Day Change Summary |
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Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,178.00 |
1,179.00 |
1.00 |
0.1% |
1,193.25 |
High |
1,192.00 |
1,234.50 |
42.50 |
3.6% |
1,193.25 |
Low |
1,178.00 |
1,179.00 |
1.00 |
0.1% |
1,140.25 |
Close |
1,185.25 |
1,234.50 |
49.25 |
4.2% |
1,142.25 |
Range |
14.00 |
55.50 |
41.50 |
296.4% |
53.00 |
ATR |
23.60 |
25.88 |
2.28 |
9.7% |
0.00 |
Volume |
973 |
23 |
-950 |
-97.6% |
50 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.50 |
1,364.00 |
1,265.00 |
|
R3 |
1,327.00 |
1,308.50 |
1,249.75 |
|
R2 |
1,271.50 |
1,271.50 |
1,244.75 |
|
R1 |
1,253.00 |
1,253.00 |
1,239.50 |
1,262.25 |
PP |
1,216.00 |
1,216.00 |
1,216.00 |
1,220.50 |
S1 |
1,197.50 |
1,197.50 |
1,229.50 |
1,206.75 |
S2 |
1,160.50 |
1,160.50 |
1,224.25 |
|
S3 |
1,105.00 |
1,142.00 |
1,219.25 |
|
S4 |
1,049.50 |
1,086.50 |
1,204.00 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.50 |
1,283.00 |
1,171.50 |
|
R3 |
1,264.50 |
1,230.00 |
1,156.75 |
|
R2 |
1,211.50 |
1,211.50 |
1,152.00 |
|
R1 |
1,177.00 |
1,177.00 |
1,147.00 |
1,167.75 |
PP |
1,158.50 |
1,158.50 |
1,158.50 |
1,154.00 |
S1 |
1,124.00 |
1,124.00 |
1,137.50 |
1,114.75 |
S2 |
1,105.50 |
1,105.50 |
1,132.50 |
|
S3 |
1,052.50 |
1,071.00 |
1,127.75 |
|
S4 |
999.50 |
1,018.00 |
1,113.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.50 |
1,140.25 |
94.25 |
7.6% |
24.50 |
2.0% |
100% |
True |
False |
222 |
10 |
1,234.50 |
1,140.25 |
94.25 |
7.6% |
16.50 |
1.3% |
100% |
True |
False |
113 |
20 |
1,262.00 |
1,140.25 |
121.75 |
9.9% |
17.75 |
1.4% |
77% |
False |
False |
123 |
40 |
1,277.25 |
1,095.75 |
181.50 |
14.7% |
21.75 |
1.8% |
76% |
False |
False |
70 |
60 |
1,277.25 |
1,057.50 |
219.75 |
17.8% |
24.25 |
2.0% |
81% |
False |
False |
52 |
80 |
1,277.25 |
1,057.50 |
219.75 |
17.8% |
19.75 |
1.6% |
81% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.50 |
2.618 |
1,379.75 |
1.618 |
1,324.25 |
1.000 |
1,290.00 |
0.618 |
1,268.75 |
HIGH |
1,234.50 |
0.618 |
1,213.25 |
0.500 |
1,206.75 |
0.382 |
1,200.25 |
LOW |
1,179.00 |
0.618 |
1,144.75 |
1.000 |
1,123.50 |
1.618 |
1,089.25 |
2.618 |
1,033.75 |
4.250 |
943.00 |
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