| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,340.50 |
2,356.50 |
16.00 |
0.7% |
2,346.50 |
| High |
2,369.00 |
2,360.00 |
-9.00 |
-0.4% |
2,394.25 |
| Low |
2,307.75 |
2,309.50 |
1.75 |
0.1% |
2,284.50 |
| Close |
2,355.50 |
2,309.50 |
-46.00 |
-2.0% |
2,345.75 |
| Range |
61.25 |
50.50 |
-10.75 |
-17.6% |
109.75 |
| ATR |
54.46 |
54.18 |
-0.28 |
-0.5% |
0.00 |
| Volume |
646 |
40 |
-606 |
-93.8% |
377 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,477.75 |
2,444.25 |
2,337.25 |
|
| R3 |
2,427.25 |
2,393.75 |
2,323.50 |
|
| R2 |
2,376.75 |
2,376.75 |
2,318.75 |
|
| R1 |
2,343.25 |
2,343.25 |
2,314.25 |
2,334.75 |
| PP |
2,326.25 |
2,326.25 |
2,326.25 |
2,322.00 |
| S1 |
2,292.75 |
2,292.75 |
2,304.75 |
2,284.25 |
| S2 |
2,275.75 |
2,275.75 |
2,300.25 |
|
| S3 |
2,225.25 |
2,242.25 |
2,295.50 |
|
| S4 |
2,174.75 |
2,191.75 |
2,281.75 |
|
|
| 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 |
2,369.00 |
2,284.50 |
84.50 |
3.7% |
51.75 |
2.2% |
30% |
False |
False |
150 |
| 10 |
2,394.25 |
2,272.00 |
122.25 |
5.3% |
54.00 |
2.3% |
31% |
False |
False |
115 |
| 20 |
2,401.25 |
2,266.00 |
135.25 |
5.9% |
51.50 |
2.2% |
32% |
False |
False |
90 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
15.9% |
57.50 |
2.5% |
75% |
False |
False |
75 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.9% |
51.50 |
2.2% |
75% |
False |
False |
66 |
| 80 |
2,401.25 |
2,029.25 |
372.00 |
16.1% |
42.75 |
1.8% |
75% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,574.50 |
|
2.618 |
2,492.25 |
|
1.618 |
2,441.75 |
|
1.000 |
2,410.50 |
|
0.618 |
2,391.25 |
|
HIGH |
2,360.00 |
|
0.618 |
2,340.75 |
|
0.500 |
2,334.75 |
|
0.382 |
2,328.75 |
|
LOW |
2,309.50 |
|
0.618 |
2,278.25 |
|
1.000 |
2,259.00 |
|
1.618 |
2,227.75 |
|
2.618 |
2,177.25 |
|
4.250 |
2,095.00 |
|
|