| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,334.24 |
2,345.27 |
11.03 |
0.5% |
2,353.82 |
| High |
2,375.10 |
2,365.13 |
-9.97 |
-0.4% |
2,402.51 |
| Low |
2,331.75 |
2,322.05 |
-9.70 |
-0.4% |
2,290.53 |
| Close |
2,366.24 |
2,324.37 |
-41.87 |
-1.8% |
2,355.78 |
| Range |
43.35 |
43.08 |
-0.27 |
-0.6% |
111.98 |
| ATR |
50.67 |
50.21 |
-0.46 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,466.42 |
2,438.48 |
2,348.06 |
|
| R3 |
2,423.34 |
2,395.40 |
2,336.22 |
|
| R2 |
2,380.26 |
2,380.26 |
2,332.27 |
|
| R1 |
2,352.32 |
2,352.32 |
2,328.32 |
2,344.75 |
| PP |
2,337.18 |
2,337.18 |
2,337.18 |
2,333.40 |
| S1 |
2,309.24 |
2,309.24 |
2,320.42 |
2,301.67 |
| S2 |
2,294.10 |
2,294.10 |
2,316.47 |
|
| S3 |
2,251.02 |
2,266.16 |
2,312.52 |
|
| S4 |
2,207.94 |
2,223.08 |
2,300.68 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,685.55 |
2,632.64 |
2,417.37 |
|
| R3 |
2,573.57 |
2,520.66 |
2,386.57 |
|
| R2 |
2,461.59 |
2,461.59 |
2,376.31 |
|
| R1 |
2,408.68 |
2,408.68 |
2,366.04 |
2,435.14 |
| PP |
2,349.61 |
2,349.61 |
2,349.61 |
2,362.83 |
| S1 |
2,296.70 |
2,296.70 |
2,345.52 |
2,323.16 |
| S2 |
2,237.63 |
2,237.63 |
2,335.25 |
|
| S3 |
2,125.65 |
2,184.72 |
2,324.99 |
|
| S4 |
2,013.67 |
2,072.74 |
2,294.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,375.10 |
2,290.53 |
84.57 |
3.6% |
39.24 |
1.7% |
40% |
False |
False |
|
| 10 |
2,402.51 |
2,290.53 |
111.98 |
4.8% |
41.81 |
1.8% |
30% |
False |
False |
|
| 20 |
2,412.52 |
2,274.49 |
138.03 |
5.9% |
40.55 |
1.7% |
36% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
15.9% |
47.32 |
2.0% |
76% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
15.9% |
47.49 |
2.0% |
76% |
False |
False |
|
| 80 |
2,416.22 |
2,034.92 |
381.30 |
16.4% |
52.03 |
2.2% |
76% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
47.54 |
2.0% |
72% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
44.79 |
1.9% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,548.22 |
|
2.618 |
2,477.91 |
|
1.618 |
2,434.83 |
|
1.000 |
2,408.21 |
|
0.618 |
2,391.75 |
|
HIGH |
2,365.13 |
|
0.618 |
2,348.67 |
|
0.500 |
2,343.59 |
|
0.382 |
2,338.51 |
|
LOW |
2,322.05 |
|
0.618 |
2,295.43 |
|
1.000 |
2,278.97 |
|
1.618 |
2,252.35 |
|
2.618 |
2,209.27 |
|
4.250 |
2,138.96 |
|
|