| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,355.00 |
2,340.50 |
-14.50 |
-0.6% |
2,346.50 |
| High |
2,364.25 |
2,369.00 |
4.75 |
0.2% |
2,394.25 |
| Low |
2,327.25 |
2,307.75 |
-19.50 |
-0.8% |
2,284.50 |
| Close |
2,338.75 |
2,355.50 |
16.75 |
0.7% |
2,345.75 |
| Range |
37.00 |
61.25 |
24.25 |
65.5% |
109.75 |
| ATR |
53.94 |
54.46 |
0.52 |
1.0% |
0.00 |
| Volume |
8 |
646 |
638 |
7,975.0% |
377 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.75 |
2,503.00 |
2,389.25 |
|
| R3 |
2,466.50 |
2,441.75 |
2,372.25 |
|
| R2 |
2,405.25 |
2,405.25 |
2,366.75 |
|
| R1 |
2,380.50 |
2,380.50 |
2,361.00 |
2,393.00 |
| PP |
2,344.00 |
2,344.00 |
2,344.00 |
2,350.25 |
| S1 |
2,319.25 |
2,319.25 |
2,350.00 |
2,331.50 |
| S2 |
2,282.75 |
2,282.75 |
2,344.25 |
|
| S3 |
2,221.50 |
2,258.00 |
2,338.75 |
|
| S4 |
2,160.25 |
2,196.75 |
2,321.75 |
|
|
| 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 |
2,392.00 |
2,284.50 |
107.50 |
4.6% |
59.00 |
2.5% |
66% |
False |
False |
198 |
| 10 |
2,394.25 |
2,272.00 |
122.25 |
5.2% |
52.25 |
2.2% |
68% |
False |
False |
115 |
| 20 |
2,401.25 |
2,266.00 |
135.25 |
5.7% |
52.00 |
2.2% |
66% |
False |
False |
89 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
15.6% |
58.00 |
2.5% |
88% |
False |
False |
77 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.6% |
51.75 |
2.2% |
88% |
False |
False |
65 |
| 80 |
2,413.75 |
2,029.25 |
384.50 |
16.3% |
42.00 |
1.8% |
85% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,629.25 |
|
2.618 |
2,529.25 |
|
1.618 |
2,468.00 |
|
1.000 |
2,430.25 |
|
0.618 |
2,406.75 |
|
HIGH |
2,369.00 |
|
0.618 |
2,345.50 |
|
0.500 |
2,338.50 |
|
0.382 |
2,331.25 |
|
LOW |
2,307.75 |
|
0.618 |
2,270.00 |
|
1.000 |
2,246.50 |
|
1.618 |
2,208.75 |
|
2.618 |
2,147.50 |
|
4.250 |
2,047.50 |
|
|