Day Change Summary |
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Previous |
Current |
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14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
2,360.00 |
2,359.53 |
-0.47 |
0.0% |
2,241.17 |
High |
2,371.94 |
2,367.21 |
-4.73 |
-0.2% |
2,371.94 |
Low |
2,344.74 |
2,322.53 |
-22.21 |
-0.9% |
2,237.48 |
Close |
2,371.94 |
2,334.38 |
-37.56 |
-1.6% |
2,371.94 |
Range |
27.20 |
44.68 |
17.48 |
64.3% |
134.46 |
ATR |
56.12 |
55.64 |
-0.48 |
-0.9% |
0.00 |
Volume |
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Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,475.41 |
2,449.58 |
2,358.95 |
|
R3 |
2,430.73 |
2,404.90 |
2,346.67 |
|
R2 |
2,386.05 |
2,386.05 |
2,342.57 |
|
R1 |
2,360.22 |
2,360.22 |
2,338.48 |
2,350.80 |
PP |
2,341.37 |
2,341.37 |
2,341.37 |
2,336.66 |
S1 |
2,315.54 |
2,315.54 |
2,330.28 |
2,306.12 |
S2 |
2,296.69 |
2,296.69 |
2,326.19 |
|
S3 |
2,252.01 |
2,270.86 |
2,322.09 |
|
S4 |
2,207.33 |
2,226.18 |
2,309.81 |
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Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,730.50 |
2,685.68 |
2,445.89 |
|
R3 |
2,596.04 |
2,551.22 |
2,408.92 |
|
R2 |
2,461.58 |
2,461.58 |
2,396.59 |
|
R1 |
2,416.76 |
2,416.76 |
2,384.27 |
2,439.17 |
PP |
2,327.12 |
2,327.12 |
2,327.12 |
2,338.33 |
S1 |
2,282.30 |
2,282.30 |
2,359.61 |
2,304.71 |
S2 |
2,192.66 |
2,192.66 |
2,347.29 |
|
S3 |
2,058.20 |
2,147.84 |
2,334.96 |
|
S4 |
1,923.74 |
2,013.38 |
2,297.99 |
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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 |
2,371.94 |
2,269.54 |
102.40 |
4.4% |
32.11 |
1.4% |
63% |
False |
False |
|
10 |
2,371.94 |
2,042.90 |
329.04 |
14.1% |
45.70 |
2.0% |
89% |
False |
False |
|
20 |
2,371.94 |
2,042.90 |
329.04 |
14.1% |
53.89 |
2.3% |
89% |
False |
False |
|
40 |
2,371.94 |
2,038.14 |
333.80 |
14.3% |
51.30 |
2.2% |
89% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
54.84 |
2.3% |
74% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
48.91 |
2.1% |
74% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
44.90 |
1.9% |
74% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
41.72 |
1.8% |
74% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,557.10 |
2.618 |
2,484.18 |
1.618 |
2,439.50 |
1.000 |
2,411.89 |
0.618 |
2,394.82 |
HIGH |
2,367.21 |
0.618 |
2,350.14 |
0.500 |
2,344.87 |
0.382 |
2,339.60 |
LOW |
2,322.53 |
0.618 |
2,294.92 |
1.000 |
2,277.85 |
1.618 |
2,250.24 |
2.618 |
2,205.56 |
4.250 |
2,132.64 |
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