| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,243.50 |
2,209.00 |
-34.50 |
-1.5% |
2,355.00 |
| High |
2,243.50 |
2,224.00 |
-19.50 |
-0.9% |
2,369.00 |
| Low |
2,186.25 |
2,187.00 |
0.75 |
0.0% |
2,245.50 |
| Close |
2,209.25 |
2,210.00 |
0.75 |
0.0% |
2,245.50 |
| Range |
57.25 |
37.00 |
-20.25 |
-35.4% |
123.50 |
| ATR |
54.54 |
53.28 |
-1.25 |
-2.3% |
0.00 |
| Volume |
46 |
89 |
43 |
93.5% |
860 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.00 |
2,301.00 |
2,230.25 |
|
| R3 |
2,281.00 |
2,264.00 |
2,220.25 |
|
| R2 |
2,244.00 |
2,244.00 |
2,216.75 |
|
| R1 |
2,227.00 |
2,227.00 |
2,213.50 |
2,235.50 |
| PP |
2,207.00 |
2,207.00 |
2,207.00 |
2,211.25 |
| S1 |
2,190.00 |
2,190.00 |
2,206.50 |
2,198.50 |
| S2 |
2,170.00 |
2,170.00 |
2,203.25 |
|
| S3 |
2,133.00 |
2,153.00 |
2,199.75 |
|
| S4 |
2,096.00 |
2,116.00 |
2,189.75 |
|
|
| 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 |
2,360.00 |
2,186.25 |
173.75 |
7.9% |
51.00 |
2.3% |
14% |
False |
False |
68 |
| 10 |
2,392.00 |
2,186.25 |
205.75 |
9.3% |
55.00 |
2.5% |
12% |
False |
False |
133 |
| 20 |
2,401.25 |
2,186.25 |
215.00 |
9.7% |
51.00 |
2.3% |
11% |
False |
False |
97 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
16.6% |
55.00 |
2.5% |
48% |
False |
False |
77 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.6% |
52.00 |
2.4% |
48% |
False |
False |
70 |
| 80 |
2,401.25 |
2,029.25 |
372.00 |
16.8% |
44.25 |
2.0% |
49% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,381.25 |
|
2.618 |
2,320.75 |
|
1.618 |
2,283.75 |
|
1.000 |
2,261.00 |
|
0.618 |
2,246.75 |
|
HIGH |
2,224.00 |
|
0.618 |
2,209.75 |
|
0.500 |
2,205.50 |
|
0.382 |
2,201.25 |
|
LOW |
2,187.00 |
|
0.618 |
2,164.25 |
|
1.000 |
2,150.00 |
|
1.618 |
2,127.25 |
|
2.618 |
2,090.25 |
|
4.250 |
2,029.75 |
|
|