Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,445.0 |
5,361.0 |
-84.0 |
-1.5% |
5,516.0 |
High |
5,445.0 |
5,361.0 |
-84.0 |
-1.5% |
5,530.5 |
Low |
5,359.5 |
5,310.0 |
-49.5 |
-0.9% |
5,310.0 |
Close |
5,378.5 |
5,335.0 |
-43.5 |
-0.8% |
5,335.0 |
Range |
85.5 |
51.0 |
-34.5 |
-40.4% |
220.5 |
ATR |
102.8 |
100.4 |
-2.5 |
-2.4% |
0.0 |
Volume |
74 |
201 |
127 |
171.6% |
980 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,488.5 |
5,462.5 |
5,363.0 |
|
R3 |
5,437.5 |
5,411.5 |
5,349.0 |
|
R2 |
5,386.5 |
5,386.5 |
5,344.5 |
|
R1 |
5,360.5 |
5,360.5 |
5,339.5 |
5,348.0 |
PP |
5,335.5 |
5,335.5 |
5,335.5 |
5,329.0 |
S1 |
5,309.5 |
5,309.5 |
5,330.5 |
5,297.0 |
S2 |
5,284.5 |
5,284.5 |
5,325.5 |
|
S3 |
5,233.5 |
5,258.5 |
5,321.0 |
|
S4 |
5,182.5 |
5,207.5 |
5,307.0 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,053.5 |
5,914.5 |
5,456.5 |
|
R3 |
5,833.0 |
5,694.0 |
5,395.5 |
|
R2 |
5,612.5 |
5,612.5 |
5,375.5 |
|
R1 |
5,473.5 |
5,473.5 |
5,355.0 |
5,433.0 |
PP |
5,392.0 |
5,392.0 |
5,392.0 |
5,371.5 |
S1 |
5,253.0 |
5,253.0 |
5,315.0 |
5,212.0 |
S2 |
5,171.5 |
5,171.5 |
5,294.5 |
|
S3 |
4,951.0 |
5,032.5 |
5,274.5 |
|
S4 |
4,730.5 |
4,812.0 |
5,213.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,530.5 |
5,310.0 |
220.5 |
4.1% |
82.0 |
1.5% |
11% |
False |
True |
196 |
10 |
5,564.5 |
5,310.0 |
254.5 |
4.8% |
73.0 |
1.4% |
10% |
False |
True |
113 |
20 |
5,709.0 |
5,299.5 |
409.5 |
7.7% |
79.0 |
1.5% |
9% |
False |
False |
112 |
40 |
5,709.0 |
4,896.0 |
813.0 |
15.2% |
67.5 |
1.3% |
54% |
False |
False |
73 |
60 |
5,709.0 |
4,887.5 |
821.5 |
15.4% |
51.0 |
1.0% |
54% |
False |
False |
51 |
80 |
5,723.0 |
4,887.5 |
835.5 |
15.7% |
42.5 |
0.8% |
54% |
False |
False |
40 |
100 |
5,960.5 |
4,887.5 |
1,073.0 |
20.1% |
34.0 |
0.6% |
42% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,578.0 |
2.618 |
5,494.5 |
1.618 |
5,443.5 |
1.000 |
5,412.0 |
0.618 |
5,392.5 |
HIGH |
5,361.0 |
0.618 |
5,341.5 |
0.500 |
5,335.5 |
0.382 |
5,329.5 |
LOW |
5,310.0 |
0.618 |
5,278.5 |
1.000 |
5,259.0 |
1.618 |
5,227.5 |
2.618 |
5,176.5 |
4.250 |
5,093.0 |
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