Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,251.53 |
1,233.49 |
-18.04 |
-1.4% |
1,224.47 |
High |
1,251.53 |
1,246.28 |
-5.25 |
-0.4% |
1,239.03 |
Low |
1,226.79 |
1,221.06 |
-5.73 |
-0.5% |
1,191.48 |
Close |
1,229.05 |
1,242.00 |
12.95 |
1.1% |
1,238.25 |
Range |
24.74 |
25.22 |
0.48 |
1.9% |
47.55 |
ATR |
27.60 |
27.43 |
-0.17 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.11 |
1,302.27 |
1,255.87 |
|
R3 |
1,286.89 |
1,277.05 |
1,248.94 |
|
R2 |
1,261.67 |
1,261.67 |
1,246.62 |
|
R1 |
1,251.83 |
1,251.83 |
1,244.31 |
1,256.75 |
PP |
1,236.45 |
1,236.45 |
1,236.45 |
1,238.91 |
S1 |
1,226.61 |
1,226.61 |
1,239.69 |
1,231.53 |
S2 |
1,211.23 |
1,211.23 |
1,237.38 |
|
S3 |
1,186.01 |
1,201.39 |
1,235.06 |
|
S4 |
1,160.79 |
1,176.17 |
1,228.13 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.57 |
1,349.46 |
1,264.40 |
|
R3 |
1,318.02 |
1,301.91 |
1,251.33 |
|
R2 |
1,270.47 |
1,270.47 |
1,246.97 |
|
R1 |
1,254.36 |
1,254.36 |
1,242.61 |
1,262.42 |
PP |
1,222.92 |
1,222.92 |
1,222.92 |
1,226.95 |
S1 |
1,206.81 |
1,206.81 |
1,233.89 |
1,214.87 |
S2 |
1,175.37 |
1,175.37 |
1,229.53 |
|
S3 |
1,127.82 |
1,159.26 |
1,225.17 |
|
S4 |
1,080.27 |
1,111.71 |
1,212.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.55 |
1,197.34 |
59.21 |
4.8% |
22.72 |
1.8% |
75% |
False |
False |
|
10 |
1,256.55 |
1,190.58 |
65.97 |
5.3% |
24.03 |
1.9% |
78% |
False |
False |
|
20 |
1,256.55 |
1,074.77 |
181.78 |
14.6% |
27.49 |
2.2% |
92% |
False |
False |
|
40 |
1,256.55 |
1,074.77 |
181.78 |
14.6% |
28.26 |
2.3% |
92% |
False |
False |
|
60 |
1,261.20 |
1,074.77 |
186.43 |
15.0% |
31.93 |
2.6% |
90% |
False |
False |
|
80 |
1,356.48 |
1,074.77 |
281.71 |
22.7% |
28.47 |
2.3% |
59% |
False |
False |
|
100 |
1,356.48 |
1,074.77 |
281.71 |
22.7% |
25.94 |
2.1% |
59% |
False |
False |
|
120 |
1,359.44 |
1,074.77 |
284.67 |
22.9% |
24.09 |
1.9% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.47 |
2.618 |
1,312.31 |
1.618 |
1,287.09 |
1.000 |
1,271.50 |
0.618 |
1,261.87 |
HIGH |
1,246.28 |
0.618 |
1,236.65 |
0.500 |
1,233.67 |
0.382 |
1,230.69 |
LOW |
1,221.06 |
0.618 |
1,205.47 |
1.000 |
1,195.84 |
1.618 |
1,180.25 |
2.618 |
1,155.03 |
4.250 |
1,113.88 |
|
|