Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,722.0 |
1,723.9 |
1.9 |
0.1% |
1,727.1 |
High |
1,729.1 |
1,758.3 |
29.2 |
1.7% |
1,731.6 |
Low |
1,713.8 |
1,709.8 |
-4.0 |
-0.2% |
1,678.2 |
Close |
1,724.2 |
1,755.4 |
31.2 |
1.8% |
1,694.1 |
Range |
15.3 |
48.5 |
33.2 |
217.0% |
53.4 |
ATR |
33.4 |
34.5 |
1.1 |
3.2% |
0.0 |
Volume |
1,881 |
4,277 |
2,396 |
127.4% |
7,056 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,886.7 |
1,869.5 |
1,782.1 |
|
R3 |
1,838.2 |
1,821.0 |
1,768.7 |
|
R2 |
1,789.7 |
1,789.7 |
1,764.3 |
|
R1 |
1,772.5 |
1,772.5 |
1,759.8 |
1,781.1 |
PP |
1,741.2 |
1,741.2 |
1,741.2 |
1,745.5 |
S1 |
1,724.0 |
1,724.0 |
1,751.0 |
1,732.6 |
S2 |
1,692.7 |
1,692.7 |
1,746.5 |
|
S3 |
1,644.2 |
1,675.5 |
1,742.1 |
|
S4 |
1,595.7 |
1,627.0 |
1,728.7 |
|
|
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 |
1,758.3 |
1,685.1 |
73.2 |
4.2% |
29.0 |
1.6% |
96% |
True |
False |
2,119 |
10 |
1,788.9 |
1,678.2 |
110.7 |
6.3% |
33.0 |
1.9% |
70% |
False |
False |
1,946 |
20 |
1,808.5 |
1,678.2 |
130.3 |
7.4% |
31.2 |
1.8% |
59% |
False |
False |
1,434 |
40 |
1,808.5 |
1,611.8 |
196.7 |
11.2% |
30.1 |
1.7% |
73% |
False |
False |
941 |
60 |
1,890.9 |
1,544.1 |
346.8 |
19.8% |
37.6 |
2.1% |
61% |
False |
False |
775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,964.4 |
2.618 |
1,885.3 |
1.618 |
1,836.8 |
1.000 |
1,806.8 |
0.618 |
1,788.3 |
HIGH |
1,758.3 |
0.618 |
1,739.8 |
0.500 |
1,734.1 |
0.382 |
1,728.3 |
LOW |
1,709.8 |
0.618 |
1,679.8 |
1.000 |
1,661.3 |
1.618 |
1,631.3 |
2.618 |
1,582.8 |
4.250 |
1,503.7 |
|
|