| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,207.68 |
2,225.12 |
17.44 |
0.8% |
2,219.88 |
| High |
2,227.81 |
2,240.63 |
12.82 |
0.6% |
2,225.54 |
| Low |
2,206.69 |
2,205.77 |
-0.92 |
0.0% |
2,150.71 |
| Close |
2,224.22 |
2,211.39 |
-12.83 |
-0.6% |
2,150.88 |
| Range |
21.12 |
34.86 |
13.74 |
65.1% |
74.83 |
| ATR |
50.09 |
49.00 |
-1.09 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.84 |
2,302.48 |
2,230.56 |
|
| R3 |
2,288.98 |
2,267.62 |
2,220.98 |
|
| R2 |
2,254.12 |
2,254.12 |
2,217.78 |
|
| R1 |
2,232.76 |
2,232.76 |
2,214.59 |
2,226.01 |
| PP |
2,219.26 |
2,219.26 |
2,219.26 |
2,215.89 |
| S1 |
2,197.90 |
2,197.90 |
2,208.19 |
2,191.15 |
| S2 |
2,184.40 |
2,184.40 |
2,205.00 |
|
| S3 |
2,149.54 |
2,163.04 |
2,201.80 |
|
| S4 |
2,114.68 |
2,128.18 |
2,192.22 |
|
|
| 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 |
2,240.63 |
2,150.71 |
89.92 |
4.1% |
31.26 |
1.4% |
67% |
True |
False |
|
| 10 |
2,375.10 |
2,150.71 |
224.39 |
10.1% |
36.67 |
1.7% |
27% |
False |
False |
|
| 20 |
2,402.51 |
2,150.71 |
251.80 |
11.4% |
38.11 |
1.7% |
24% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
16.7% |
41.51 |
1.9% |
46% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.7% |
45.64 |
2.1% |
46% |
False |
False |
|
| 80 |
2,412.52 |
2,034.92 |
377.60 |
17.1% |
49.49 |
2.2% |
47% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
48.24 |
2.2% |
44% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
45.32 |
2.0% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,388.79 |
|
2.618 |
2,331.89 |
|
1.618 |
2,297.03 |
|
1.000 |
2,275.49 |
|
0.618 |
2,262.17 |
|
HIGH |
2,240.63 |
|
0.618 |
2,227.31 |
|
0.500 |
2,223.20 |
|
0.382 |
2,219.09 |
|
LOW |
2,205.77 |
|
0.618 |
2,184.23 |
|
1.000 |
2,170.91 |
|
1.618 |
2,149.37 |
|
2.618 |
2,114.51 |
|
4.250 |
2,057.62 |
|
|