| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
11,973 |
12,119 |
146 |
1.2% |
11,871 |
| High |
12,066 |
12,119 |
53 |
0.4% |
12,066 |
| Low |
11,771 |
11,925 |
154 |
1.3% |
11,617 |
| Close |
12,043 |
11,993 |
-50 |
-0.4% |
12,043 |
| Range |
295 |
194 |
-101 |
-34.2% |
449 |
| ATR |
242 |
238 |
-3 |
-1.4% |
0 |
| Volume |
33 |
13 |
-20 |
-60.6% |
127 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,594 |
12,488 |
12,100 |
|
| R3 |
12,400 |
12,294 |
12,046 |
|
| R2 |
12,206 |
12,206 |
12,029 |
|
| R1 |
12,100 |
12,100 |
12,011 |
12,056 |
| PP |
12,012 |
12,012 |
12,012 |
11,991 |
| S1 |
11,906 |
11,906 |
11,975 |
11,862 |
| S2 |
11,818 |
11,818 |
11,958 |
|
| S3 |
11,624 |
11,712 |
11,940 |
|
| S4 |
11,430 |
11,518 |
11,886 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,256 |
13,098 |
12,290 |
|
| R3 |
12,807 |
12,649 |
12,167 |
|
| R2 |
12,358 |
12,358 |
12,125 |
|
| R1 |
12,200 |
12,200 |
12,084 |
12,279 |
| PP |
11,909 |
11,909 |
11,909 |
11,948 |
| S1 |
11,751 |
11,751 |
12,002 |
11,830 |
| S2 |
11,460 |
11,460 |
11,961 |
|
| S3 |
11,011 |
11,302 |
11,920 |
|
| S4 |
10,562 |
10,853 |
11,796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,119 |
11,617 |
502 |
4.2% |
244 |
2.0% |
75% |
True |
False |
24 |
| 10 |
12,119 |
11,498 |
621 |
5.2% |
220 |
1.8% |
80% |
True |
False |
21 |
| 20 |
12,150 |
11,169 |
981 |
8.2% |
205 |
1.7% |
84% |
False |
False |
22 |
| 40 |
12,150 |
10,288 |
1,862 |
15.5% |
239 |
2.0% |
92% |
False |
False |
29 |
| 60 |
12,150 |
10,288 |
1,862 |
15.5% |
187 |
1.6% |
92% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,944 |
|
2.618 |
12,627 |
|
1.618 |
12,433 |
|
1.000 |
12,313 |
|
0.618 |
12,239 |
|
HIGH |
12,119 |
|
0.618 |
12,045 |
|
0.500 |
12,022 |
|
0.382 |
11,999 |
|
LOW |
11,925 |
|
0.618 |
11,805 |
|
1.000 |
11,731 |
|
1.618 |
11,611 |
|
2.618 |
11,417 |
|
4.250 |
11,101 |
|
|