| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
11,990 |
11,775 |
-215 |
-1.8% |
12,040 |
| High |
11,990 |
11,841 |
-149 |
-1.2% |
12,040 |
| Low |
11,632 |
11,617 |
-15 |
-0.1% |
11,498 |
| Close |
11,663 |
11,785 |
122 |
1.0% |
11,871 |
| Range |
358 |
224 |
-134 |
-37.4% |
542 |
| ATR |
239 |
238 |
-1 |
-0.4% |
0 |
| Volume |
19 |
50 |
31 |
163.2% |
118 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,420 |
12,326 |
11,908 |
|
| R3 |
12,196 |
12,102 |
11,847 |
|
| R2 |
11,972 |
11,972 |
11,826 |
|
| R1 |
11,878 |
11,878 |
11,806 |
11,925 |
| PP |
11,748 |
11,748 |
11,748 |
11,771 |
| S1 |
11,654 |
11,654 |
11,765 |
11,701 |
| S2 |
11,524 |
11,524 |
11,744 |
|
| S3 |
11,300 |
11,430 |
11,724 |
|
| S4 |
11,076 |
11,206 |
11,662 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,429 |
13,192 |
12,169 |
|
| R3 |
12,887 |
12,650 |
12,020 |
|
| R2 |
12,345 |
12,345 |
11,970 |
|
| R1 |
12,108 |
12,108 |
11,921 |
11,956 |
| PP |
11,803 |
11,803 |
11,803 |
11,727 |
| S1 |
11,566 |
11,566 |
11,821 |
11,414 |
| S2 |
11,261 |
11,261 |
11,772 |
|
| S3 |
10,719 |
11,024 |
11,722 |
|
| S4 |
10,177 |
10,482 |
11,573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,060 |
11,617 |
443 |
3.8% |
219 |
1.9% |
38% |
False |
True |
30 |
| 10 |
12,104 |
11,498 |
606 |
5.1% |
201 |
1.7% |
47% |
False |
False |
26 |
| 20 |
12,150 |
11,169 |
981 |
8.3% |
205 |
1.7% |
63% |
False |
False |
21 |
| 40 |
12,150 |
10,288 |
1,862 |
15.8% |
235 |
2.0% |
80% |
False |
False |
31 |
| 60 |
12,150 |
10,288 |
1,862 |
15.8% |
179 |
1.5% |
80% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,793 |
|
2.618 |
12,428 |
|
1.618 |
12,204 |
|
1.000 |
12,065 |
|
0.618 |
11,980 |
|
HIGH |
11,841 |
|
0.618 |
11,756 |
|
0.500 |
11,729 |
|
0.382 |
11,703 |
|
LOW |
11,617 |
|
0.618 |
11,479 |
|
1.000 |
11,393 |
|
1.618 |
11,255 |
|
2.618 |
11,031 |
|
4.250 |
10,665 |
|
|