Day Change Summary |
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Previous |
Current |
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28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
2,386.02 |
2,376.99 |
-9.03 |
-0.4% |
2,341.71 |
High |
2,404.80 |
2,389.19 |
-15.61 |
-0.6% |
2,412.52 |
Low |
2,384.97 |
2,359.85 |
-25.12 |
-1.1% |
2,291.78 |
Close |
2,401.29 |
2,360.08 |
-41.21 |
-1.7% |
2,401.29 |
Range |
19.83 |
29.34 |
9.51 |
48.0% |
120.74 |
ATR |
53.87 |
52.99 |
-0.89 |
-1.6% |
0.00 |
Volume |
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Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,457.73 |
2,438.24 |
2,376.22 |
|
R3 |
2,428.39 |
2,408.90 |
2,368.15 |
|
R2 |
2,399.05 |
2,399.05 |
2,365.46 |
|
R1 |
2,379.56 |
2,379.56 |
2,362.77 |
2,374.64 |
PP |
2,369.71 |
2,369.71 |
2,369.71 |
2,367.24 |
S1 |
2,350.22 |
2,350.22 |
2,357.39 |
2,345.30 |
S2 |
2,340.37 |
2,340.37 |
2,354.70 |
|
S3 |
2,311.03 |
2,320.88 |
2,352.01 |
|
S4 |
2,281.69 |
2,291.54 |
2,343.94 |
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Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,730.75 |
2,686.76 |
2,467.70 |
|
R3 |
2,610.01 |
2,566.02 |
2,434.49 |
|
R2 |
2,489.27 |
2,489.27 |
2,423.43 |
|
R1 |
2,445.28 |
2,445.28 |
2,412.36 |
2,467.28 |
PP |
2,368.53 |
2,368.53 |
2,368.53 |
2,379.53 |
S1 |
2,324.54 |
2,324.54 |
2,390.22 |
2,346.54 |
S2 |
2,247.79 |
2,247.79 |
2,379.15 |
|
S3 |
2,127.05 |
2,203.80 |
2,368.09 |
|
S4 |
2,006.31 |
2,083.06 |
2,334.88 |
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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 |
2,412.52 |
2,291.78 |
120.74 |
5.1% |
40.47 |
1.7% |
57% |
False |
False |
|
10 |
2,412.52 |
2,274.49 |
138.03 |
5.8% |
44.12 |
1.9% |
62% |
False |
False |
|
20 |
2,412.52 |
2,042.90 |
369.62 |
15.7% |
44.91 |
1.9% |
86% |
False |
False |
|
40 |
2,412.52 |
2,042.90 |
369.62 |
15.7% |
49.41 |
2.1% |
86% |
False |
False |
|
60 |
2,412.52 |
2,034.92 |
377.60 |
16.0% |
53.28 |
2.3% |
86% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
50.77 |
2.2% |
81% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
46.76 |
2.0% |
81% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
43.27 |
1.8% |
81% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,513.89 |
2.618 |
2,466.00 |
1.618 |
2,436.66 |
1.000 |
2,418.53 |
0.618 |
2,407.32 |
HIGH |
2,389.19 |
0.618 |
2,377.98 |
0.500 |
2,374.52 |
0.382 |
2,371.06 |
LOW |
2,359.85 |
0.618 |
2,341.72 |
1.000 |
2,330.51 |
1.618 |
2,312.38 |
2.618 |
2,283.04 |
4.250 |
2,235.16 |
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