| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,225.12 |
2,270.00 |
44.88 |
2.0% |
2,219.88 |
| High |
2,240.63 |
2,295.00 |
54.37 |
2.4% |
2,225.54 |
| Low |
2,205.77 |
2,265.00 |
59.23 |
2.7% |
2,150.71 |
| Close |
2,211.39 |
2,295.00 |
83.61 |
3.8% |
2,150.88 |
| Range |
34.86 |
30.00 |
-4.86 |
-13.9% |
74.83 |
| ATR |
49.00 |
51.47 |
2.47 |
5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.00 |
2,365.00 |
2,311.50 |
|
| R3 |
2,345.00 |
2,335.00 |
2,303.25 |
|
| R2 |
2,315.00 |
2,315.00 |
2,300.50 |
|
| R1 |
2,305.00 |
2,305.00 |
2,297.75 |
2,310.00 |
| PP |
2,285.00 |
2,285.00 |
2,285.00 |
2,287.50 |
| S1 |
2,275.00 |
2,275.00 |
2,292.25 |
2,280.00 |
| S2 |
2,255.00 |
2,255.00 |
2,289.50 |
|
| S3 |
2,225.00 |
2,245.00 |
2,286.75 |
|
| S4 |
2,195.00 |
2,215.00 |
2,278.50 |
|
|
| 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 |
2,295.00 |
2,150.71 |
144.29 |
6.3% |
30.83 |
1.3% |
100% |
True |
False |
|
| 10 |
2,365.13 |
2,150.71 |
214.42 |
9.3% |
35.34 |
1.5% |
67% |
False |
False |
|
| 20 |
2,402.51 |
2,150.71 |
251.80 |
11.0% |
37.94 |
1.7% |
57% |
False |
False |
|
| 40 |
2,412.52 |
2,106.62 |
305.90 |
13.3% |
40.05 |
1.7% |
62% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.1% |
45.17 |
2.0% |
68% |
False |
False |
|
| 80 |
2,412.52 |
2,034.92 |
377.60 |
16.5% |
48.58 |
2.1% |
69% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
48.16 |
2.1% |
64% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
45.32 |
2.0% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,422.50 |
|
2.618 |
2,373.54 |
|
1.618 |
2,343.54 |
|
1.000 |
2,325.00 |
|
0.618 |
2,313.54 |
|
HIGH |
2,295.00 |
|
0.618 |
2,283.54 |
|
0.500 |
2,280.00 |
|
0.382 |
2,276.46 |
|
LOW |
2,265.00 |
|
0.618 |
2,246.46 |
|
1.000 |
2,235.00 |
|
1.618 |
2,216.46 |
|
2.618 |
2,186.46 |
|
4.250 |
2,137.50 |
|
|