| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,392.00 |
2,311.00 |
-81.00 |
-3.4% |
2,395.25 |
| High |
2,392.00 |
2,340.00 |
-52.00 |
-2.2% |
2,395.25 |
| Low |
2,305.00 |
2,284.50 |
-20.50 |
-0.9% |
2,272.00 |
| Close |
2,306.50 |
2,299.00 |
-7.50 |
-0.3% |
2,346.50 |
| Range |
87.00 |
55.50 |
-31.50 |
-36.2% |
123.25 |
| ATR |
55.25 |
55.26 |
0.02 |
0.0% |
0.00 |
| Volume |
281 |
38 |
-243 |
-86.5% |
174 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,474.25 |
2,442.25 |
2,329.50 |
|
| R3 |
2,418.75 |
2,386.75 |
2,314.25 |
|
| R2 |
2,363.25 |
2,363.25 |
2,309.25 |
|
| R1 |
2,331.25 |
2,331.25 |
2,304.00 |
2,319.50 |
| PP |
2,307.75 |
2,307.75 |
2,307.75 |
2,302.00 |
| S1 |
2,275.75 |
2,275.75 |
2,294.00 |
2,264.00 |
| S2 |
2,252.25 |
2,252.25 |
2,288.75 |
|
| S3 |
2,196.75 |
2,220.25 |
2,283.75 |
|
| S4 |
2,141.25 |
2,164.75 |
2,268.50 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.75 |
2,650.25 |
2,414.25 |
|
| R3 |
2,584.50 |
2,527.00 |
2,380.50 |
|
| R2 |
2,461.25 |
2,461.25 |
2,369.00 |
|
| R1 |
2,403.75 |
2,403.75 |
2,357.75 |
2,371.00 |
| PP |
2,338.00 |
2,338.00 |
2,338.00 |
2,321.50 |
| S1 |
2,280.50 |
2,280.50 |
2,335.25 |
2,247.50 |
| S2 |
2,214.75 |
2,214.75 |
2,324.00 |
|
| S3 |
2,091.50 |
2,157.25 |
2,312.50 |
|
| S4 |
1,968.25 |
2,034.00 |
2,278.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,394.25 |
2,284.50 |
109.75 |
4.8% |
50.50 |
2.2% |
13% |
False |
True |
81 |
| 10 |
2,396.50 |
2,272.00 |
124.50 |
5.4% |
50.75 |
2.2% |
22% |
False |
False |
84 |
| 20 |
2,401.25 |
2,266.00 |
135.25 |
5.9% |
53.00 |
2.3% |
24% |
False |
False |
69 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
16.0% |
57.50 |
2.5% |
72% |
False |
False |
74 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.0% |
50.50 |
2.2% |
72% |
False |
False |
54 |
| 80 |
2,413.75 |
2,029.25 |
384.50 |
16.7% |
40.75 |
1.8% |
70% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.00 |
|
2.618 |
2,485.25 |
|
1.618 |
2,429.75 |
|
1.000 |
2,395.50 |
|
0.618 |
2,374.25 |
|
HIGH |
2,340.00 |
|
0.618 |
2,318.75 |
|
0.500 |
2,312.25 |
|
0.382 |
2,305.75 |
|
LOW |
2,284.50 |
|
0.618 |
2,250.25 |
|
1.000 |
2,229.00 |
|
1.618 |
2,194.75 |
|
2.618 |
2,139.25 |
|
4.250 |
2,048.50 |
|
|