| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,353.51 |
2,353.82 |
0.31 |
0.0% |
2,376.99 |
| High |
2,364.37 |
2,372.72 |
8.35 |
0.4% |
2,389.19 |
| Low |
2,331.46 |
2,329.68 |
-1.78 |
-0.1% |
2,287.74 |
| Close |
2,356.32 |
2,371.04 |
14.72 |
0.6% |
2,356.32 |
| Range |
32.91 |
43.04 |
10.13 |
30.8% |
101.45 |
| ATR |
51.89 |
51.26 |
-0.63 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.93 |
2,472.03 |
2,394.71 |
|
| R3 |
2,443.89 |
2,428.99 |
2,382.88 |
|
| R2 |
2,400.85 |
2,400.85 |
2,378.93 |
|
| R1 |
2,385.95 |
2,385.95 |
2,374.99 |
2,393.40 |
| PP |
2,357.81 |
2,357.81 |
2,357.81 |
2,361.54 |
| S1 |
2,342.91 |
2,342.91 |
2,367.09 |
2,350.36 |
| S2 |
2,314.77 |
2,314.77 |
2,363.15 |
|
| S3 |
2,271.73 |
2,299.87 |
2,359.20 |
|
| S4 |
2,228.69 |
2,256.83 |
2,347.37 |
|
|
| 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 |
2,372.72 |
2,287.74 |
84.98 |
3.6% |
39.67 |
1.7% |
98% |
True |
False |
|
| 10 |
2,412.52 |
2,287.74 |
124.78 |
5.3% |
40.07 |
1.7% |
67% |
False |
False |
|
| 20 |
2,412.52 |
2,269.54 |
142.98 |
6.0% |
40.01 |
1.7% |
71% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
15.6% |
48.51 |
2.0% |
89% |
False |
False |
|
| 60 |
2,412.52 |
2,035.30 |
377.22 |
15.9% |
49.30 |
2.1% |
89% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.0% |
51.16 |
2.2% |
83% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.0% |
47.34 |
2.0% |
83% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.0% |
43.59 |
1.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,555.64 |
|
2.618 |
2,485.40 |
|
1.618 |
2,442.36 |
|
1.000 |
2,415.76 |
|
0.618 |
2,399.32 |
|
HIGH |
2,372.72 |
|
0.618 |
2,356.28 |
|
0.500 |
2,351.20 |
|
0.382 |
2,346.12 |
|
LOW |
2,329.68 |
|
0.618 |
2,303.08 |
|
1.000 |
2,286.64 |
|
1.618 |
2,260.04 |
|
2.618 |
2,217.00 |
|
4.250 |
2,146.76 |
|
|