| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,169.75 |
2,169.25 |
-0.50 |
0.0% |
2,243.50 |
| High |
2,182.75 |
2,222.50 |
39.75 |
1.8% |
2,243.50 |
| Low |
2,135.00 |
2,169.25 |
34.25 |
1.6% |
2,135.00 |
| Close |
2,143.25 |
2,216.75 |
73.50 |
3.4% |
2,143.25 |
| Range |
47.75 |
53.25 |
5.50 |
11.5% |
108.50 |
| ATR |
53.20 |
55.06 |
1.86 |
3.5% |
0.00 |
| Volume |
303 |
146 |
-157 |
-51.8% |
554 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.50 |
2,343.00 |
2,246.00 |
|
| R3 |
2,309.25 |
2,289.75 |
2,231.50 |
|
| R2 |
2,256.00 |
2,256.00 |
2,226.50 |
|
| R1 |
2,236.50 |
2,236.50 |
2,221.75 |
2,246.25 |
| PP |
2,202.75 |
2,202.75 |
2,202.75 |
2,207.75 |
| S1 |
2,183.25 |
2,183.25 |
2,211.75 |
2,193.00 |
| S2 |
2,149.50 |
2,149.50 |
2,207.00 |
|
| S3 |
2,096.25 |
2,130.00 |
2,202.00 |
|
| S4 |
2,043.00 |
2,076.75 |
2,187.50 |
|
|
| 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 |
2,243.50 |
2,135.00 |
108.50 |
4.9% |
50.75 |
2.3% |
75% |
False |
False |
140 |
| 10 |
2,369.00 |
2,135.00 |
234.00 |
10.6% |
51.25 |
2.3% |
35% |
False |
False |
156 |
| 20 |
2,395.25 |
2,135.00 |
260.25 |
11.7% |
52.50 |
2.4% |
31% |
False |
False |
105 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
16.5% |
53.25 |
2.4% |
50% |
False |
False |
80 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.5% |
53.75 |
2.4% |
50% |
False |
False |
79 |
| 80 |
2,401.25 |
2,029.25 |
372.00 |
16.8% |
45.75 |
2.1% |
50% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,448.75 |
|
2.618 |
2,362.00 |
|
1.618 |
2,308.75 |
|
1.000 |
2,275.75 |
|
0.618 |
2,255.50 |
|
HIGH |
2,222.50 |
|
0.618 |
2,202.25 |
|
0.500 |
2,196.00 |
|
0.382 |
2,189.50 |
|
LOW |
2,169.25 |
|
0.618 |
2,136.25 |
|
1.000 |
2,116.00 |
|
1.618 |
2,083.00 |
|
2.618 |
2,029.75 |
|
4.250 |
1,943.00 |
|
|