 20 |
2,402.51 |
2,150.71 |
251.80 |
11.3% |
37.84 |
1.7% |
29% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
16.6% |
42.38 |
1.9% |
49% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.6% |
45.61 |
2.1% |
49% |
False |
False |
|
| 80 |
2,412.52 |
2,034.92 |
377.60 |
17.0% |
50.42 |
2.3% |
50% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
48.16 |
2.2% |
47% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
45.21 |
2.0% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,317.57 |
|
2.618 |
2,283.10 |
|
1.618 |
2,261.98 |
|
1.000 |
2,248.93 |
|
0.618 |
2,240.86 |
|
HIGH |
2,227.81 |
|
0.618 |
2,219.74 |
|
0.500 |
2,217.25 |
|
0.382 |
2,214.76 |
|
LOW |
2,206.69 |
|
0.618 |
2,193.64 |
|
1.000 |
2,185.57 |
|
1.618 |
2,172.52 |
|
2.618 |
2,151.40 |
|
4.250 |
2,116.93 |
|
|