| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,169.25 |
2,208.25 |
39.00 |
1.8% |
2,243.50 |
| High |
2,222.50 |
2,239.00 |
16.50 |
0.7% |
2,243.50 |
| Low |
2,169.25 |
2,202.00 |
32.75 |
1.5% |
2,135.00 |
| Close |
2,216.75 |
2,207.75 |
-9.00 |
-0.4% |
2,143.25 |
| Range |
53.25 |
37.00 |
-16.25 |
-30.5% |
108.50 |
| ATR |
55.06 |
53.77 |
-1.29 |
-2.3% |
0.00 |
| Volume |
146 |
367 |
221 |
151.4% |
554 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.25 |
2,304.50 |
2,228.00 |
|
| R3 |
2,290.25 |
2,267.50 |
2,218.00 |
|
| R2 |
2,253.25 |
2,253.25 |
2,214.50 |
|
| R1 |
2,230.50 |
2,230.50 |
2,211.25 |
2,223.50 |
| PP |
2,216.25 |
2,216.25 |
2,216.25 |
2,212.75 |
| S1 |
2,193.50 |
2,193.50 |
2,204.25 |
2,186.50 |
| S2 |
2,179.25 |
2,179.25 |
2,201.00 |
|
| S3 |
2,142.25 |
2,156.50 |
2,197.50 |
|
| S4 |
2,105.25 |
2,119.50 |
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 |
2,239.00 |
2,135.00 |
104.00 |
4.7% |
46.50 |
2.1% |
70% |
True |
False |
204 |
| 10 |
2,369.00 |
2,135.00 |
234.00 |
10.6% |
51.25 |
2.3% |
31% |
False |
False |
191 |
| 20 |
2,394.25 |
2,135.00 |
259.25 |
11.7% |
52.25 |
2.4% |
28% |
False |
False |
123 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
16.6% |
52.00 |
2.4% |
47% |
False |
False |
88 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.6% |
53.75 |
2.4% |
47% |
False |
False |
85 |
| 80 |
2,401.25 |
2,029.25 |
372.00 |
16.8% |
46.25 |
2.1% |
48% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,396.25 |
|
2.618 |
2,335.75 |
|
1.618 |
2,298.75 |
|
1.000 |
2,276.00 |
|
0.618 |
2,261.75 |
|
HIGH |
2,239.00 |
|
0.618 |
2,224.75 |
|
0.500 |
2,220.50 |
|
0.382 |
2,216.25 |
|
LOW |
2,202.00 |
|
0.618 |
2,179.25 |
|
1.000 |
2,165.00 |
|
1.618 |
2,142.25 |
|
2.618 |
2,105.25 |
|
4.250 |
2,044.75 |
|
|