| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
11,200 |
11,278 |
78 |
0.7% |
11,622 |
| High |
11,245 |
11,463 |
218 |
1.9% |
11,630 |
| Low |
11,077 |
11,260 |
183 |
1.7% |
11,077 |
| Close |
11,117 |
11,427 |
310 |
2.8% |
11,117 |
| Range |
168 |
203 |
35 |
20.8% |
553 |
| ATR |
224 |
232 |
9 |
3.9% |
0 |
| Volume |
89 |
63 |
-26 |
-29.2% |
1,067 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,992 |
11,913 |
11,539 |
|
| R3 |
11,789 |
11,710 |
11,483 |
|
| R2 |
11,586 |
11,586 |
11,464 |
|
| R1 |
11,507 |
11,507 |
11,446 |
11,547 |
| PP |
11,383 |
11,383 |
11,383 |
11,403 |
| S1 |
11,304 |
11,304 |
11,409 |
11,344 |
| S2 |
11,180 |
11,180 |
11,390 |
|
| S3 |
10,977 |
11,101 |
11,371 |
|
| S4 |
10,774 |
10,898 |
11,315 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,934 |
12,578 |
11,421 |
|
| R3 |
12,381 |
12,025 |
11,269 |
|
| R2 |
11,828 |
11,828 |
11,219 |
|
| R1 |
11,472 |
11,472 |
11,168 |
11,374 |
| PP |
11,275 |
11,275 |
11,275 |
11,225 |
| S1 |
10,919 |
10,919 |
11,066 |
10,821 |
| S2 |
10,722 |
10,722 |
11,016 |
|
| S3 |
10,169 |
10,366 |
10,965 |
|
| S4 |
9,616 |
9,813 |
10,813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,630 |
11,077 |
553 |
4.8% |
204 |
1.8% |
63% |
False |
False |
226 |
| 10 |
12,119 |
11,077 |
1,042 |
9.1% |
198 |
1.7% |
34% |
False |
False |
128 |
| 20 |
12,119 |
11,077 |
1,042 |
9.1% |
210 |
1.8% |
34% |
False |
False |
76 |
| 40 |
12,150 |
10,288 |
1,862 |
16.3% |
208 |
1.8% |
61% |
False |
False |
50 |
| 60 |
12,150 |
10,288 |
1,862 |
16.3% |
216 |
1.9% |
61% |
False |
False |
44 |
| 80 |
12,150 |
10,288 |
1,862 |
16.3% |
162 |
1.4% |
61% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,326 |
|
2.618 |
11,995 |
|
1.618 |
11,792 |
|
1.000 |
11,666 |
|
0.618 |
11,589 |
|
HIGH |
11,463 |
|
0.618 |
11,386 |
|
0.500 |
11,362 |
|
0.382 |
11,338 |
|
LOW |
11,260 |
|
0.618 |
11,135 |
|
1.000 |
11,057 |
|
1.618 |
10,932 |
|
2.618 |
10,729 |
|
4.250 |
10,397 |
|
|