| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,208.25 |
2,195.75 |
-12.50 |
-0.6% |
2,243.50 |
| High |
2,239.00 |
2,291.50 |
52.50 |
2.3% |
2,243.50 |
| Low |
2,202.00 |
2,190.25 |
-11.75 |
-0.5% |
2,135.00 |
| Close |
2,207.75 |
2,290.50 |
82.75 |
3.7% |
2,143.25 |
| Range |
37.00 |
101.25 |
64.25 |
173.6% |
108.50 |
| ATR |
53.77 |
57.16 |
3.39 |
6.3% |
0.00 |
| Volume |
367 |
168 |
-199 |
-54.2% |
554 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,561.25 |
2,527.00 |
2,346.25 |
|
| R3 |
2,460.00 |
2,425.75 |
2,318.25 |
|
| R2 |
2,358.75 |
2,358.75 |
2,309.00 |
|
| R1 |
2,324.50 |
2,324.50 |
2,299.75 |
2,341.50 |
| PP |
2,257.50 |
2,257.50 |
2,257.50 |
2,266.00 |
| S1 |
2,223.25 |
2,223.25 |
2,281.25 |
2,240.50 |
| S2 |
2,156.25 |
2,156.25 |
2,272.00 |
|
| S3 |
2,055.00 |
2,122.00 |
2,262.75 |
|
| S4 |
1,953.75 |
2,020.75 |
2,234.75 |
|
|
| 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 |
2,291.50 |
2,135.00 |
156.50 |
6.8% |
59.50 |
2.6% |
99% |
True |
False |
220 |
| 10 |
2,360.00 |
2,135.00 |
225.00 |
9.8% |
55.25 |
2.4% |
69% |
False |
False |
144 |
| 20 |
2,394.25 |
2,135.00 |
259.25 |
11.3% |
53.75 |
2.3% |
60% |
False |
False |
129 |
| 40 |
2,401.25 |
2,099.00 |
302.25 |
13.2% |
52.50 |
2.3% |
63% |
False |
False |
92 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.0% |
54.50 |
2.4% |
70% |
False |
False |
88 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.0% |
47.50 |
2.1% |
70% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,721.75 |
|
2.618 |
2,556.50 |
|
1.618 |
2,455.25 |
|
1.000 |
2,392.75 |
|
0.618 |
2,354.00 |
|
HIGH |
2,291.50 |
|
0.618 |
2,252.75 |
|
0.500 |
2,241.00 |
|
0.382 |
2,229.00 |
|
LOW |
2,190.25 |
|
0.618 |
2,127.75 |
|
1.000 |
2,089.00 |
|
1.618 |
2,026.50 |
|
2.618 |
1,925.25 |
|
4.250 |
1,760.00 |
|
|