Day Change Summary |
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Previous |
Current |
|
|
|
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18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,724.6 |
1,727.1 |
2.5 |
0.1% |
1,802.3 |
High |
1,742.8 |
1,731.6 |
-11.2 |
-0.6% |
1,802.3 |
Low |
1,719.8 |
1,678.2 |
-41.6 |
-2.4% |
1,719.8 |
Close |
1,732.6 |
1,686.6 |
-46.0 |
-2.7% |
1,732.6 |
Range |
23.0 |
53.4 |
30.4 |
132.2% |
82.5 |
ATR |
35.2 |
36.6 |
1.4 |
3.9% |
0.0 |
Volume |
2,671 |
362 |
-2,309 |
-86.4% |
6,209 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.0 |
1,826.2 |
1,716.0 |
|
R3 |
1,805.6 |
1,772.8 |
1,701.3 |
|
R2 |
1,752.2 |
1,752.2 |
1,696.4 |
|
R1 |
1,719.4 |
1,719.4 |
1,691.5 |
1,709.1 |
PP |
1,698.8 |
1,698.8 |
1,698.8 |
1,693.7 |
S1 |
1,666.0 |
1,666.0 |
1,681.7 |
1,655.7 |
S2 |
1,645.4 |
1,645.4 |
1,676.8 |
|
S3 |
1,592.0 |
1,612.6 |
1,671.9 |
|
S4 |
1,538.6 |
1,559.2 |
1,657.2 |
|
|
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 |
1,791.9 |
1,678.2 |
113.7 |
6.7% |
35.6 |
2.1% |
7% |
False |
True |
1,170 |
10 |
1,808.5 |
1,678.2 |
130.3 |
7.7% |
32.9 |
2.0% |
6% |
False |
True |
995 |
20 |
1,808.5 |
1,656.8 |
151.7 |
9.0% |
33.4 |
2.0% |
20% |
False |
False |
888 |
40 |
1,808.5 |
1,596.3 |
212.2 |
12.6% |
32.7 |
1.9% |
43% |
False |
False |
650 |
60 |
1,928.3 |
1,544.1 |
384.2 |
22.8% |
38.8 |
2.3% |
37% |
False |
False |
576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.6 |
2.618 |
1,871.4 |
1.618 |
1,818.0 |
1.000 |
1,785.0 |
0.618 |
1,764.6 |
HIGH |
1,731.6 |
0.618 |
1,711.2 |
0.500 |
1,704.9 |
0.382 |
1,698.6 |
LOW |
1,678.2 |
0.618 |
1,645.2 |
1.000 |
1,624.8 |
1.618 |
1,591.8 |
2.618 |
1,538.4 |
4.250 |
1,451.3 |
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