Day Change Summary |
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Previous |
Current |
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|
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01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,550 |
11,700 |
150 |
1.3% |
11,738 |
High |
11,640 |
11,745 |
105 |
0.9% |
12,150 |
Low |
11,498 |
11,651 |
153 |
1.3% |
11,588 |
Close |
11,611 |
11,697 |
86 |
0.7% |
12,097 |
Range |
142 |
94 |
-48 |
-33.8% |
562 |
ATR |
234 |
227 |
-7 |
-3.1% |
0 |
Volume |
4 |
14 |
10 |
250.0% |
139 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,980 |
11,932 |
11,749 |
|
R3 |
11,886 |
11,838 |
11,723 |
|
R2 |
11,792 |
11,792 |
11,714 |
|
R1 |
11,744 |
11,744 |
11,706 |
11,721 |
PP |
11,698 |
11,698 |
11,698 |
11,686 |
S1 |
11,650 |
11,650 |
11,689 |
11,627 |
S2 |
11,604 |
11,604 |
11,680 |
|
S3 |
11,510 |
11,556 |
11,671 |
|
S4 |
11,416 |
11,462 |
11,645 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,631 |
13,426 |
12,406 |
|
R3 |
13,069 |
12,864 |
12,252 |
|
R2 |
12,507 |
12,507 |
12,200 |
|
R1 |
12,302 |
12,302 |
12,149 |
12,405 |
PP |
11,945 |
11,945 |
11,945 |
11,996 |
S1 |
11,740 |
11,740 |
12,046 |
11,843 |
S2 |
11,383 |
11,383 |
11,994 |
|
S3 |
10,821 |
11,178 |
11,943 |
|
S4 |
10,259 |
10,616 |
11,788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,150 |
11,498 |
652 |
5.6% |
150 |
1.3% |
31% |
False |
False |
25 |
10 |
12,150 |
11,283 |
867 |
7.4% |
166 |
1.4% |
48% |
False |
False |
24 |
20 |
12,150 |
10,740 |
1,410 |
12.1% |
181 |
1.5% |
68% |
False |
False |
24 |
40 |
12,150 |
10,288 |
1,862 |
15.9% |
231 |
2.0% |
76% |
False |
False |
29 |
60 |
12,150 |
10,288 |
1,862 |
15.9% |
154 |
1.3% |
76% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,145 |
2.618 |
11,991 |
1.618 |
11,897 |
1.000 |
11,839 |
0.618 |
11,803 |
HIGH |
11,745 |
0.618 |
11,709 |
0.500 |
11,698 |
0.382 |
11,687 |
LOW |
11,651 |
0.618 |
11,593 |
1.000 |
11,557 |
1.618 |
11,499 |
2.618 |
11,405 |
4.250 |
11,252 |
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