Day Change Summary |
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Previous |
Current |
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21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
2,332.27 |
2,341.71 |
9.44 |
0.4% |
2,359.53 |
High |
2,349.79 |
2,389.91 |
40.12 |
1.7% |
2,375.26 |
Low |
2,314.77 |
2,341.15 |
26.38 |
1.1% |
2,274.49 |
Close |
2,335.93 |
2,384.42 |
48.49 |
2.1% |
2,335.93 |
Range |
35.02 |
48.76 |
13.74 |
39.2% |
100.77 |
ATR |
54.40 |
54.37 |
-0.03 |
-0.1% |
0.00 |
Volume |
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Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,518.11 |
2,500.02 |
2,411.24 |
|
R3 |
2,469.35 |
2,451.26 |
2,397.83 |
|
R2 |
2,420.59 |
2,420.59 |
2,393.36 |
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R1 |
2,402.50 |
2,402.50 |
2,388.89 |
2,411.55 |
PP |
2,371.83 |
2,371.83 |
2,371.83 |
2,376.35 |
S1 |
2,353.74 |
2,353.74 |
2,379.95 |
2,362.79 |
S2 |
2,323.07 |
2,323.07 |
2,375.48 |
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S3 |
2,274.31 |
2,304.98 |
2,371.01 |
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S4 |
2,225.55 |
2,256.22 |
2,357.60 |
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Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,630.87 |
2,584.17 |
2,391.35 |
|
R3 |
2,530.10 |
2,483.40 |
2,363.64 |
|
R2 |
2,429.33 |
2,429.33 |
2,354.40 |
|
R1 |
2,382.63 |
2,382.63 |
2,345.17 |
2,355.60 |
PP |
2,328.56 |
2,328.56 |
2,328.56 |
2,315.04 |
S1 |
2,281.86 |
2,281.86 |
2,326.69 |
2,254.83 |
S2 |
2,227.79 |
2,227.79 |
2,317.46 |
|
S3 |
2,127.02 |
2,181.09 |
2,308.22 |
|
S4 |
2,026.25 |
2,080.32 |
2,280.51 |
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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 |
2,389.91 |
2,274.49 |
115.42 |
4.8% |
47.77 |
2.0% |
95% |
True |
False |
|
10 |
2,389.91 |
2,269.54 |
120.37 |
5.0% |
39.94 |
1.7% |
95% |
True |
False |
|
20 |
2,389.91 |
2,042.90 |
347.01 |
14.6% |
51.10 |
2.1% |
98% |
True |
False |
|
40 |
2,389.91 |
2,042.90 |
347.01 |
14.6% |
49.59 |
2.1% |
98% |
True |
False |
|
60 |
2,389.91 |
2,034.92 |
354.99 |
14.9% |
55.60 |
2.3% |
98% |
True |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
16.9% |
49.91 |
2.1% |
87% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
16.9% |
45.92 |
1.9% |
87% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
16.9% |
42.85 |
1.8% |
87% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,597.14 |
2.618 |
2,517.56 |
1.618 |
2,468.80 |
1.000 |
2,438.67 |
0.618 |
2,420.04 |
HIGH |
2,389.91 |
0.618 |
2,371.28 |
0.500 |
2,365.53 |
0.382 |
2,359.78 |
LOW |
2,341.15 |
0.618 |
2,311.02 |
1.000 |
2,292.39 |
1.618 |
2,262.26 |
2.618 |
2,213.50 |
4.250 |
2,133.92 |
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