| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,330.00 |
2,355.00 |
25.00 |
1.1% |
2,346.50 |
| High |
2,354.00 |
2,364.25 |
10.25 |
0.4% |
2,394.25 |
| Low |
2,299.50 |
2,327.25 |
27.75 |
1.2% |
2,284.50 |
| Close |
2,345.75 |
2,338.75 |
-7.00 |
-0.3% |
2,345.75 |
| Range |
54.50 |
37.00 |
-17.50 |
-32.1% |
109.75 |
| ATR |
55.24 |
53.94 |
-1.30 |
-2.4% |
0.00 |
| Volume |
20 |
8 |
-12 |
-60.0% |
377 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,454.50 |
2,433.50 |
2,359.00 |
|
| R3 |
2,417.50 |
2,396.50 |
2,349.00 |
|
| R2 |
2,380.50 |
2,380.50 |
2,345.50 |
|
| R1 |
2,359.50 |
2,359.50 |
2,342.25 |
2,351.50 |
| PP |
2,343.50 |
2,343.50 |
2,343.50 |
2,339.50 |
| S1 |
2,322.50 |
2,322.50 |
2,335.25 |
2,314.50 |
| S2 |
2,306.50 |
2,306.50 |
2,332.00 |
|
| S3 |
2,269.50 |
2,285.50 |
2,328.50 |
|
| S4 |
2,232.50 |
2,248.50 |
2,318.50 |
|
|
| 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% |
53.50 |
2.3% |
49% |
False |
False |
73 |
| 10 |
2,394.25 |
2,272.00 |
122.25 |
5.2% |
53.00 |
2.3% |
55% |
False |
False |
54 |
| 20 |
2,401.25 |
2,266.00 |
135.25 |
5.8% |
51.75 |
2.2% |
54% |
False |
False |
64 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
15.7% |
57.50 |
2.5% |
83% |
False |
False |
65 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.7% |
50.50 |
2.2% |
83% |
False |
False |
54 |
| 80 |
2,413.75 |
2,029.25 |
384.50 |
16.4% |
41.75 |
1.8% |
80% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,521.50 |
|
2.618 |
2,461.00 |
|
1.618 |
2,424.00 |
|
1.000 |
2,401.25 |
|
0.618 |
2,387.00 |
|
HIGH |
2,364.25 |
|
0.618 |
2,350.00 |
|
0.500 |
2,345.75 |
|
0.382 |
2,341.50 |
|
LOW |
2,327.25 |
|
0.618 |
2,304.50 |
|
1.000 |
2,290.25 |
|
1.618 |
2,267.50 |
|
2.618 |
2,230.50 |
|
4.250 |
2,170.00 |
|
|