Day Change Summary |
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Previous |
Current |
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25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
2,375.49 |
2,349.85 |
-25.64 |
-1.1% |
2,359.53 |
High |
2,375.53 |
2,355.02 |
-20.51 |
-0.9% |
2,375.26 |
Low |
2,332.18 |
2,291.78 |
-40.40 |
-1.7% |
2,274.49 |
Close |
2,335.87 |
2,334.79 |
-1.08 |
0.0% |
2,335.93 |
Range |
43.35 |
63.24 |
19.89 |
45.9% |
100.77 |
ATR |
54.21 |
54.86 |
0.64 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,516.92 |
2,489.09 |
2,369.57 |
|
R3 |
2,453.68 |
2,425.85 |
2,352.18 |
|
R2 |
2,390.44 |
2,390.44 |
2,346.38 |
|
R1 |
2,362.61 |
2,362.61 |
2,340.59 |
2,344.91 |
PP |
2,327.20 |
2,327.20 |
2,327.20 |
2,318.34 |
S1 |
2,299.37 |
2,299.37 |
2,328.99 |
2,281.67 |
S2 |
2,263.96 |
2,263.96 |
2,323.20 |
|
S3 |
2,200.72 |
2,236.13 |
2,317.40 |
|
S4 |
2,137.48 |
2,172.89 |
2,300.01 |
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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 |
4.9% |
46.64 |
2.0% |
52% |
False |
False |
|
10 |
2,389.91 |
2,274.49 |
115.42 |
4.9% |
44.83 |
1.9% |
52% |
False |
False |
|
20 |
2,389.91 |
2,042.90 |
347.01 |
14.9% |
50.87 |
2.2% |
84% |
False |
False |
|
40 |
2,389.91 |
2,042.90 |
347.01 |
14.9% |
50.14 |
2.1% |
84% |
False |
False |
|
60 |
2,389.91 |
2,034.92 |
354.99 |
15.2% |
55.82 |
2.4% |
84% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
50.49 |
2.2% |
74% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
46.44 |
2.0% |
74% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
43.15 |
1.8% |
74% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,623.79 |
2.618 |
2,520.58 |
1.618 |
2,457.34 |
1.000 |
2,418.26 |
0.618 |
2,394.10 |
HIGH |
2,355.02 |
0.618 |
2,330.86 |
0.500 |
2,323.40 |
0.382 |
2,315.94 |
LOW |
2,291.78 |
0.618 |
2,252.70 |
1.000 |
2,228.54 |
1.618 |
2,189.46 |
2.618 |
2,126.22 |
4.250 |
2,023.01 |
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