| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,369.00 |
2,384.00 |
15.00 |
0.6% |
2,337.25 |
| High |
2,401.25 |
2,396.50 |
-4.75 |
-0.2% |
2,401.25 |
| Low |
2,359.50 |
2,374.00 |
14.50 |
0.6% |
2,291.00 |
| Close |
2,389.00 |
2,392.00 |
3.00 |
0.1% |
2,392.00 |
| Range |
41.75 |
22.50 |
-19.25 |
-46.1% |
110.25 |
| ATR |
58.47 |
55.91 |
-2.57 |
-4.4% |
0.00 |
| Volume |
57 |
314 |
257 |
450.9% |
512 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,455.00 |
2,446.00 |
2,404.50 |
|
| R3 |
2,432.50 |
2,423.50 |
2,398.25 |
|
| R2 |
2,410.00 |
2,410.00 |
2,396.00 |
|
| R1 |
2,401.00 |
2,401.00 |
2,394.00 |
2,405.50 |
| PP |
2,387.50 |
2,387.50 |
2,387.50 |
2,389.75 |
| S1 |
2,378.50 |
2,378.50 |
2,390.00 |
2,383.00 |
| S2 |
2,365.00 |
2,365.00 |
2,388.00 |
|
| S3 |
2,342.50 |
2,356.00 |
2,385.75 |
|
| S4 |
2,320.00 |
2,333.50 |
2,379.50 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.25 |
2,652.25 |
2,452.75 |
|
| R3 |
2,582.00 |
2,542.00 |
2,422.25 |
|
| R2 |
2,471.75 |
2,471.75 |
2,412.25 |
|
| R1 |
2,431.75 |
2,431.75 |
2,402.00 |
2,451.75 |
| PP |
2,361.50 |
2,361.50 |
2,361.50 |
2,371.50 |
| S1 |
2,321.50 |
2,321.50 |
2,382.00 |
2,341.50 |
| S2 |
2,251.25 |
2,251.25 |
2,371.75 |
|
| S3 |
2,141.00 |
2,211.25 |
2,361.75 |
|
| S4 |
2,030.75 |
2,101.00 |
2,331.25 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,492.00 |
|
2.618 |
2,455.50 |
|
1.618 |
2,433.00 |
|
1.000 |
2,419.00 |
|
0.618 |
2,410.50 |
|
HIGH |
2,396.50 |
|
0.618 |
2,388.00 |
|
0.500 |
2,385.25 |
|
0.382 |
2,382.50 |
|
LOW |
2,374.00 |
|
0.618 |
2,360.00 |
|
1.000 |
2,351.50 |
|
1.618 |
2,337.50 |
|
2.618 |
2,315.00 |
|
4.250 |
2,278.50 |
|
|