Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,361.0 |
5,286.5 |
-74.5 |
-1.4% |
5,516.0 |
High |
5,361.0 |
5,286.5 |
-74.5 |
-1.4% |
5,530.5 |
Low |
5,310.0 |
5,168.0 |
-142.0 |
-2.7% |
5,310.0 |
Close |
5,335.0 |
5,192.5 |
-142.5 |
-2.7% |
5,335.0 |
Range |
51.0 |
118.5 |
67.5 |
132.4% |
220.5 |
ATR |
100.4 |
105.1 |
4.8 |
4.7% |
0.0 |
Volume |
201 |
9 |
-192 |
-95.5% |
980 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,571.0 |
5,500.5 |
5,257.5 |
|
R3 |
5,452.5 |
5,382.0 |
5,225.0 |
|
R2 |
5,334.0 |
5,334.0 |
5,214.0 |
|
R1 |
5,263.5 |
5,263.5 |
5,203.5 |
5,239.5 |
PP |
5,215.5 |
5,215.5 |
5,215.5 |
5,204.0 |
S1 |
5,145.0 |
5,145.0 |
5,181.5 |
5,121.0 |
S2 |
5,097.0 |
5,097.0 |
5,171.0 |
|
S3 |
4,978.5 |
5,026.5 |
5,160.0 |
|
S4 |
4,860.0 |
4,908.0 |
5,127.5 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,053.5 |
5,914.5 |
5,456.5 |
|
R3 |
5,833.0 |
5,694.0 |
5,395.5 |
|
R2 |
5,612.5 |
5,612.5 |
5,375.5 |
|
R1 |
5,473.5 |
5,473.5 |
5,355.0 |
5,433.0 |
PP |
5,392.0 |
5,392.0 |
5,392.0 |
5,371.5 |
S1 |
5,253.0 |
5,253.0 |
5,315.0 |
5,212.0 |
S2 |
5,171.5 |
5,171.5 |
5,294.5 |
|
S3 |
4,951.0 |
5,032.5 |
5,274.5 |
|
S4 |
4,730.5 |
4,812.0 |
5,213.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,525.0 |
5,168.0 |
357.0 |
6.9% |
88.5 |
1.7% |
7% |
False |
True |
182 |
10 |
5,564.5 |
5,168.0 |
396.5 |
7.6% |
75.5 |
1.5% |
6% |
False |
True |
111 |
20 |
5,709.0 |
5,168.0 |
541.0 |
10.4% |
82.0 |
1.6% |
5% |
False |
True |
104 |
40 |
5,709.0 |
4,896.0 |
813.0 |
15.7% |
68.5 |
1.3% |
36% |
False |
False |
74 |
60 |
5,709.0 |
4,887.5 |
821.5 |
15.8% |
53.0 |
1.0% |
37% |
False |
False |
52 |
80 |
5,709.0 |
4,887.5 |
821.5 |
15.8% |
44.0 |
0.8% |
37% |
False |
False |
40 |
100 |
5,960.5 |
4,887.5 |
1,073.0 |
20.7% |
35.5 |
0.7% |
28% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,790.0 |
2.618 |
5,596.5 |
1.618 |
5,478.0 |
1.000 |
5,405.0 |
0.618 |
5,359.5 |
HIGH |
5,286.5 |
0.618 |
5,241.0 |
0.500 |
5,227.0 |
0.382 |
5,213.5 |
LOW |
5,168.0 |
0.618 |
5,095.0 |
1.000 |
5,049.5 |
1.618 |
4,976.5 |
2.618 |
4,858.0 |
4.250 |
4,664.5 |
|
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