Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,700.0 |
1,700.6 |
0.6 |
0.0% |
1,727.1 |
High |
1,707.0 |
1,728.4 |
21.4 |
1.3% |
1,731.6 |
Low |
1,685.1 |
1,700.6 |
15.5 |
0.9% |
1,678.2 |
Close |
1,694.1 |
1,720.3 |
26.2 |
1.5% |
1,694.1 |
Range |
21.9 |
27.8 |
5.9 |
26.9% |
53.4 |
ATR |
34.8 |
34.8 |
0.0 |
-0.1% |
0.0 |
Volume |
2,264 |
1,061 |
-1,203 |
-53.1% |
7,056 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.8 |
1,787.9 |
1,735.6 |
|
R3 |
1,772.0 |
1,760.1 |
1,727.9 |
|
R2 |
1,744.2 |
1,744.2 |
1,725.4 |
|
R1 |
1,732.3 |
1,732.3 |
1,722.8 |
1,738.3 |
PP |
1,716.4 |
1,716.4 |
1,716.4 |
1,719.4 |
S1 |
1,704.5 |
1,704.5 |
1,717.8 |
1,710.5 |
S2 |
1,688.6 |
1,688.6 |
1,715.2 |
|
S3 |
1,660.8 |
1,676.7 |
1,712.7 |
|
S4 |
1,633.0 |
1,648.9 |
1,705.0 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.5 |
1,831.2 |
1,723.5 |
|
R3 |
1,808.1 |
1,777.8 |
1,708.8 |
|
R2 |
1,754.7 |
1,754.7 |
1,703.9 |
|
R1 |
1,724.4 |
1,724.4 |
1,699.0 |
1,712.9 |
PP |
1,701.3 |
1,701.3 |
1,701.3 |
1,695.5 |
S1 |
1,671.0 |
1,671.0 |
1,689.2 |
1,659.5 |
S2 |
1,647.9 |
1,647.9 |
1,684.3 |
|
S3 |
1,594.5 |
1,617.6 |
1,679.4 |
|
S4 |
1,541.1 |
1,564.2 |
1,664.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,731.6 |
1,678.2 |
53.4 |
3.1% |
33.0 |
1.9% |
79% |
False |
False |
1,623 |
10 |
1,802.3 |
1,678.2 |
124.1 |
7.2% |
31.0 |
1.8% |
34% |
False |
False |
1,432 |
20 |
1,808.5 |
1,678.2 |
130.3 |
7.6% |
31.8 |
1.9% |
32% |
False |
False |
1,153 |
40 |
1,808.5 |
1,604.5 |
204.0 |
11.9% |
31.3 |
1.8% |
57% |
False |
False |
803 |
60 |
1,928.3 |
1,544.1 |
384.2 |
22.3% |
38.4 |
2.2% |
46% |
False |
False |
690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,846.6 |
2.618 |
1,801.2 |
1.618 |
1,773.4 |
1.000 |
1,756.2 |
0.618 |
1,745.6 |
HIGH |
1,728.4 |
0.618 |
1,717.8 |
0.500 |
1,714.5 |
0.382 |
1,711.2 |
LOW |
1,700.6 |
0.618 |
1,683.4 |
1.000 |
1,672.8 |
1.618 |
1,655.6 |
2.618 |
1,627.8 |
4.250 |
1,582.5 |
|
|