| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,346.50 |
2,375.50 |
29.00 |
1.2% |
2,395.25 |
| High |
2,367.00 |
2,394.25 |
27.25 |
1.2% |
2,395.25 |
| Low |
2,318.00 |
2,361.00 |
43.00 |
1.9% |
2,272.00 |
| Close |
2,365.25 |
2,390.00 |
24.75 |
1.0% |
2,346.50 |
| Range |
49.00 |
33.25 |
-15.75 |
-32.1% |
123.25 |
| ATR |
54.31 |
52.80 |
-1.50 |
-2.8% |
0.00 |
| Volume |
16 |
22 |
6 |
37.5% |
174 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.50 |
2,469.00 |
2,408.25 |
|
| R3 |
2,448.25 |
2,435.75 |
2,399.25 |
|
| R2 |
2,415.00 |
2,415.00 |
2,396.00 |
|
| R1 |
2,402.50 |
2,402.50 |
2,393.00 |
2,408.75 |
| PP |
2,381.75 |
2,381.75 |
2,381.75 |
2,385.00 |
| S1 |
2,369.25 |
2,369.25 |
2,387.00 |
2,375.50 |
| S2 |
2,348.50 |
2,348.50 |
2,384.00 |
|
| S3 |
2,315.25 |
2,336.00 |
2,380.75 |
|
| S4 |
2,282.00 |
2,302.75 |
2,371.75 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.75 |
2,650.25 |
2,414.25 |
|
| R3 |
2,584.50 |
2,527.00 |
2,380.50 |
|
| R2 |
2,461.25 |
2,461.25 |
2,369.00 |
|
| R1 |
2,403.75 |
2,403.75 |
2,357.75 |
2,371.00 |
| PP |
2,338.00 |
2,338.00 |
2,338.00 |
2,321.50 |
| S1 |
2,280.50 |
2,280.50 |
2,335.25 |
2,247.50 |
| S2 |
2,214.75 |
2,214.75 |
2,324.00 |
|
| S3 |
2,091.50 |
2,157.25 |
2,312.50 |
|
| S4 |
1,968.25 |
2,034.00 |
2,278.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,394.25 |
2,272.00 |
122.25 |
5.1% |
45.25 |
1.9% |
97% |
True |
False |
31 |
| 10 |
2,401.25 |
2,272.00 |
129.25 |
5.4% |
46.75 |
2.0% |
91% |
False |
False |
61 |
| 20 |
2,401.25 |
2,266.00 |
135.25 |
5.7% |
50.25 |
2.1% |
92% |
False |
False |
57 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
15.3% |
56.50 |
2.4% |
97% |
False |
False |
70 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.3% |
48.25 |
2.0% |
97% |
False |
False |
49 |
| 80 |
2,413.75 |
2,029.25 |
384.50 |
16.1% |
39.00 |
1.6% |
94% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,535.50 |
|
2.618 |
2,481.25 |
|
1.618 |
2,448.00 |
|
1.000 |
2,427.50 |
|
0.618 |
2,414.75 |
|
HIGH |
2,394.25 |
|
0.618 |
2,381.50 |
|
0.500 |
2,377.50 |
|
0.382 |
2,373.75 |
|
LOW |
2,361.00 |
|
0.618 |
2,340.50 |
|
1.000 |
2,327.75 |
|
1.618 |
2,307.25 |
|
2.618 |
2,274.00 |
|
4.250 |
2,219.75 |
|
|