| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,353.00 |
2,346.50 |
-6.50 |
-0.3% |
2,395.25 |
| High |
2,355.00 |
2,367.00 |
12.00 |
0.5% |
2,395.25 |
| Low |
2,327.25 |
2,318.00 |
-9.25 |
-0.4% |
2,272.00 |
| Close |
2,346.50 |
2,365.25 |
18.75 |
0.8% |
2,346.50 |
| Range |
27.75 |
49.00 |
21.25 |
76.6% |
123.25 |
| ATR |
54.72 |
54.31 |
-0.41 |
-0.7% |
0.00 |
| Volume |
49 |
16 |
-33 |
-67.3% |
174 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,497.00 |
2,480.25 |
2,392.25 |
|
| R3 |
2,448.00 |
2,431.25 |
2,378.75 |
|
| R2 |
2,399.00 |
2,399.00 |
2,374.25 |
|
| R1 |
2,382.25 |
2,382.25 |
2,369.75 |
2,390.50 |
| PP |
2,350.00 |
2,350.00 |
2,350.00 |
2,354.25 |
| S1 |
2,333.25 |
2,333.25 |
2,360.75 |
2,341.50 |
| S2 |
2,301.00 |
2,301.00 |
2,356.25 |
|
| S3 |
2,252.00 |
2,284.25 |
2,351.75 |
|
| S4 |
2,203.00 |
2,235.25 |
2,338.25 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.75 |
2,650.25 |
2,414.25 |
|
| R3 |
2,584.50 |
2,527.00 |
2,380.50 |
|
| R2 |
2,461.25 |
2,461.25 |
2,369.00 |
|
| R1 |
2,403.75 |
2,403.75 |
2,357.75 |
2,371.00 |
| PP |
2,338.00 |
2,338.00 |
2,338.00 |
2,321.50 |
| S1 |
2,280.50 |
2,280.50 |
2,335.25 |
2,247.50 |
| S2 |
2,214.75 |
2,214.75 |
2,324.00 |
|
| S3 |
2,091.50 |
2,157.25 |
2,312.50 |
|
| S4 |
1,968.25 |
2,034.00 |
2,278.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,367.00 |
2,272.00 |
95.00 |
4.0% |
52.75 |
2.2% |
98% |
True |
False |
35 |
| 10 |
2,401.25 |
2,272.00 |
129.25 |
5.5% |
49.00 |
2.1% |
72% |
False |
False |
63 |
| 20 |
2,401.25 |
2,263.50 |
137.75 |
5.8% |
50.00 |
2.1% |
74% |
False |
False |
57 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
15.5% |
55.75 |
2.4% |
90% |
False |
False |
70 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.5% |
47.75 |
2.0% |
90% |
False |
False |
48 |
| 80 |
2,413.75 |
2,029.25 |
384.50 |
16.3% |
38.50 |
1.6% |
87% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,575.25 |
|
2.618 |
2,495.25 |
|
1.618 |
2,446.25 |
|
1.000 |
2,416.00 |
|
0.618 |
2,397.25 |
|
HIGH |
2,367.00 |
|
0.618 |
2,348.25 |
|
0.500 |
2,342.50 |
|
0.382 |
2,336.75 |
|
LOW |
2,318.00 |
|
0.618 |
2,287.75 |
|
1.000 |
2,269.00 |
|
1.618 |
2,238.75 |
|
2.618 |
2,189.75 |
|
4.250 |
2,109.75 |
|
|