Day Change Summary |
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Previous |
Current |
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21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,622 |
11,425 |
-197 |
-1.7% |
12,119 |
High |
11,630 |
11,507 |
-123 |
-1.1% |
12,119 |
Low |
11,360 |
11,354 |
-6 |
-0.1% |
11,592 |
Close |
11,455 |
11,377 |
-78 |
-0.7% |
11,696 |
Range |
270 |
153 |
-117 |
-43.3% |
527 |
ATR |
234 |
228 |
-6 |
-2.5% |
0 |
Volume |
259 |
335 |
76 |
29.3% |
159 |
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Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,872 |
11,777 |
11,461 |
|
R3 |
11,719 |
11,624 |
11,419 |
|
R2 |
11,566 |
11,566 |
11,405 |
|
R1 |
11,471 |
11,471 |
11,391 |
11,442 |
PP |
11,413 |
11,413 |
11,413 |
11,398 |
S1 |
11,318 |
11,318 |
11,363 |
11,289 |
S2 |
11,260 |
11,260 |
11,349 |
|
S3 |
11,107 |
11,165 |
11,335 |
|
S4 |
10,954 |
11,012 |
11,293 |
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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 |
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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 |
12,000 |
11,354 |
646 |
5.7% |
200 |
1.8% |
4% |
False |
True |
138 |
10 |
12,119 |
11,354 |
765 |
6.7% |
226 |
2.0% |
3% |
False |
True |
85 |
20 |
12,150 |
11,354 |
796 |
7.0% |
203 |
1.8% |
3% |
False |
True |
55 |
40 |
12,150 |
10,288 |
1,862 |
16.4% |
214 |
1.9% |
58% |
False |
False |
42 |
60 |
12,150 |
10,288 |
1,862 |
16.4% |
206 |
1.8% |
58% |
False |
False |
35 |
80 |
12,150 |
10,288 |
1,862 |
16.4% |
157 |
1.4% |
58% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,157 |
2.618 |
11,908 |
1.618 |
11,755 |
1.000 |
11,660 |
0.618 |
11,602 |
HIGH |
11,507 |
0.618 |
11,449 |
0.500 |
11,431 |
0.382 |
11,413 |
LOW |
11,354 |
0.618 |
11,260 |
1.000 |
11,201 |
1.618 |
11,107 |
2.618 |
10,954 |
4.250 |
10,704 |
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