| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,369.3 |
1,379.4 |
10.1 |
0.7% |
1,380.0 |
| High |
1,389.4 |
1,381.5 |
-7.9 |
-0.6% |
1,383.7 |
| Low |
1,367.1 |
1,379.4 |
12.3 |
0.9% |
1,337.3 |
| Close |
1,385.8 |
1,381.6 |
-4.2 |
-0.3% |
1,360.3 |
| Range |
22.3 |
2.1 |
-20.2 |
-90.6% |
46.4 |
| ATR |
19.4 |
18.5 |
-0.9 |
-4.8% |
0.0 |
| Volume |
300 |
254 |
-46 |
-15.3% |
3,930 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,387.1 |
1,386.5 |
1,382.8 |
|
| R3 |
1,385.0 |
1,384.4 |
1,382.2 |
|
| R2 |
1,382.9 |
1,382.9 |
1,382.0 |
|
| R1 |
1,382.3 |
1,382.3 |
1,381.8 |
1,382.6 |
| PP |
1,380.8 |
1,380.8 |
1,380.8 |
1,381.0 |
| S1 |
1,380.2 |
1,380.2 |
1,381.4 |
1,380.5 |
| S2 |
1,378.7 |
1,378.7 |
1,381.2 |
|
| S3 |
1,376.6 |
1,378.1 |
1,381.0 |
|
| S4 |
1,374.5 |
1,376.0 |
1,380.4 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.6 |
1,476.4 |
1,385.8 |
|
| R3 |
1,453.2 |
1,430.0 |
1,373.1 |
|
| R2 |
1,406.8 |
1,406.8 |
1,368.8 |
|
| R1 |
1,383.6 |
1,383.6 |
1,364.6 |
1,372.0 |
| PP |
1,360.4 |
1,360.4 |
1,360.4 |
1,354.7 |
| S1 |
1,337.2 |
1,337.2 |
1,356.0 |
1,325.6 |
| S2 |
1,314.0 |
1,314.0 |
1,351.8 |
|
| S3 |
1,267.6 |
1,290.8 |
1,347.5 |
|
| S4 |
1,221.2 |
1,244.4 |
1,334.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,389.4 |
1,350.0 |
39.4 |
2.9% |
13.8 |
1.0% |
80% |
False |
False |
369 |
| 10 |
1,417.0 |
1,337.3 |
79.7 |
5.8% |
16.3 |
1.2% |
56% |
False |
False |
542 |
| 20 |
1,429.1 |
1,337.3 |
91.8 |
6.6% |
15.7 |
1.1% |
48% |
False |
False |
1,338 |
| 40 |
1,429.1 |
1,312.0 |
117.1 |
8.5% |
9.8 |
0.7% |
59% |
False |
False |
850 |
| 60 |
1,429.1 |
1,245.0 |
184.1 |
13.3% |
7.0 |
0.5% |
74% |
False |
False |
645 |
| 80 |
1,429.1 |
1,200.0 |
229.1 |
16.6% |
5.5 |
0.4% |
79% |
False |
False |
544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,390.4 |
|
2.618 |
1,387.0 |
|
1.618 |
1,384.9 |
|
1.000 |
1,383.6 |
|
0.618 |
1,382.8 |
|
HIGH |
1,381.5 |
|
0.618 |
1,380.7 |
|
0.500 |
1,380.5 |
|
0.382 |
1,380.2 |
|
LOW |
1,379.4 |
|
0.618 |
1,378.1 |
|
1.000 |
1,377.3 |
|
1.618 |
1,376.0 |
|
2.618 |
1,373.9 |
|
4.250 |
1,370.5 |
|
|