| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,204.00 |
2,169.75 |
-34.25 |
-1.6% |
2,243.50 |
| High |
2,214.75 |
2,182.75 |
-32.00 |
-1.4% |
2,243.50 |
| Low |
2,156.75 |
2,135.00 |
-21.75 |
-1.0% |
2,135.00 |
| Close |
2,156.75 |
2,143.25 |
-13.50 |
-0.6% |
2,143.25 |
| Range |
58.00 |
47.75 |
-10.25 |
-17.7% |
108.50 |
| ATR |
53.62 |
53.20 |
-0.42 |
-0.8% |
0.00 |
| Volume |
116 |
303 |
187 |
161.2% |
554 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,297.00 |
2,267.75 |
2,169.50 |
|
| R3 |
2,249.25 |
2,220.00 |
2,156.50 |
|
| R2 |
2,201.50 |
2,201.50 |
2,152.00 |
|
| R1 |
2,172.25 |
2,172.25 |
2,147.75 |
2,163.00 |
| PP |
2,153.75 |
2,153.75 |
2,153.75 |
2,149.00 |
| S1 |
2,124.50 |
2,124.50 |
2,138.75 |
2,115.25 |
| S2 |
2,106.00 |
2,106.00 |
2,134.50 |
|
| S3 |
2,058.25 |
2,076.75 |
2,130.00 |
|
| S4 |
2,010.50 |
2,029.00 |
2,117.00 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.50 |
2,429.75 |
2,203.00 |
|
| R3 |
2,391.00 |
2,321.25 |
2,173.00 |
|
| R2 |
2,282.50 |
2,282.50 |
2,163.25 |
|
| R1 |
2,212.75 |
2,212.75 |
2,153.25 |
2,193.50 |
| PP |
2,174.00 |
2,174.00 |
2,174.00 |
2,164.25 |
| S1 |
2,104.25 |
2,104.25 |
2,133.25 |
2,085.00 |
| S2 |
2,065.50 |
2,065.50 |
2,123.25 |
|
| S3 |
1,957.00 |
1,995.75 |
2,113.50 |
|
| S4 |
1,848.50 |
1,887.25 |
2,083.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,280.50 |
2,135.00 |
145.50 |
6.8% |
47.00 |
2.2% |
6% |
False |
True |
133 |
| 10 |
2,369.00 |
2,135.00 |
234.00 |
10.9% |
51.25 |
2.4% |
4% |
False |
True |
143 |
| 20 |
2,396.50 |
2,135.00 |
261.50 |
12.2% |
51.00 |
2.4% |
3% |
False |
True |
113 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
17.1% |
53.75 |
2.5% |
30% |
False |
False |
82 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
17.1% |
52.75 |
2.5% |
30% |
False |
False |
77 |
| 80 |
2,401.25 |
2,029.25 |
372.00 |
17.4% |
45.00 |
2.1% |
31% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,385.75 |
|
2.618 |
2,307.75 |
|
1.618 |
2,260.00 |
|
1.000 |
2,230.50 |
|
0.618 |
2,212.25 |
|
HIGH |
2,182.75 |
|
0.618 |
2,164.50 |
|
0.500 |
2,159.00 |
|
0.382 |
2,153.25 |
|
LOW |
2,135.00 |
|
0.618 |
2,105.50 |
|
1.000 |
2,087.25 |
|
1.618 |
2,057.75 |
|
2.618 |
2,010.00 |
|
4.250 |
1,932.00 |
|
|