| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,270.00 |
2,294.27 |
24.27 |
1.1% |
2,219.88 |
| High |
2,295.00 |
2,314.90 |
19.90 |
0.9% |
2,225.54 |
| Low |
2,265.00 |
2,292.26 |
27.26 |
1.2% |
2,150.71 |
| Close |
2,295.00 |
2,309.20 |
14.20 |
0.6% |
2,150.88 |
| Range |
30.00 |
22.64 |
-7.36 |
-24.5% |
74.83 |
| ATR |
51.47 |
49.41 |
-2.06 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.37 |
2,363.93 |
2,321.65 |
|
| R3 |
2,350.73 |
2,341.29 |
2,315.43 |
|
| R2 |
2,328.09 |
2,328.09 |
2,313.35 |
|
| R1 |
2,318.65 |
2,318.65 |
2,311.28 |
2,323.37 |
| PP |
2,305.45 |
2,305.45 |
2,305.45 |
2,307.82 |
| S1 |
2,296.01 |
2,296.01 |
2,307.12 |
2,300.73 |
| S2 |
2,282.81 |
2,282.81 |
2,305.05 |
|
| S3 |
2,260.17 |
2,273.37 |
2,302.97 |
|
| S4 |
2,237.53 |
2,250.73 |
2,296.75 |
|
|
| 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 |
2,314.90 |
2,150.71 |
164.19 |
7.1% |
28.04 |
1.2% |
97% |
True |
False |
|
| 10 |
2,320.81 |
2,150.71 |
170.10 |
7.4% |
33.29 |
1.4% |
93% |
False |
False |
|
| 20 |
2,402.51 |
2,150.71 |
251.80 |
10.9% |
37.55 |
1.6% |
63% |
False |
False |
|
| 40 |
2,412.52 |
2,150.71 |
261.81 |
11.3% |
38.60 |
1.7% |
61% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.0% |
45.04 |
2.0% |
72% |
False |
False |
|
| 80 |
2,412.52 |
2,035.30 |
377.22 |
16.3% |
47.28 |
2.0% |
73% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
48.14 |
2.1% |
68% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
45.34 |
2.0% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,411.12 |
|
2.618 |
2,374.17 |
|
1.618 |
2,351.53 |
|
1.000 |
2,337.54 |
|
0.618 |
2,328.89 |
|
HIGH |
2,314.90 |
|
0.618 |
2,306.25 |
|
0.500 |
2,303.58 |
|
0.382 |
2,300.91 |
|
LOW |
2,292.26 |
|
0.618 |
2,278.27 |
|
1.000 |
2,269.62 |
|
1.618 |
2,255.63 |
|
2.618 |
2,232.99 |
|
4.250 |
2,196.04 |
|
|