Day Change Summary |
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Previous |
Current |
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08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,963 |
11,990 |
27 |
0.2% |
12,040 |
High |
12,060 |
11,990 |
-70 |
-0.6% |
12,040 |
Low |
11,910 |
11,632 |
-278 |
-2.3% |
11,498 |
Close |
12,053 |
11,663 |
-390 |
-3.2% |
11,871 |
Range |
150 |
358 |
208 |
138.7% |
542 |
ATR |
225 |
239 |
14 |
6.2% |
0 |
Volume |
9 |
19 |
10 |
111.1% |
118 |
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Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,836 |
12,607 |
11,860 |
|
R3 |
12,478 |
12,249 |
11,762 |
|
R2 |
12,120 |
12,120 |
11,729 |
|
R1 |
11,891 |
11,891 |
11,696 |
11,827 |
PP |
11,762 |
11,762 |
11,762 |
11,729 |
S1 |
11,533 |
11,533 |
11,630 |
11,469 |
S2 |
11,404 |
11,404 |
11,597 |
|
S3 |
11,046 |
11,175 |
11,565 |
|
S4 |
10,688 |
10,817 |
11,466 |
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Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,429 |
13,192 |
12,169 |
|
R3 |
12,887 |
12,650 |
12,020 |
|
R2 |
12,345 |
12,345 |
11,970 |
|
R1 |
12,108 |
12,108 |
11,921 |
11,956 |
PP |
11,803 |
11,803 |
11,803 |
11,727 |
S1 |
11,566 |
11,566 |
11,821 |
11,414 |
S2 |
11,261 |
11,261 |
11,772 |
|
S3 |
10,719 |
11,024 |
11,722 |
|
S4 |
10,177 |
10,482 |
11,573 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,060 |
11,552 |
508 |
4.4% |
251 |
2.2% |
22% |
False |
False |
21 |
10 |
12,150 |
11,498 |
652 |
5.6% |
201 |
1.7% |
25% |
False |
False |
23 |
20 |
12,150 |
11,169 |
981 |
8.4% |
199 |
1.7% |
50% |
False |
False |
19 |
40 |
12,150 |
10,288 |
1,862 |
16.0% |
234 |
2.0% |
74% |
False |
False |
31 |
60 |
12,150 |
10,288 |
1,862 |
16.0% |
175 |
1.5% |
74% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,512 |
2.618 |
12,927 |
1.618 |
12,569 |
1.000 |
12,348 |
0.618 |
12,211 |
HIGH |
11,990 |
0.618 |
11,853 |
0.500 |
11,811 |
0.382 |
11,769 |
LOW |
11,632 |
0.618 |
11,411 |
1.000 |
11,274 |
1.618 |
11,053 |
2.618 |
10,695 |
4.250 |
10,111 |
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