Day Change Summary |
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Previous |
Current |
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|
|
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17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,771.5 |
1,724.6 |
-46.9 |
-2.6% |
1,802.3 |
High |
1,772.9 |
1,742.8 |
-30.1 |
-1.7% |
1,802.3 |
Low |
1,720.0 |
1,719.8 |
-0.2 |
0.0% |
1,719.8 |
Close |
1,727.5 |
1,732.6 |
5.1 |
0.3% |
1,732.6 |
Range |
52.9 |
23.0 |
-29.9 |
-56.5% |
82.5 |
ATR |
36.2 |
35.2 |
-0.9 |
-2.6% |
0.0 |
Volume |
1,565 |
2,671 |
1,106 |
70.7% |
6,209 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,800.7 |
1,789.7 |
1,745.3 |
|
R3 |
1,777.7 |
1,766.7 |
1,738.9 |
|
R2 |
1,754.7 |
1,754.7 |
1,736.8 |
|
R1 |
1,743.7 |
1,743.7 |
1,734.7 |
1,749.2 |
PP |
1,731.7 |
1,731.7 |
1,731.7 |
1,734.5 |
S1 |
1,720.7 |
1,720.7 |
1,730.5 |
1,726.2 |
S2 |
1,708.7 |
1,708.7 |
1,728.4 |
|
S3 |
1,685.7 |
1,697.7 |
1,726.3 |
|
S4 |
1,662.7 |
1,674.7 |
1,720.0 |
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|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.1 |
1,948.3 |
1,778.0 |
|
R3 |
1,916.6 |
1,865.8 |
1,755.3 |
|
R2 |
1,834.1 |
1,834.1 |
1,747.7 |
|
R1 |
1,783.3 |
1,783.3 |
1,740.2 |
1,767.5 |
PP |
1,751.6 |
1,751.6 |
1,751.6 |
1,743.6 |
S1 |
1,700.8 |
1,700.8 |
1,725.0 |
1,685.0 |
S2 |
1,669.1 |
1,669.1 |
1,717.5 |
|
S3 |
1,586.6 |
1,618.3 |
1,709.9 |
|
S4 |
1,504.1 |
1,535.8 |
1,687.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,802.3 |
1,719.8 |
82.5 |
4.8% |
28.9 |
1.7% |
16% |
False |
True |
1,241 |
10 |
1,808.5 |
1,719.8 |
88.7 |
5.1% |
31.9 |
1.8% |
14% |
False |
True |
968 |
20 |
1,808.5 |
1,642.7 |
165.8 |
9.6% |
31.7 |
1.8% |
54% |
False |
False |
882 |
40 |
1,808.5 |
1,544.1 |
264.4 |
15.3% |
34.5 |
2.0% |
71% |
False |
False |
665 |
60 |
1,928.3 |
1,544.1 |
384.2 |
22.2% |
39.0 |
2.2% |
49% |
False |
False |
578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,840.6 |
2.618 |
1,803.0 |
1.618 |
1,780.0 |
1.000 |
1,765.8 |
0.618 |
1,757.0 |
HIGH |
1,742.8 |
0.618 |
1,734.0 |
0.500 |
1,731.3 |
0.382 |
1,728.6 |
LOW |
1,719.8 |
0.618 |
1,705.6 |
1.000 |
1,696.8 |
1.618 |
1,682.6 |
2.618 |
1,659.6 |
4.250 |
1,622.1 |
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