| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,195.75 |
2,283.25 |
87.50 |
4.0% |
2,243.50 |
| High |
2,291.50 |
2,308.75 |
17.25 |
0.8% |
2,243.50 |
| Low |
2,190.25 |
2,280.50 |
90.25 |
4.1% |
2,135.00 |
| Close |
2,290.50 |
2,304.75 |
14.25 |
0.6% |
2,143.25 |
| Range |
101.25 |
28.25 |
-73.00 |
-72.1% |
108.50 |
| ATR |
57.16 |
55.10 |
-2.07 |
-3.6% |
0.00 |
| Volume |
168 |
642 |
474 |
282.1% |
554 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.75 |
2,372.00 |
2,320.25 |
|
| R3 |
2,354.50 |
2,343.75 |
2,312.50 |
|
| R2 |
2,326.25 |
2,326.25 |
2,310.00 |
|
| R1 |
2,315.50 |
2,315.50 |
2,307.25 |
2,321.00 |
| PP |
2,298.00 |
2,298.00 |
2,298.00 |
2,300.75 |
| S1 |
2,287.25 |
2,287.25 |
2,302.25 |
2,292.50 |
| S2 |
2,269.75 |
2,269.75 |
2,299.50 |
|
| S3 |
2,241.50 |
2,259.00 |
2,297.00 |
|
| S4 |
2,213.25 |
2,230.75 |
2,289.25 |
|
|
| 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 |
2,308.75 |
2,135.00 |
173.75 |
7.5% |
53.50 |
2.3% |
98% |
True |
False |
325 |
| 10 |
2,328.75 |
2,135.00 |
193.75 |
8.4% |
53.00 |
2.3% |
88% |
False |
False |
204 |
| 20 |
2,394.25 |
2,135.00 |
259.25 |
11.2% |
53.50 |
2.3% |
65% |
False |
False |
159 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.6% |
51.25 |
2.2% |
64% |
False |
False |
107 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.9% |
54.50 |
2.4% |
74% |
False |
False |
98 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.9% |
47.75 |
2.1% |
74% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.75 |
|
2.618 |
2,382.75 |
|
1.618 |
2,354.50 |
|
1.000 |
2,337.00 |
|
0.618 |
2,326.25 |
|
HIGH |
2,308.75 |
|
0.618 |
2,298.00 |
|
0.500 |
2,294.50 |
|
0.382 |
2,291.25 |
|
LOW |
2,280.50 |
|
0.618 |
2,263.00 |
|
1.000 |
2,252.25 |
|
1.618 |
2,234.75 |
|
2.618 |
2,206.50 |
|
4.250 |
2,160.50 |
|
|