| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,304.00 |
2,266.00 |
-38.00 |
-1.6% |
2,355.00 |
| High |
2,328.75 |
2,280.50 |
-48.25 |
-2.1% |
2,369.00 |
| Low |
2,254.00 |
2,245.50 |
-8.50 |
-0.4% |
2,245.50 |
| Close |
2,264.00 |
2,245.50 |
-18.50 |
-0.8% |
2,245.50 |
| Range |
74.75 |
35.00 |
-39.75 |
-53.2% |
123.50 |
| ATR |
55.65 |
54.17 |
-1.47 |
-2.7% |
0.00 |
| Volume |
52 |
114 |
62 |
119.2% |
860 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.25 |
2,338.75 |
2,264.75 |
|
| R3 |
2,327.25 |
2,303.75 |
2,255.00 |
|
| R2 |
2,292.25 |
2,292.25 |
2,252.00 |
|
| R1 |
2,268.75 |
2,268.75 |
2,248.75 |
2,263.00 |
| PP |
2,257.25 |
2,257.25 |
2,257.25 |
2,254.25 |
| S1 |
2,233.75 |
2,233.75 |
2,242.25 |
2,228.00 |
| S2 |
2,222.25 |
2,222.25 |
2,239.00 |
|
| S3 |
2,187.25 |
2,198.75 |
2,236.00 |
|
| S4 |
2,152.25 |
2,163.75 |
2,226.25 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.25 |
2,574.75 |
2,313.50 |
|
| R3 |
2,533.75 |
2,451.25 |
2,279.50 |
|
| R2 |
2,410.25 |
2,410.25 |
2,268.25 |
|
| R1 |
2,327.75 |
2,327.75 |
2,256.75 |
2,307.25 |
| PP |
2,286.75 |
2,286.75 |
2,286.75 |
2,276.50 |
| S1 |
2,204.25 |
2,204.25 |
2,234.25 |
2,183.75 |
| S2 |
2,163.25 |
2,163.25 |
2,222.75 |
|
| S3 |
2,039.75 |
2,080.75 |
2,211.50 |
|
| S4 |
1,916.25 |
1,957.25 |
2,177.50 |
|
|
| 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 |
2,245.50 |
123.50 |
5.5% |
51.75 |
2.3% |
0% |
False |
True |
172 |
| 10 |
2,394.25 |
2,245.50 |
148.75 |
6.6% |
53.75 |
2.4% |
0% |
False |
True |
123 |
| 20 |
2,401.25 |
2,245.50 |
155.75 |
6.9% |
52.00 |
2.3% |
0% |
False |
True |
96 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
16.3% |
55.75 |
2.5% |
58% |
False |
False |
76 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.3% |
52.25 |
2.3% |
58% |
False |
False |
68 |
| 80 |
2,401.25 |
2,029.25 |
372.00 |
16.6% |
44.00 |
2.0% |
58% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,429.25 |
|
2.618 |
2,372.25 |
|
1.618 |
2,337.25 |
|
1.000 |
2,315.50 |
|
0.618 |
2,302.25 |
|
HIGH |
2,280.50 |
|
0.618 |
2,267.25 |
|
0.500 |
2,263.00 |
|
0.382 |
2,258.75 |
|
LOW |
2,245.50 |
|
0.618 |
2,223.75 |
|
1.000 |
2,210.50 |
|
1.618 |
2,188.75 |
|
2.618 |
2,153.75 |
|
4.250 |
2,096.75 |
|
|