| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,330.75 |
2,369.00 |
38.25 |
1.6% |
2,374.50 |
| High |
2,352.25 |
2,401.25 |
49.00 |
2.1% |
2,385.00 |
| Low |
2,291.00 |
2,359.50 |
68.50 |
3.0% |
2,266.00 |
| Close |
2,321.75 |
2,389.00 |
67.25 |
2.9% |
2,330.25 |
| Range |
61.25 |
41.75 |
-19.50 |
-31.8% |
119.00 |
| ATR |
56.86 |
58.47 |
1.62 |
2.8% |
0.00 |
| Volume |
31 |
57 |
26 |
83.9% |
228 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.50 |
2,490.50 |
2,412.00 |
|
| R3 |
2,466.75 |
2,448.75 |
2,400.50 |
|
| R2 |
2,425.00 |
2,425.00 |
2,396.75 |
|
| R1 |
2,407.00 |
2,407.00 |
2,392.75 |
2,416.00 |
| PP |
2,383.25 |
2,383.25 |
2,383.25 |
2,387.75 |
| S1 |
2,365.25 |
2,365.25 |
2,385.25 |
2,374.25 |
| S2 |
2,341.50 |
2,341.50 |
2,381.25 |
|
| S3 |
2,299.75 |
2,323.50 |
2,377.50 |
|
| S4 |
2,258.00 |
2,281.75 |
2,366.00 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.00 |
2,626.25 |
2,395.75 |
|
| R3 |
2,565.00 |
2,507.25 |
2,363.00 |
|
| R2 |
2,446.00 |
2,446.00 |
2,352.00 |
|
| R1 |
2,388.25 |
2,388.25 |
2,341.25 |
2,357.50 |
| PP |
2,327.00 |
2,327.00 |
2,327.00 |
2,311.75 |
| S1 |
2,269.25 |
2,269.25 |
2,319.25 |
2,238.50 |
| S2 |
2,208.00 |
2,208.00 |
2,308.50 |
|
| S3 |
2,089.00 |
2,150.25 |
2,297.50 |
|
| S4 |
1,970.00 |
2,031.25 |
2,264.75 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.75 |
|
2.618 |
2,510.50 |
|
1.618 |
2,468.75 |
|
1.000 |
2,443.00 |
|
0.618 |
2,427.00 |
|
HIGH |
2,401.25 |
|
0.618 |
2,385.25 |
|
0.500 |
2,380.50 |
|
0.382 |
2,375.50 |
|
LOW |
2,359.50 |
|
0.618 |
2,333.75 |
|
1.000 |
2,317.75 |
|
1.618 |
2,292.00 |
|
2.618 |
2,250.25 |
|
4.250 |
2,182.00 |
|
|