Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,685.6 |
1,706.0 |
20.4 |
1.2% |
1,802.3 |
High |
1,714.2 |
1,718.4 |
4.2 |
0.2% |
1,802.3 |
Low |
1,683.6 |
1,687.1 |
3.5 |
0.2% |
1,719.8 |
Close |
1,710.8 |
1,704.3 |
-6.5 |
-0.4% |
1,732.6 |
Range |
30.6 |
31.3 |
0.7 |
2.3% |
82.5 |
ATR |
36.2 |
35.8 |
-0.3 |
-1.0% |
0.0 |
Volume |
3,318 |
1,112 |
-2,206 |
-66.5% |
6,209 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,797.2 |
1,782.0 |
1,721.5 |
|
R3 |
1,765.9 |
1,750.7 |
1,712.9 |
|
R2 |
1,734.6 |
1,734.6 |
1,710.0 |
|
R1 |
1,719.4 |
1,719.4 |
1,707.2 |
1,711.4 |
PP |
1,703.3 |
1,703.3 |
1,703.3 |
1,699.2 |
S1 |
1,688.1 |
1,688.1 |
1,701.4 |
1,680.1 |
S2 |
1,672.0 |
1,672.0 |
1,698.6 |
|
S3 |
1,640.7 |
1,656.8 |
1,695.7 |
|
S4 |
1,609.4 |
1,625.5 |
1,687.1 |
|
|
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 |
1,772.9 |
1,678.2 |
94.7 |
5.6% |
38.2 |
2.2% |
28% |
False |
False |
1,805 |
10 |
1,802.3 |
1,678.2 |
124.1 |
7.3% |
33.7 |
2.0% |
21% |
False |
False |
1,340 |
20 |
1,808.5 |
1,678.2 |
130.3 |
7.6% |
32.3 |
1.9% |
20% |
False |
False |
1,047 |
40 |
1,808.5 |
1,596.3 |
212.2 |
12.5% |
31.7 |
1.9% |
51% |
False |
False |
739 |
60 |
1,928.3 |
1,544.1 |
384.2 |
22.5% |
38.1 |
2.2% |
42% |
False |
False |
640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,851.4 |
2.618 |
1,800.3 |
1.618 |
1,769.0 |
1.000 |
1,749.7 |
0.618 |
1,737.7 |
HIGH |
1,718.4 |
0.618 |
1,706.4 |
0.500 |
1,702.8 |
0.382 |
1,699.1 |
LOW |
1,687.1 |
0.618 |
1,667.8 |
1.000 |
1,655.8 |
1.618 |
1,636.5 |
2.618 |
1,605.2 |
4.250 |
1,554.1 |
|
|