| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,356.50 |
2,304.00 |
-52.50 |
-2.2% |
2,346.50 |
| High |
2,360.00 |
2,328.75 |
-31.25 |
-1.3% |
2,394.25 |
| Low |
2,309.50 |
2,254.00 |
-55.50 |
-2.4% |
2,284.50 |
| Close |
2,309.50 |
2,264.00 |
-45.50 |
-2.0% |
2,345.75 |
| Range |
50.50 |
74.75 |
24.25 |
48.0% |
109.75 |
| ATR |
54.18 |
55.65 |
1.47 |
2.7% |
0.00 |
| Volume |
40 |
52 |
12 |
30.0% |
377 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,506.50 |
2,460.00 |
2,305.00 |
|
| R3 |
2,431.75 |
2,385.25 |
2,284.50 |
|
| R2 |
2,357.00 |
2,357.00 |
2,277.75 |
|
| R1 |
2,310.50 |
2,310.50 |
2,270.75 |
2,296.50 |
| PP |
2,282.25 |
2,282.25 |
2,282.25 |
2,275.25 |
| S1 |
2,235.75 |
2,235.75 |
2,257.25 |
2,221.50 |
| S2 |
2,207.50 |
2,207.50 |
2,250.25 |
|
| S3 |
2,132.75 |
2,161.00 |
2,243.50 |
|
| S4 |
2,058.00 |
2,086.25 |
2,223.00 |
|
|
| 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 |
2,254.00 |
115.00 |
5.1% |
55.50 |
2.5% |
9% |
False |
True |
153 |
| 10 |
2,394.25 |
2,254.00 |
140.25 |
6.2% |
53.00 |
2.3% |
7% |
False |
True |
117 |
| 20 |
2,401.25 |
2,254.00 |
147.25 |
6.5% |
52.50 |
2.3% |
7% |
False |
True |
91 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
16.2% |
56.75 |
2.5% |
63% |
False |
False |
75 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.2% |
52.25 |
2.3% |
63% |
False |
False |
66 |
| 80 |
2,401.25 |
2,029.25 |
372.00 |
16.4% |
43.50 |
1.9% |
63% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,646.50 |
|
2.618 |
2,524.50 |
|
1.618 |
2,449.75 |
|
1.000 |
2,403.50 |
|
0.618 |
2,375.00 |
|
HIGH |
2,328.75 |
|
0.618 |
2,300.25 |
|
0.500 |
2,291.50 |
|
0.382 |
2,282.50 |
|
LOW |
2,254.00 |
|
0.618 |
2,207.75 |
|
1.000 |
2,179.25 |
|
1.618 |
2,133.00 |
|
2.618 |
2,058.25 |
|
4.250 |
1,936.25 |
|
|