| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
11,404 |
11,468 |
64 |
0.6% |
11,622 |
| High |
11,536 |
11,964 |
428 |
3.7% |
11,630 |
| Low |
11,400 |
11,387 |
-13 |
-0.1% |
11,077 |
| Close |
11,494 |
11,964 |
470 |
4.1% |
11,117 |
| Range |
136 |
577 |
441 |
324.3% |
553 |
| ATR |
225 |
251 |
25 |
11.1% |
0 |
| Volume |
475 |
124 |
-351 |
-73.9% |
1,067 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,503 |
13,310 |
12,281 |
|
| R3 |
12,926 |
12,733 |
12,123 |
|
| R2 |
12,349 |
12,349 |
12,070 |
|
| R1 |
12,156 |
12,156 |
12,017 |
12,253 |
| PP |
11,772 |
11,772 |
11,772 |
11,820 |
| S1 |
11,579 |
11,579 |
11,911 |
11,676 |
| S2 |
11,195 |
11,195 |
11,858 |
|
| S3 |
10,618 |
11,002 |
11,805 |
|
| S4 |
10,041 |
10,425 |
11,647 |
|
|
| 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 |
11,964 |
11,077 |
887 |
7.4% |
262 |
2.2% |
100% |
True |
False |
227 |
| 10 |
12,000 |
11,077 |
923 |
7.7% |
231 |
1.9% |
96% |
False |
False |
182 |
| 20 |
12,119 |
11,077 |
1,042 |
8.7% |
228 |
1.9% |
85% |
False |
False |
104 |
| 40 |
12,150 |
10,562 |
1,588 |
13.3% |
208 |
1.7% |
88% |
False |
False |
64 |
| 60 |
12,150 |
10,288 |
1,862 |
15.6% |
228 |
1.9% |
90% |
False |
False |
54 |
| 80 |
12,150 |
10,288 |
1,862 |
15.6% |
171 |
1.4% |
90% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,416 |
|
2.618 |
13,475 |
|
1.618 |
12,898 |
|
1.000 |
12,541 |
|
0.618 |
12,321 |
|
HIGH |
11,964 |
|
0.618 |
11,744 |
|
0.500 |
11,676 |
|
0.382 |
11,608 |
|
LOW |
11,387 |
|
0.618 |
11,031 |
|
1.000 |
10,810 |
|
1.618 |
10,454 |
|
2.618 |
9,877 |
|
4.250 |
8,935 |
|
|