Day Change Summary |
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Previous |
Current |
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31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
2,376.99 |
2,301.11 |
-75.88 |
-3.2% |
2,341.71 |
High |
2,389.19 |
2,321.23 |
-67.96 |
-2.8% |
2,412.52 |
Low |
2,359.85 |
2,287.74 |
-72.11 |
-3.1% |
2,291.78 |
Close |
2,360.08 |
2,298.37 |
-61.71 |
-2.6% |
2,401.29 |
Range |
29.34 |
33.49 |
4.15 |
14.1% |
120.74 |
ATR |
52.99 |
54.37 |
1.38 |
2.6% |
0.00 |
Volume |
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Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,402.92 |
2,384.13 |
2,316.79 |
|
R3 |
2,369.43 |
2,350.64 |
2,307.58 |
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R2 |
2,335.94 |
2,335.94 |
2,304.51 |
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R1 |
2,317.15 |
2,317.15 |
2,301.44 |
2,309.80 |
PP |
2,302.45 |
2,302.45 |
2,302.45 |
2,298.77 |
S1 |
2,283.66 |
2,283.66 |
2,295.30 |
2,276.31 |
S2 |
2,268.96 |
2,268.96 |
2,292.23 |
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S3 |
2,235.47 |
2,250.17 |
2,289.16 |
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S4 |
2,201.98 |
2,216.68 |
2,279.95 |
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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 |
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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 |
2,287.74 |
124.78 |
5.4% |
38.50 |
1.7% |
9% |
False |
True |
|
10 |
2,412.52 |
2,274.49 |
138.03 |
6.0% |
40.94 |
1.8% |
17% |
False |
False |
|
20 |
2,412.52 |
2,106.62 |
305.90 |
13.3% |
42.17 |
1.8% |
63% |
False |
False |
|
40 |
2,412.52 |
2,042.90 |
369.62 |
16.1% |
48.78 |
2.1% |
69% |
False |
False |
|
60 |
2,412.52 |
2,034.92 |
377.60 |
16.4% |
52.13 |
2.3% |
70% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
50.71 |
2.2% |
65% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
46.79 |
2.0% |
65% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
43.23 |
1.9% |
65% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,463.56 |
2.618 |
2,408.91 |
1.618 |
2,375.42 |
1.000 |
2,354.72 |
0.618 |
2,341.93 |
HIGH |
2,321.23 |
0.618 |
2,308.44 |
0.500 |
2,304.49 |
0.382 |
2,300.53 |
LOW |
2,287.74 |
0.618 |
2,267.04 |
1.000 |
2,254.25 |
1.618 |
2,233.55 |
2.618 |
2,200.06 |
4.250 |
2,145.41 |
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