Day Change Summary |
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Previous |
Current |
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21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,727.1 |
1,685.6 |
-41.5 |
-2.4% |
1,802.3 |
High |
1,731.6 |
1,714.2 |
-17.4 |
-1.0% |
1,802.3 |
Low |
1,678.2 |
1,683.6 |
5.4 |
0.3% |
1,719.8 |
Close |
1,686.6 |
1,710.8 |
24.2 |
1.4% |
1,732.6 |
Range |
53.4 |
30.6 |
-22.8 |
-42.7% |
82.5 |
ATR |
36.6 |
36.2 |
-0.4 |
-1.2% |
0.0 |
Volume |
362 |
3,318 |
2,956 |
816.6% |
6,209 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,794.7 |
1,783.3 |
1,727.6 |
|
R3 |
1,764.1 |
1,752.7 |
1,719.2 |
|
R2 |
1,733.5 |
1,733.5 |
1,716.4 |
|
R1 |
1,722.1 |
1,722.1 |
1,713.6 |
1,727.8 |
PP |
1,702.9 |
1,702.9 |
1,702.9 |
1,705.7 |
S1 |
1,691.5 |
1,691.5 |
1,708.0 |
1,697.2 |
S2 |
1,672.3 |
1,672.3 |
1,705.2 |
|
S3 |
1,641.7 |
1,660.9 |
1,702.4 |
|
S4 |
1,611.1 |
1,630.3 |
1,694.0 |
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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 |
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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 |
1,788.9 |
1,678.2 |
110.7 |
6.5% |
37.1 |
2.2% |
29% |
False |
False |
1,773 |
10 |
1,802.5 |
1,678.2 |
124.3 |
7.3% |
33.6 |
2.0% |
26% |
False |
False |
1,257 |
20 |
1,808.5 |
1,678.2 |
130.3 |
7.6% |
32.1 |
1.9% |
25% |
False |
False |
1,031 |
40 |
1,808.5 |
1,596.3 |
212.2 |
12.4% |
32.0 |
1.9% |
54% |
False |
False |
719 |
60 |
1,928.3 |
1,544.1 |
384.2 |
22.5% |
38.4 |
2.2% |
43% |
False |
False |
627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,844.3 |
2.618 |
1,794.3 |
1.618 |
1,763.7 |
1.000 |
1,744.8 |
0.618 |
1,733.1 |
HIGH |
1,714.2 |
0.618 |
1,702.5 |
0.500 |
1,698.9 |
0.382 |
1,695.3 |
LOW |
1,683.6 |
0.618 |
1,664.7 |
1.000 |
1,653.0 |
1.618 |
1,634.1 |
2.618 |
1,603.5 |
4.250 |
1,553.6 |
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