Day Change Summary |
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Previous |
Current |
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|
|
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18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,685 |
11,622 |
-63 |
-0.5% |
12,119 |
High |
11,790 |
11,630 |
-160 |
-1.4% |
12,119 |
Low |
11,648 |
11,360 |
-288 |
-2.5% |
11,592 |
Close |
11,696 |
11,455 |
-241 |
-2.1% |
11,696 |
Range |
142 |
270 |
128 |
90.1% |
527 |
ATR |
226 |
234 |
8 |
3.5% |
0 |
Volume |
33 |
259 |
226 |
684.8% |
159 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,292 |
12,143 |
11,604 |
|
R3 |
12,022 |
11,873 |
11,529 |
|
R2 |
11,752 |
11,752 |
11,505 |
|
R1 |
11,603 |
11,603 |
11,480 |
11,543 |
PP |
11,482 |
11,482 |
11,482 |
11,451 |
S1 |
11,333 |
11,333 |
11,430 |
11,273 |
S2 |
11,212 |
11,212 |
11,406 |
|
S3 |
10,942 |
11,063 |
11,381 |
|
S4 |
10,672 |
10,793 |
11,307 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,383 |
13,067 |
11,986 |
|
R3 |
12,856 |
12,540 |
11,841 |
|
R2 |
12,329 |
12,329 |
11,793 |
|
R1 |
12,013 |
12,013 |
11,744 |
11,908 |
PP |
11,802 |
11,802 |
11,802 |
11,750 |
S1 |
11,486 |
11,486 |
11,648 |
11,381 |
S2 |
11,275 |
11,275 |
11,600 |
|
S3 |
10,748 |
10,959 |
11,551 |
|
S4 |
10,221 |
10,432 |
11,406 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,049 |
11,360 |
689 |
6.0% |
207 |
1.8% |
14% |
False |
True |
81 |
10 |
12,119 |
11,360 |
759 |
6.6% |
225 |
2.0% |
13% |
False |
True |
52 |
20 |
12,150 |
11,360 |
790 |
6.9% |
205 |
1.8% |
12% |
False |
True |
39 |
40 |
12,150 |
10,288 |
1,862 |
16.3% |
219 |
1.9% |
63% |
False |
False |
35 |
60 |
12,150 |
10,288 |
1,862 |
16.3% |
204 |
1.8% |
63% |
False |
False |
30 |
80 |
12,150 |
10,288 |
1,862 |
16.3% |
158 |
1.4% |
63% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,778 |
2.618 |
12,337 |
1.618 |
12,067 |
1.000 |
11,900 |
0.618 |
11,797 |
HIGH |
11,630 |
0.618 |
11,527 |
0.500 |
11,495 |
0.382 |
11,463 |
LOW |
11,360 |
0.618 |
11,193 |
1.000 |
11,090 |
1.618 |
10,923 |
2.618 |
10,653 |
4.250 |
10,213 |
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