Day Change Summary |
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Previous |
Current |
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07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,417.0 |
5,524.5 |
107.5 |
2.0% |
5,577.5 |
High |
5,505.0 |
5,564.5 |
59.5 |
1.1% |
5,582.0 |
Low |
5,411.5 |
5,524.5 |
113.0 |
2.1% |
5,299.5 |
Close |
5,461.0 |
5,528.5 |
67.5 |
1.2% |
5,496.5 |
Range |
93.5 |
40.0 |
-53.5 |
-57.2% |
282.5 |
ATR |
104.7 |
104.6 |
-0.1 |
-0.1% |
0.0 |
Volume |
37 |
23 |
-14 |
-37.8% |
210 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,659.0 |
5,634.0 |
5,550.5 |
|
R3 |
5,619.0 |
5,594.0 |
5,539.5 |
|
R2 |
5,579.0 |
5,579.0 |
5,536.0 |
|
R1 |
5,554.0 |
5,554.0 |
5,532.0 |
5,566.5 |
PP |
5,539.0 |
5,539.0 |
5,539.0 |
5,545.5 |
S1 |
5,514.0 |
5,514.0 |
5,525.0 |
5,526.5 |
S2 |
5,499.0 |
5,499.0 |
5,521.0 |
|
S3 |
5,459.0 |
5,474.0 |
5,517.5 |
|
S4 |
5,419.0 |
5,434.0 |
5,506.5 |
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|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,307.0 |
6,184.0 |
5,652.0 |
|
R3 |
6,024.5 |
5,901.5 |
5,574.0 |
|
R2 |
5,742.0 |
5,742.0 |
5,548.5 |
|
R1 |
5,619.0 |
5,619.0 |
5,522.5 |
5,539.0 |
PP |
5,459.5 |
5,459.5 |
5,459.5 |
5,419.5 |
S1 |
5,336.5 |
5,336.5 |
5,470.5 |
5,257.0 |
S2 |
5,177.0 |
5,177.0 |
5,444.5 |
|
S3 |
4,894.5 |
5,054.0 |
5,419.0 |
|
S4 |
4,612.0 |
4,771.5 |
5,341.0 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,564.5 |
5,346.5 |
218.0 |
3.9% |
86.0 |
1.6% |
83% |
True |
False |
46 |
10 |
5,709.0 |
5,299.5 |
409.5 |
7.4% |
84.5 |
1.5% |
56% |
False |
False |
95 |
20 |
5,709.0 |
5,299.5 |
409.5 |
7.4% |
77.5 |
1.4% |
56% |
False |
False |
71 |
40 |
5,709.0 |
4,887.5 |
821.5 |
14.9% |
60.5 |
1.1% |
78% |
False |
False |
49 |
60 |
5,709.0 |
4,887.5 |
821.5 |
14.9% |
43.5 |
0.8% |
78% |
False |
False |
34 |
80 |
5,829.5 |
4,887.5 |
942.0 |
17.0% |
35.5 |
0.6% |
68% |
False |
False |
27 |
|
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Fibonacci Retracements and Extensions |
4.250 |
5,734.5 |
2.618 |
5,669.0 |
1.618 |
5,629.0 |
1.000 |
5,604.5 |
0.618 |
5,589.0 |
HIGH |
5,564.5 |
0.618 |
5,549.0 |
0.500 |
5,544.5 |
0.382 |
5,540.0 |
LOW |
5,524.5 |
0.618 |
5,500.0 |
1.000 |
5,484.5 |
1.618 |
5,460.0 |
2.618 |
5,420.0 |
4.250 |
5,354.5 |
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