Day Change Summary |
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Previous |
Current |
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29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,404 |
11,468 |
64 |
0.6% |
11,622 |
High |
11,536 |
11,964 |
428 |
3.7% |
11,630 |
Low |
11,400 |
11,387 |
-13 |
-0.1% |
11,077 |
Close |
11,494 |
11,964 |
470 |
4.1% |
11,117 |
Range |
136 |
577 |
441 |
324.3% |
553 |
ATR |
225 |
251 |
25 |
11.1% |
0 |
Volume |
475 |
124 |
-351 |
-73.9% |
1,067 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,503 |
13,310 |
12,281 |
|
R3 |
12,926 |
12,733 |
12,123 |
|
R2 |
12,349 |
12,349 |
12,070 |
|
R1 |
12,156 |
12,156 |
12,017 |
12,253 |
PP |
11,772 |
11,772 |
11,772 |
11,820 |
S1 |
11,579 |
11,579 |
11,911 |
11,676 |
S2 |
11,195 |
11,195 |
11,858 |
|
S3 |
10,618 |
11,002 |
11,805 |
|
S4 |
10,041 |
10,425 |
11,647 |
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Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,934 |
12,578 |
11,421 |
|
R3 |
12,381 |
12,025 |
11,269 |
|
R2 |
11,828 |
11,828 |
11,219 |
|
R1 |
11,472 |
11,472 |
11,168 |
11,374 |
PP |
11,275 |
11,275 |
11,275 |
11,225 |
S1 |
10,919 |
10,919 |
11,066 |
10,821 |
S2 |
10,722 |
10,722 |
11,016 |
|
S3 |
10,169 |
10,366 |
10,965 |
|
S4 |
9,616 |
9,813 |
10,813 |
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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 |
11,964 |
11,077 |
887 |
7.4% |
262 |
2.2% |
100% |
True |
False |
227 |
10 |
12,000 |
11,077 |
923 |
7.7% |
231 |
1.9% |
96% |
False |
False |
182 |
20 |
12,119 |
11,077 |
1,042 |
8.7% |
228 |
1.9% |
85% |
False |
False |
104 |
40 |
12,150 |
10,562 |
1,588 |
13.3% |
208 |
1.7% |
88% |
False |
False |
64 |
60 |
12,150 |
10,288 |
1,862 |
15.6% |
228 |
1.9% |
90% |
False |
False |
54 |
80 |
12,150 |
10,288 |
1,862 |
15.6% |
171 |
1.4% |
90% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,416 |
2.618 |
13,475 |
1.618 |
12,898 |
1.000 |
12,541 |
0.618 |
12,321 |
HIGH |
11,964 |
0.618 |
11,744 |
0.500 |
11,676 |
0.382 |
11,608 |
LOW |
11,387 |
0.618 |
11,031 |
1.000 |
10,810 |
1.618 |
10,454 |
2.618 |
9,877 |
4.250 |
8,935 |
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