Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,396.0 |
5,370.0 |
-26.0 |
-0.5% |
5,292.0 |
High |
5,396.0 |
5,436.0 |
40.0 |
0.7% |
5,436.0 |
Low |
5,335.0 |
5,370.0 |
35.0 |
0.7% |
5,273.0 |
Close |
5,336.5 |
5,398.0 |
61.5 |
1.2% |
5,398.0 |
Range |
61.0 |
66.0 |
5.0 |
8.2% |
163.0 |
ATR |
99.9 |
99.8 |
0.0 |
0.0% |
0.0 |
Volume |
3 |
21 |
18 |
600.0% |
168 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,599.5 |
5,564.5 |
5,434.5 |
|
R3 |
5,533.5 |
5,498.5 |
5,416.0 |
|
R2 |
5,467.5 |
5,467.5 |
5,410.0 |
|
R1 |
5,432.5 |
5,432.5 |
5,404.0 |
5,450.0 |
PP |
5,401.5 |
5,401.5 |
5,401.5 |
5,410.0 |
S1 |
5,366.5 |
5,366.5 |
5,392.0 |
5,384.0 |
S2 |
5,335.5 |
5,335.5 |
5,386.0 |
|
S3 |
5,269.5 |
5,300.5 |
5,380.0 |
|
S4 |
5,203.5 |
5,234.5 |
5,361.5 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,858.0 |
5,791.0 |
5,487.5 |
|
R3 |
5,695.0 |
5,628.0 |
5,443.0 |
|
R2 |
5,532.0 |
5,532.0 |
5,428.0 |
|
R1 |
5,465.0 |
5,465.0 |
5,413.0 |
5,498.5 |
PP |
5,369.0 |
5,369.0 |
5,369.0 |
5,386.0 |
S1 |
5,302.0 |
5,302.0 |
5,383.0 |
5,335.5 |
S2 |
5,206.0 |
5,206.0 |
5,368.0 |
|
S3 |
5,043.0 |
5,139.0 |
5,353.0 |
|
S4 |
4,880.0 |
4,976.0 |
5,308.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,436.0 |
5,273.0 |
163.0 |
3.0% |
42.0 |
0.8% |
77% |
True |
False |
33 |
10 |
5,436.0 |
4,896.0 |
540.0 |
10.0% |
56.0 |
1.0% |
93% |
True |
False |
29 |
20 |
5,436.0 |
4,887.5 |
548.5 |
10.2% |
49.5 |
0.9% |
93% |
True |
False |
26 |
40 |
5,436.0 |
4,887.5 |
548.5 |
10.2% |
27.5 |
0.5% |
93% |
True |
False |
17 |
60 |
5,829.5 |
4,887.5 |
942.0 |
17.5% |
23.0 |
0.4% |
54% |
False |
False |
13 |
80 |
5,960.5 |
4,887.5 |
1,073.0 |
19.9% |
17.5 |
0.3% |
48% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,716.5 |
2.618 |
5,609.0 |
1.618 |
5,543.0 |
1.000 |
5,502.0 |
0.618 |
5,477.0 |
HIGH |
5,436.0 |
0.618 |
5,411.0 |
0.500 |
5,403.0 |
0.382 |
5,395.0 |
LOW |
5,370.0 |
0.618 |
5,329.0 |
1.000 |
5,304.0 |
1.618 |
5,263.0 |
2.618 |
5,197.0 |
4.250 |
5,089.5 |
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