| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,349.85 |
2,390.69 |
40.84 |
1.7% |
2,359.53 |
| High |
2,355.02 |
2,412.52 |
57.50 |
2.4% |
2,375.26 |
| Low |
2,291.78 |
2,365.91 |
74.13 |
3.2% |
2,274.49 |
| Close |
2,334.79 |
2,399.83 |
65.04 |
2.8% |
2,335.93 |
| Range |
63.24 |
46.61 |
-16.63 |
-26.3% |
100.77 |
| ATR |
54.86 |
56.49 |
1.63 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,532.58 |
2,512.82 |
2,425.47 |
|
| R3 |
2,485.97 |
2,466.21 |
2,412.65 |
|
| R2 |
2,439.36 |
2,439.36 |
2,408.38 |
|
| R1 |
2,419.60 |
2,419.60 |
2,404.10 |
2,429.48 |
| PP |
2,392.75 |
2,392.75 |
2,392.75 |
2,397.70 |
| S1 |
2,372.99 |
2,372.99 |
2,395.56 |
2,382.87 |
| S2 |
2,346.14 |
2,346.14 |
2,391.28 |
|
| S3 |
2,299.53 |
2,326.38 |
2,387.01 |
|
| S4 |
2,252.92 |
2,279.77 |
2,374.19 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,412.52 |
2,291.78 |
120.74 |
5.0% |
47.40 |
2.0% |
89% |
True |
False |
|
| 10 |
2,412.52 |
2,274.49 |
138.03 |
5.8% |
46.40 |
1.9% |
91% |
True |
False |
|
| 20 |
2,412.52 |
2,042.90 |
369.62 |
15.4% |
48.26 |
2.0% |
97% |
True |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
15.4% |
50.17 |
2.1% |
97% |
True |
False |
|
| 60 |
2,412.52 |
2,034.92 |
377.60 |
15.7% |
55.57 |
2.3% |
97% |
True |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
16.8% |
50.79 |
2.1% |
90% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
16.8% |
46.69 |
1.9% |
90% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
16.8% |
43.35 |
1.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,610.61 |
|
2.618 |
2,534.54 |
|
1.618 |
2,487.93 |
|
1.000 |
2,459.13 |
|
0.618 |
2,441.32 |
|
HIGH |
2,412.52 |
|
0.618 |
2,394.71 |
|
0.500 |
2,389.22 |
|
0.382 |
2,383.72 |
|
LOW |
2,365.91 |
|
0.618 |
2,337.11 |
|
1.000 |
2,319.30 |
|
1.618 |
2,290.50 |
|
2.618 |
2,243.89 |
|
4.250 |
2,167.82 |
|
|