| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,340.14 |
2,353.51 |
13.37 |
0.6% |
2,376.99 |
| High |
2,369.77 |
2,364.37 |
-5.40 |
-0.2% |
2,389.19 |
| Low |
2,311.20 |
2,331.46 |
20.26 |
0.9% |
2,287.74 |
| Close |
2,367.71 |
2,356.32 |
-11.39 |
-0.5% |
2,356.32 |
| Range |
58.57 |
32.91 |
-25.66 |
-43.8% |
101.45 |
| ATR |
53.10 |
51.89 |
-1.20 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.45 |
2,435.79 |
2,374.42 |
|
| R3 |
2,416.54 |
2,402.88 |
2,365.37 |
|
| R2 |
2,383.63 |
2,383.63 |
2,362.35 |
|
| R1 |
2,369.97 |
2,369.97 |
2,359.34 |
2,376.80 |
| PP |
2,350.72 |
2,350.72 |
2,350.72 |
2,354.13 |
| S1 |
2,337.06 |
2,337.06 |
2,353.30 |
2,343.89 |
| S2 |
2,317.81 |
2,317.81 |
2,350.29 |
|
| S3 |
2,284.90 |
2,304.15 |
2,347.27 |
|
| S4 |
2,251.99 |
2,271.24 |
2,338.22 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,648.77 |
2,603.99 |
2,412.12 |
|
| R3 |
2,547.32 |
2,502.54 |
2,384.22 |
|
| R2 |
2,445.87 |
2,445.87 |
2,374.92 |
|
| R1 |
2,401.09 |
2,401.09 |
2,365.62 |
2,372.76 |
| PP |
2,344.42 |
2,344.42 |
2,344.42 |
2,330.25 |
| S1 |
2,299.64 |
2,299.64 |
2,347.02 |
2,271.31 |
| S2 |
2,242.97 |
2,242.97 |
2,337.72 |
|
| S3 |
2,141.52 |
2,198.19 |
2,328.42 |
|
| S4 |
2,040.07 |
2,096.74 |
2,300.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,389.19 |
2,287.74 |
101.45 |
4.3% |
36.93 |
1.6% |
68% |
False |
False |
|
| 10 |
2,412.52 |
2,287.74 |
124.78 |
5.3% |
40.65 |
1.7% |
55% |
False |
False |
|
| 20 |
2,412.52 |
2,237.48 |
175.04 |
7.4% |
39.92 |
1.7% |
68% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
15.7% |
48.75 |
2.1% |
85% |
False |
False |
|
| 60 |
2,412.52 |
2,035.30 |
377.22 |
16.0% |
49.26 |
2.1% |
85% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
50.89 |
2.2% |
80% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
47.26 |
2.0% |
80% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
43.47 |
1.8% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.24 |
|
2.618 |
2,450.53 |
|
1.618 |
2,417.62 |
|
1.000 |
2,397.28 |
|
0.618 |
2,384.71 |
|
HIGH |
2,364.37 |
|
0.618 |
2,351.80 |
|
0.500 |
2,347.92 |
|
0.382 |
2,344.03 |
|
LOW |
2,331.46 |
|
0.618 |
2,311.12 |
|
1.000 |
2,298.55 |
|
1.618 |
2,278.21 |
|
2.618 |
2,245.30 |
|
4.250 |
2,191.59 |
|
|