| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,395.25 |
2,353.00 |
-42.25 |
-1.8% |
2,337.25 |
| High |
2,395.25 |
2,353.00 |
-42.25 |
-1.8% |
2,401.25 |
| Low |
2,349.50 |
2,282.00 |
-67.50 |
-2.9% |
2,291.00 |
| Close |
2,351.50 |
2,298.50 |
-53.00 |
-2.3% |
2,392.00 |
| Range |
45.75 |
71.00 |
25.25 |
55.2% |
110.25 |
| ATR |
55.18 |
56.31 |
1.13 |
2.0% |
0.00 |
| Volume |
13 |
40 |
27 |
207.7% |
512 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.25 |
2,482.25 |
2,337.50 |
|
| R3 |
2,453.25 |
2,411.25 |
2,318.00 |
|
| R2 |
2,382.25 |
2,382.25 |
2,311.50 |
|
| R1 |
2,340.25 |
2,340.25 |
2,305.00 |
2,325.75 |
| PP |
2,311.25 |
2,311.25 |
2,311.25 |
2,304.00 |
| S1 |
2,269.25 |
2,269.25 |
2,292.00 |
2,254.75 |
| S2 |
2,240.25 |
2,240.25 |
2,285.50 |
|
| S3 |
2,169.25 |
2,198.25 |
2,279.00 |
|
| S4 |
2,098.25 |
2,127.25 |
2,259.50 |
|
|
| 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 |
2,654.75 |
|
2.618 |
2,539.00 |
|
1.618 |
2,468.00 |
|
1.000 |
2,424.00 |
|
0.618 |
2,397.00 |
|
HIGH |
2,353.00 |
|
0.618 |
2,326.00 |
|
0.500 |
2,317.50 |
|
0.382 |
2,309.00 |
|
LOW |
2,282.00 |
|
0.618 |
2,238.00 |
|
1.000 |
2,211.00 |
|
1.618 |
2,167.00 |
|
2.618 |
2,096.00 |
|
4.250 |
1,980.25 |
|
|