Day Change Summary |
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Previous |
Current |
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12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
2,316.76 |
2,300.86 |
-15.90 |
-0.7% |
2,128.02 |
High |
2,331.91 |
2,330.64 |
-1.27 |
-0.1% |
2,227.38 |
Low |
2,305.31 |
2,299.73 |
-5.58 |
-0.2% |
2,042.90 |
Close |
2,307.18 |
2,326.88 |
19.70 |
0.9% |
2,202.76 |
Range |
26.60 |
30.91 |
4.31 |
16.2% |
184.48 |
ATR |
58.98 |
56.97 |
-2.00 |
-3.4% |
0.00 |
Volume |
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Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,411.81 |
2,400.26 |
2,343.88 |
|
R3 |
2,380.90 |
2,369.35 |
2,335.38 |
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R2 |
2,349.99 |
2,349.99 |
2,332.55 |
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R1 |
2,338.44 |
2,338.44 |
2,329.71 |
2,344.22 |
PP |
2,319.08 |
2,319.08 |
2,319.08 |
2,321.97 |
S1 |
2,307.53 |
2,307.53 |
2,324.05 |
2,313.31 |
S2 |
2,288.17 |
2,288.17 |
2,321.21 |
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S3 |
2,257.26 |
2,276.62 |
2,318.38 |
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S4 |
2,226.35 |
2,245.71 |
2,309.88 |
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Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,711.12 |
2,641.42 |
2,304.22 |
|
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 |
2,331.91 |
2,190.26 |
141.65 |
6.1% |
33.41 |
1.4% |
96% |
False |
False |
|
10 |
2,331.91 |
2,042.90 |
289.01 |
12.4% |
50.12 |
2.2% |
98% |
False |
False |
|
20 |
2,337.70 |
2,042.90 |
294.80 |
12.7% |
54.55 |
2.3% |
96% |
False |
False |
|
40 |
2,337.70 |
2,035.30 |
302.40 |
13.0% |
52.78 |
2.3% |
96% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
54.81 |
2.4% |
72% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
48.91 |
2.1% |
72% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
44.61 |
1.9% |
72% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
41.50 |
1.8% |
72% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,462.01 |
2.618 |
2,411.56 |
1.618 |
2,380.65 |
1.000 |
2,361.55 |
0.618 |
2,349.74 |
HIGH |
2,330.64 |
0.618 |
2,318.83 |
0.500 |
2,315.19 |
0.382 |
2,311.54 |
LOW |
2,299.73 |
0.618 |
2,280.63 |
1.000 |
2,268.82 |
1.618 |
2,249.72 |
2.618 |
2,218.81 |
4.250 |
2,168.36 |
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