| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,353.00 |
2,315.00 |
-38.00 |
-1.6% |
2,337.25 |
| High |
2,353.00 |
2,326.00 |
-27.00 |
-1.1% |
2,401.25 |
| Low |
2,282.00 |
2,294.00 |
12.00 |
0.5% |
2,291.00 |
| Close |
2,298.50 |
2,309.50 |
11.00 |
0.5% |
2,392.00 |
| Range |
71.00 |
32.00 |
-39.00 |
-54.9% |
110.25 |
| ATR |
56.31 |
54.57 |
-1.74 |
-3.1% |
0.00 |
| Volume |
40 |
36 |
-4 |
-10.0% |
512 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,405.75 |
2,389.75 |
2,327.00 |
|
| R3 |
2,373.75 |
2,357.75 |
2,318.25 |
|
| R2 |
2,341.75 |
2,341.75 |
2,315.25 |
|
| R1 |
2,325.75 |
2,325.75 |
2,312.50 |
2,317.75 |
| PP |
2,309.75 |
2,309.75 |
2,309.75 |
2,306.00 |
| S1 |
2,293.75 |
2,293.75 |
2,306.50 |
2,285.75 |
| S2 |
2,277.75 |
2,277.75 |
2,303.75 |
|
| S3 |
2,245.75 |
2,261.75 |
2,300.75 |
|
| S4 |
2,213.75 |
2,229.75 |
2,292.00 |
|
|
| 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 |
2,462.00 |
|
2.618 |
2,409.75 |
|
1.618 |
2,377.75 |
|
1.000 |
2,358.00 |
|
0.618 |
2,345.75 |
|
HIGH |
2,326.00 |
|
0.618 |
2,313.75 |
|
0.500 |
2,310.00 |
|
0.382 |
2,306.25 |
|
LOW |
2,294.00 |
|
0.618 |
2,274.25 |
|
1.000 |
2,262.00 |
|
1.618 |
2,242.25 |
|
2.618 |
2,210.25 |
|
4.250 |
2,158.00 |
|
|