| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,375.50 |
2,392.00 |
16.50 |
0.7% |
2,395.25 |
| High |
2,394.25 |
2,392.00 |
-2.25 |
-0.1% |
2,395.25 |
| Low |
2,361.00 |
2,305.00 |
-56.00 |
-2.4% |
2,272.00 |
| Close |
2,390.00 |
2,306.50 |
-83.50 |
-3.5% |
2,346.50 |
| Range |
33.25 |
87.00 |
53.75 |
161.7% |
123.25 |
| ATR |
52.80 |
55.25 |
2.44 |
4.6% |
0.00 |
| Volume |
22 |
281 |
259 |
1,177.3% |
174 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.50 |
2,538.00 |
2,354.25 |
|
| R3 |
2,508.50 |
2,451.00 |
2,330.50 |
|
| R2 |
2,421.50 |
2,421.50 |
2,322.50 |
|
| R1 |
2,364.00 |
2,364.00 |
2,314.50 |
2,349.25 |
| PP |
2,334.50 |
2,334.50 |
2,334.50 |
2,327.00 |
| S1 |
2,277.00 |
2,277.00 |
2,298.50 |
2,262.25 |
| S2 |
2,247.50 |
2,247.50 |
2,290.50 |
|
| S3 |
2,160.50 |
2,190.00 |
2,282.50 |
|
| S4 |
2,073.50 |
2,103.00 |
2,258.75 |
|
|
| 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 |
5.3% |
56.25 |
2.4% |
28% |
False |
False |
80 |
| 10 |
2,401.25 |
2,272.00 |
129.25 |
5.6% |
49.50 |
2.1% |
27% |
False |
False |
86 |
| 20 |
2,401.25 |
2,266.00 |
135.25 |
5.9% |
52.25 |
2.3% |
30% |
False |
False |
69 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
15.9% |
57.00 |
2.5% |
74% |
False |
False |
77 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.9% |
49.75 |
2.2% |
74% |
False |
False |
53 |
| 80 |
2,413.75 |
2,029.25 |
384.50 |
16.7% |
40.00 |
1.7% |
72% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,761.75 |
|
2.618 |
2,619.75 |
|
1.618 |
2,532.75 |
|
1.000 |
2,479.00 |
|
0.618 |
2,445.75 |
|
HIGH |
2,392.00 |
|
0.618 |
2,358.75 |
|
0.500 |
2,348.50 |
|
0.382 |
2,338.25 |
|
LOW |
2,305.00 |
|
0.618 |
2,251.25 |
|
1.000 |
2,218.00 |
|
1.618 |
2,164.25 |
|
2.618 |
2,077.25 |
|
4.250 |
1,935.25 |
|
|