Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,723.9 |
1,758.1 |
34.2 |
2.0% |
1,727.1 |
High |
1,758.3 |
1,762.8 |
4.5 |
0.3% |
1,731.6 |
Low |
1,709.8 |
1,744.4 |
34.6 |
2.0% |
1,678.2 |
Close |
1,755.4 |
1,745.1 |
-10.3 |
-0.6% |
1,694.1 |
Range |
48.5 |
18.4 |
-30.1 |
-62.1% |
53.4 |
ATR |
34.5 |
33.3 |
-1.1 |
-3.3% |
0.0 |
Volume |
4,277 |
4,035 |
-242 |
-5.7% |
7,056 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.0 |
1,793.9 |
1,755.2 |
|
R3 |
1,787.6 |
1,775.5 |
1,750.2 |
|
R2 |
1,769.2 |
1,769.2 |
1,748.5 |
|
R1 |
1,757.1 |
1,757.1 |
1,746.8 |
1,754.0 |
PP |
1,750.8 |
1,750.8 |
1,750.8 |
1,749.2 |
S1 |
1,738.7 |
1,738.7 |
1,743.4 |
1,735.6 |
S2 |
1,732.4 |
1,732.4 |
1,741.7 |
|
S3 |
1,714.0 |
1,720.3 |
1,740.0 |
|
S4 |
1,695.6 |
1,701.9 |
1,735.0 |
|
|
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 |
1,762.8 |
1,685.1 |
77.7 |
4.5% |
26.4 |
1.5% |
77% |
True |
False |
2,703 |
10 |
1,772.9 |
1,678.2 |
94.7 |
5.4% |
32.3 |
1.9% |
71% |
False |
False |
2,254 |
20 |
1,808.5 |
1,678.2 |
130.3 |
7.5% |
30.7 |
1.8% |
51% |
False |
False |
1,570 |
40 |
1,808.5 |
1,611.8 |
196.7 |
11.3% |
29.7 |
1.7% |
68% |
False |
False |
1,032 |
60 |
1,890.9 |
1,544.1 |
346.8 |
19.9% |
36.6 |
2.1% |
58% |
False |
False |
818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,841.0 |
2.618 |
1,811.0 |
1.618 |
1,792.6 |
1.000 |
1,781.2 |
0.618 |
1,774.2 |
HIGH |
1,762.8 |
0.618 |
1,755.8 |
0.500 |
1,753.6 |
0.382 |
1,751.4 |
LOW |
1,744.4 |
0.618 |
1,733.0 |
1.000 |
1,726.0 |
1.618 |
1,714.6 |
2.618 |
1,696.2 |
4.250 |
1,666.2 |
|
|