| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,321.90 |
2,340.14 |
18.24 |
0.8% |
2,341.71 |
| High |
2,329.06 |
2,369.77 |
40.71 |
1.7% |
2,412.52 |
| Low |
2,298.71 |
2,311.20 |
12.49 |
0.5% |
2,291.78 |
| Close |
2,318.32 |
2,367.71 |
49.39 |
2.1% |
2,401.29 |
| Range |
30.35 |
58.57 |
28.22 |
93.0% |
120.74 |
| ATR |
52.68 |
53.10 |
0.42 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,525.27 |
2,505.06 |
2,399.92 |
|
| R3 |
2,466.70 |
2,446.49 |
2,383.82 |
|
| R2 |
2,408.13 |
2,408.13 |
2,378.45 |
|
| R1 |
2,387.92 |
2,387.92 |
2,373.08 |
2,398.03 |
| PP |
2,349.56 |
2,349.56 |
2,349.56 |
2,354.61 |
| S1 |
2,329.35 |
2,329.35 |
2,362.34 |
2,339.46 |
| S2 |
2,290.99 |
2,290.99 |
2,356.97 |
|
| S3 |
2,232.42 |
2,270.78 |
2,351.60 |
|
| S4 |
2,173.85 |
2,212.21 |
2,335.50 |
|
|
| 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 |
2,404.80 |
2,287.74 |
117.06 |
4.9% |
34.32 |
1.4% |
68% |
False |
False |
|
| 10 |
2,412.52 |
2,287.74 |
124.78 |
5.3% |
40.86 |
1.7% |
64% |
False |
False |
|
| 20 |
2,412.52 |
2,190.26 |
222.26 |
9.4% |
40.13 |
1.7% |
80% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
15.6% |
49.31 |
2.1% |
88% |
False |
False |
|
| 60 |
2,412.52 |
2,035.30 |
377.22 |
15.9% |
50.30 |
2.1% |
88% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.0% |
51.13 |
2.2% |
82% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.0% |
47.32 |
2.0% |
82% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.0% |
43.39 |
1.8% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.69 |
|
2.618 |
2,523.11 |
|
1.618 |
2,464.54 |
|
1.000 |
2,428.34 |
|
0.618 |
2,405.97 |
|
HIGH |
2,369.77 |
|
0.618 |
2,347.40 |
|
0.500 |
2,340.49 |
|
0.382 |
2,333.57 |
|
LOW |
2,311.20 |
|
0.618 |
2,275.00 |
|
1.000 |
2,252.63 |
|
1.618 |
2,216.43 |
|
2.618 |
2,157.86 |
|
4.250 |
2,062.28 |
|
|