| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,311.00 |
2,330.00 |
19.00 |
0.8% |
2,346.50 |
| High |
2,340.00 |
2,354.00 |
14.00 |
0.6% |
2,394.25 |
| Low |
2,284.50 |
2,299.50 |
15.00 |
0.7% |
2,284.50 |
| Close |
2,299.00 |
2,345.75 |
46.75 |
2.0% |
2,345.75 |
| Range |
55.50 |
54.50 |
-1.00 |
-1.8% |
109.75 |
| ATR |
55.26 |
55.24 |
-0.02 |
0.0% |
0.00 |
| Volume |
38 |
20 |
-18 |
-47.4% |
377 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.50 |
2,475.75 |
2,375.75 |
|
| R3 |
2,442.00 |
2,421.25 |
2,360.75 |
|
| R2 |
2,387.50 |
2,387.50 |
2,355.75 |
|
| R1 |
2,366.75 |
2,366.75 |
2,350.75 |
2,377.00 |
| PP |
2,333.00 |
2,333.00 |
2,333.00 |
2,338.25 |
| S1 |
2,312.25 |
2,312.25 |
2,340.75 |
2,322.50 |
| S2 |
2,278.50 |
2,278.50 |
2,335.75 |
|
| S3 |
2,224.00 |
2,257.75 |
2,330.75 |
|
| S4 |
2,169.50 |
2,203.25 |
2,315.75 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.75 |
2,618.00 |
2,406.00 |
|
| R3 |
2,561.00 |
2,508.25 |
2,376.00 |
|
| R2 |
2,451.25 |
2,451.25 |
2,365.75 |
|
| R1 |
2,398.50 |
2,398.50 |
2,355.75 |
2,370.00 |
| PP |
2,341.50 |
2,341.50 |
2,341.50 |
2,327.25 |
| S1 |
2,288.75 |
2,288.75 |
2,335.75 |
2,260.25 |
| S2 |
2,231.75 |
2,231.75 |
2,325.75 |
|
| S3 |
2,122.00 |
2,179.00 |
2,315.50 |
|
| S4 |
2,012.25 |
2,069.25 |
2,285.50 |
|
|
| 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 |
2,284.50 |
109.75 |
4.7% |
55.75 |
2.4% |
56% |
False |
False |
75 |
| 10 |
2,395.25 |
2,272.00 |
123.25 |
5.3% |
54.00 |
2.3% |
60% |
False |
False |
55 |
| 20 |
2,401.25 |
2,266.00 |
135.25 |
5.8% |
53.75 |
2.3% |
59% |
False |
False |
64 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
15.6% |
58.00 |
2.5% |
85% |
False |
False |
65 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.6% |
50.75 |
2.2% |
85% |
False |
False |
54 |
| 80 |
2,413.75 |
2,029.25 |
384.50 |
16.4% |
41.25 |
1.8% |
82% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,585.50 |
|
2.618 |
2,496.75 |
|
1.618 |
2,442.25 |
|
1.000 |
2,408.50 |
|
0.618 |
2,387.75 |
|
HIGH |
2,354.00 |
|
0.618 |
2,333.25 |
|
0.500 |
2,326.75 |
|
0.382 |
2,320.25 |
|
LOW |
2,299.50 |
|
0.618 |
2,265.75 |
|
1.000 |
2,245.00 |
|
1.618 |
2,211.25 |
|
2.618 |
2,156.75 |
|
4.250 |
2,068.00 |
|
|