Day Change Summary |
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Previous |
Current |
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10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
2,241.17 |
2,272.64 |
31.47 |
1.4% |
2,128.02 |
High |
2,278.74 |
2,300.70 |
21.96 |
1.0% |
2,227.38 |
Low |
2,237.48 |
2,269.54 |
32.06 |
1.4% |
2,042.90 |
Close |
2,278.65 |
2,294.92 |
16.27 |
0.7% |
2,202.76 |
Range |
41.26 |
31.16 |
-10.10 |
-24.5% |
184.48 |
ATR |
62.94 |
60.67 |
-2.27 |
-3.6% |
0.00 |
Volume |
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Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,381.87 |
2,369.55 |
2,312.06 |
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R3 |
2,350.71 |
2,338.39 |
2,303.49 |
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R2 |
2,319.55 |
2,319.55 |
2,300.63 |
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R1 |
2,307.23 |
2,307.23 |
2,297.78 |
2,313.39 |
PP |
2,288.39 |
2,288.39 |
2,288.39 |
2,291.47 |
S1 |
2,276.07 |
2,276.07 |
2,292.06 |
2,282.23 |
S2 |
2,257.23 |
2,257.23 |
2,289.21 |
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S3 |
2,226.07 |
2,244.91 |
2,286.35 |
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S4 |
2,194.91 |
2,213.75 |
2,277.78 |
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Weekly Pivots for week ending 07-Oct-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,711.12 |
2,641.42 |
2,304.22 |
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R3 |
2,526.64 |
2,456.94 |
2,253.49 |
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R2 |
2,342.16 |
2,342.16 |
2,236.58 |
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R1 |
2,272.46 |
2,272.46 |
2,219.67 |
2,307.31 |
PP |
2,157.68 |
2,157.68 |
2,157.68 |
2,175.11 |
S1 |
2,087.98 |
2,087.98 |
2,185.85 |
2,122.83 |
S2 |
1,973.20 |
1,973.20 |
2,168.94 |
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S3 |
1,788.72 |
1,903.50 |
2,152.03 |
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S4 |
1,604.24 |
1,719.02 |
2,101.30 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,300.70 |
2,106.62 |
194.08 |
8.5% |
47.84 |
2.1% |
97% |
True |
False |
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10 |
2,300.70 |
2,042.90 |
257.80 |
11.2% |
60.48 |
2.6% |
98% |
True |
False |
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20 |
2,337.70 |
2,042.90 |
294.80 |
12.8% |
56.80 |
2.5% |
85% |
False |
False |
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40 |
2,337.70 |
2,035.30 |
302.40 |
13.2% |
53.89 |
2.3% |
86% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
54.86 |
2.4% |
64% |
False |
False |
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80 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
49.11 |
2.1% |
64% |
False |
False |
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100 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
44.43 |
1.9% |
64% |
False |
False |
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120 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
41.20 |
1.8% |
64% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,433.13 |
2.618 |
2,382.28 |
1.618 |
2,351.12 |
1.000 |
2,331.86 |
0.618 |
2,319.96 |
HIGH |
2,300.70 |
0.618 |
2,288.80 |
0.500 |
2,285.12 |
0.382 |
2,281.44 |
LOW |
2,269.54 |
0.618 |
2,250.28 |
1.000 |
2,238.38 |
1.618 |
2,219.12 |
2.618 |
2,187.96 |
4.250 |
2,137.11 |
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