| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,301.11 |
2,321.90 |
20.79 |
0.9% |
2,341.71 |
| High |
2,321.23 |
2,329.06 |
7.83 |
0.3% |
2,412.52 |
| Low |
2,287.74 |
2,298.71 |
10.97 |
0.5% |
2,291.78 |
| Close |
2,298.37 |
2,318.32 |
19.95 |
0.9% |
2,401.29 |
| Range |
33.49 |
30.35 |
-3.14 |
-9.4% |
120.74 |
| ATR |
54.37 |
52.68 |
-1.69 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.41 |
2,392.72 |
2,335.01 |
|
| R3 |
2,376.06 |
2,362.37 |
2,326.67 |
|
| R2 |
2,345.71 |
2,345.71 |
2,323.88 |
|
| R1 |
2,332.02 |
2,332.02 |
2,321.10 |
2,323.69 |
| PP |
2,315.36 |
2,315.36 |
2,315.36 |
2,311.20 |
| S1 |
2,301.67 |
2,301.67 |
2,315.54 |
2,293.34 |
| S2 |
2,285.01 |
2,285.01 |
2,312.76 |
|
| S3 |
2,254.66 |
2,271.32 |
2,309.97 |
|
| S4 |
2,224.31 |
2,240.97 |
2,301.63 |
|
|
| 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 |
|
|
| 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% |
31.92 |
1.4% |
25% |
False |
False |
|
| 10 |
2,412.52 |
2,274.49 |
138.03 |
6.0% |
39.28 |
1.7% |
32% |
False |
False |
|
| 20 |
2,412.52 |
2,169.57 |
242.95 |
10.5% |
39.64 |
1.7% |
61% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
15.9% |
48.79 |
2.1% |
75% |
False |
False |
|
| 60 |
2,412.52 |
2,035.30 |
377.22 |
16.3% |
50.52 |
2.2% |
75% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
50.79 |
2.2% |
70% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
46.90 |
2.0% |
70% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
43.26 |
1.9% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.05 |
|
2.618 |
2,408.52 |
|
1.618 |
2,378.17 |
|
1.000 |
2,359.41 |
|
0.618 |
2,347.82 |
|
HIGH |
2,329.06 |
|
0.618 |
2,317.47 |
|
0.500 |
2,313.89 |
|
0.382 |
2,310.30 |
|
LOW |
2,298.71 |
|
0.618 |
2,279.95 |
|
1.000 |
2,268.36 |
|
1.618 |
2,249.60 |
|
2.618 |
2,219.25 |
|
4.250 |
2,169.72 |
|
|