| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,209.00 |
2,204.00 |
-5.00 |
-0.2% |
2,355.00 |
| High |
2,224.00 |
2,214.75 |
-9.25 |
-0.4% |
2,369.00 |
| Low |
2,187.00 |
2,156.75 |
-30.25 |
-1.4% |
2,245.50 |
| Close |
2,210.00 |
2,156.75 |
-53.25 |
-2.4% |
2,245.50 |
| Range |
37.00 |
58.00 |
21.00 |
56.8% |
123.50 |
| ATR |
53.28 |
53.62 |
0.34 |
0.6% |
0.00 |
| Volume |
89 |
116 |
27 |
30.3% |
860 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,350.00 |
2,311.50 |
2,188.75 |
|
| R3 |
2,292.00 |
2,253.50 |
2,172.75 |
|
| R2 |
2,234.00 |
2,234.00 |
2,167.50 |
|
| R1 |
2,195.50 |
2,195.50 |
2,162.00 |
2,185.75 |
| PP |
2,176.00 |
2,176.00 |
2,176.00 |
2,171.25 |
| S1 |
2,137.50 |
2,137.50 |
2,151.50 |
2,127.75 |
| S2 |
2,118.00 |
2,118.00 |
2,146.00 |
|
| S3 |
2,060.00 |
2,079.50 |
2,140.75 |
|
| S4 |
2,002.00 |
2,021.50 |
2,124.75 |
|
|
| 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 |
2,328.75 |
2,156.75 |
172.00 |
8.0% |
52.50 |
2.4% |
0% |
False |
True |
83 |
| 10 |
2,369.00 |
2,156.75 |
212.25 |
9.8% |
52.00 |
2.4% |
0% |
False |
True |
116 |
| 20 |
2,401.25 |
2,156.75 |
244.50 |
11.3% |
50.75 |
2.4% |
0% |
False |
True |
101 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
17.0% |
55.00 |
2.6% |
33% |
False |
False |
78 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
17.0% |
52.50 |
2.4% |
33% |
False |
False |
72 |
| 80 |
2,401.25 |
2,029.25 |
372.00 |
17.2% |
45.00 |
2.1% |
34% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,461.25 |
|
2.618 |
2,366.50 |
|
1.618 |
2,308.50 |
|
1.000 |
2,272.75 |
|
0.618 |
2,250.50 |
|
HIGH |
2,214.75 |
|
0.618 |
2,192.50 |
|
0.500 |
2,185.75 |
|
0.382 |
2,179.00 |
|
LOW |
2,156.75 |
|
0.618 |
2,121.00 |
|
1.000 |
2,098.75 |
|
1.618 |
2,063.00 |
|
2.618 |
2,005.00 |
|
4.250 |
1,910.25 |
|
|