| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,384.00 |
2,395.25 |
11.25 |
0.5% |
2,337.25 |
| High |
2,396.50 |
2,395.25 |
-1.25 |
-0.1% |
2,401.25 |
| Low |
2,374.00 |
2,349.50 |
-24.50 |
-1.0% |
2,291.00 |
| Close |
2,392.00 |
2,351.50 |
-40.50 |
-1.7% |
2,392.00 |
| Range |
22.50 |
45.75 |
23.25 |
103.3% |
110.25 |
| ATR |
55.91 |
55.18 |
-0.73 |
-1.3% |
0.00 |
| Volume |
314 |
13 |
-301 |
-95.9% |
512 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.75 |
2,472.75 |
2,376.75 |
|
| R3 |
2,457.00 |
2,427.00 |
2,364.00 |
|
| R2 |
2,411.25 |
2,411.25 |
2,360.00 |
|
| R1 |
2,381.25 |
2,381.25 |
2,355.75 |
2,373.50 |
| PP |
2,365.50 |
2,365.50 |
2,365.50 |
2,361.50 |
| S1 |
2,335.50 |
2,335.50 |
2,347.25 |
2,327.50 |
| S2 |
2,319.75 |
2,319.75 |
2,343.00 |
|
| S3 |
2,274.00 |
2,289.75 |
2,339.00 |
|
| S4 |
2,228.25 |
2,244.00 |
2,326.25 |
|
|
| 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 |
2,589.75 |
|
2.618 |
2,515.00 |
|
1.618 |
2,469.25 |
|
1.000 |
2,441.00 |
|
0.618 |
2,423.50 |
|
HIGH |
2,395.25 |
|
0.618 |
2,377.75 |
|
0.500 |
2,372.50 |
|
0.382 |
2,367.00 |
|
LOW |
2,349.50 |
|
0.618 |
2,321.25 |
|
1.000 |
2,303.75 |
|
1.618 |
2,275.50 |
|
2.618 |
2,229.75 |
|
4.250 |
2,155.00 |
|
|