I am using TeXnicCenter and Adobe Acrobat Pro 11. My problem is whenever I compile my article in TeX -> PDF profile, it produces the output PDF and give me back from the first page, it does not navigate to the place where I have done changes or the page where I left. Please help me out for this.
What you want to achieve is not possible with Adobe Acrobat or Reader. You have to use another PDF Viewer. The preferred alternative is SumatraPDF. For configuration see How to configure TeXnicCenter 2.0 with Sumatra (2013--2016 version).
From SumatraPDF you will have the opportunity to open the active document in Adobe Reader (or another installed PDF viewer) for documents with more complex contents, that will not be displayed with all features in SumatraPDF, but you are responsible then to close them by hand in the other viewer.