| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,159.75 |
1,152.50 |
-7.25 |
-0.6% |
1,193.25 |
| High |
1,161.50 |
1,157.75 |
-3.75 |
-0.3% |
1,193.25 |
| Low |
1,149.00 |
1,140.25 |
-8.75 |
-0.8% |
1,140.25 |
| Close |
1,149.00 |
1,142.25 |
-6.75 |
-0.6% |
1,142.25 |
| Range |
12.50 |
17.50 |
5.00 |
40.0% |
53.00 |
| ATR |
23.47 |
23.04 |
-0.43 |
-1.8% |
0.00 |
| Volume |
9 |
28 |
19 |
211.1% |
50 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.25 |
1,188.25 |
1,152.00 |
|
| R3 |
1,181.75 |
1,170.75 |
1,147.00 |
|
| R2 |
1,164.25 |
1,164.25 |
1,145.50 |
|
| R1 |
1,153.25 |
1,153.25 |
1,143.75 |
1,150.00 |
| PP |
1,146.75 |
1,146.75 |
1,146.75 |
1,145.00 |
| S1 |
1,135.75 |
1,135.75 |
1,140.75 |
1,132.50 |
| S2 |
1,129.25 |
1,129.25 |
1,139.00 |
|
| S3 |
1,111.75 |
1,118.25 |
1,137.50 |
|
| S4 |
1,094.25 |
1,100.75 |
1,132.50 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.50 |
1,283.00 |
1,171.50 |
|
| R3 |
1,264.50 |
1,230.00 |
1,156.75 |
|
| R2 |
1,211.50 |
1,211.50 |
1,152.00 |
|
| R1 |
1,177.00 |
1,177.00 |
1,147.00 |
1,167.75 |
| PP |
1,158.50 |
1,158.50 |
1,158.50 |
1,154.00 |
| S1 |
1,124.00 |
1,124.00 |
1,137.50 |
1,114.75 |
| S2 |
1,105.50 |
1,105.50 |
1,132.50 |
|
| S3 |
1,052.50 |
1,071.00 |
1,127.75 |
|
| S4 |
999.50 |
1,018.00 |
1,113.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,203.00 |
1,140.25 |
62.75 |
5.5% |
11.00 |
1.0% |
3% |
False |
True |
12 |
| 10 |
1,258.75 |
1,140.25 |
118.50 |
10.4% |
15.50 |
1.3% |
2% |
False |
True |
7 |
| 20 |
1,273.25 |
1,140.25 |
133.00 |
11.6% |
16.25 |
1.4% |
2% |
False |
True |
74 |
| 40 |
1,277.25 |
1,057.50 |
219.75 |
19.2% |
22.50 |
2.0% |
39% |
False |
False |
45 |
| 60 |
1,277.25 |
1,057.50 |
219.75 |
19.2% |
23.00 |
2.0% |
39% |
False |
False |
34 |
| 80 |
1,277.25 |
1,057.50 |
219.75 |
19.2% |
19.75 |
1.7% |
39% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,232.00 |
|
2.618 |
1,203.50 |
|
1.618 |
1,186.00 |
|
1.000 |
1,175.25 |
|
0.618 |
1,168.50 |
|
HIGH |
1,157.75 |
|
0.618 |
1,151.00 |
|
0.500 |
1,149.00 |
|
0.382 |
1,147.00 |
|
LOW |
1,140.25 |
|
0.618 |
1,129.50 |
|
1.000 |
1,122.75 |
|
1.618 |
1,112.00 |
|
2.618 |
1,094.50 |
|
4.250 |
1,066.00 |
|
|