Day Change Summary |
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Previous |
Current |
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|
|
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26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,621 |
11,999 |
378 |
3.3% |
11,461 |
High |
11,739 |
12,150 |
411 |
3.5% |
11,667 |
Low |
11,588 |
11,933 |
345 |
3.0% |
11,169 |
Close |
11,731 |
12,098 |
367 |
3.1% |
11,683 |
Range |
151 |
217 |
66 |
43.7% |
498 |
ATR |
221 |
235 |
14 |
6.4% |
0 |
Volume |
33 |
20 |
-13 |
-39.4% |
60 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,711 |
12,622 |
12,217 |
|
R3 |
12,494 |
12,405 |
12,158 |
|
R2 |
12,277 |
12,277 |
12,138 |
|
R1 |
12,188 |
12,188 |
12,118 |
12,233 |
PP |
12,060 |
12,060 |
12,060 |
12,083 |
S1 |
11,971 |
11,971 |
12,078 |
12,016 |
S2 |
11,843 |
11,843 |
12,058 |
|
S3 |
11,626 |
11,754 |
12,038 |
|
S4 |
11,409 |
11,537 |
11,979 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,000 |
12,840 |
11,957 |
|
R3 |
12,502 |
12,342 |
11,820 |
|
R2 |
12,004 |
12,004 |
11,774 |
|
R1 |
11,844 |
11,844 |
11,729 |
11,924 |
PP |
11,506 |
11,506 |
11,506 |
11,547 |
S1 |
11,346 |
11,346 |
11,637 |
11,426 |
S2 |
11,008 |
11,008 |
11,592 |
|
S3 |
10,510 |
10,848 |
11,546 |
|
S4 |
10,012 |
10,350 |
11,409 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,150 |
11,390 |
760 |
6.3% |
197 |
1.6% |
93% |
True |
False |
18 |
10 |
12,150 |
11,169 |
981 |
8.1% |
208 |
1.7% |
95% |
True |
False |
15 |
20 |
12,150 |
10,288 |
1,862 |
15.4% |
216 |
1.8% |
97% |
True |
False |
25 |
40 |
12,150 |
10,288 |
1,862 |
15.4% |
218 |
1.8% |
97% |
True |
False |
27 |
60 |
12,150 |
10,288 |
1,862 |
15.4% |
145 |
1.2% |
97% |
True |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,072 |
2.618 |
12,718 |
1.618 |
12,501 |
1.000 |
12,367 |
0.618 |
12,284 |
HIGH |
12,150 |
0.618 |
12,067 |
0.500 |
12,042 |
0.382 |
12,016 |
LOW |
11,933 |
0.618 |
11,799 |
1.000 |
11,716 |
1.618 |
11,582 |
2.618 |
11,365 |
4.250 |
11,011 |
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