Day Change Summary |
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Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,446.0 |
5,550.0 |
104.0 |
1.9% |
5,451.0 |
High |
5,520.0 |
5,682.5 |
162.5 |
2.9% |
5,485.0 |
Low |
5,446.0 |
5,541.5 |
95.5 |
1.8% |
5,300.0 |
Close |
5,488.0 |
5,653.5 |
165.5 |
3.0% |
5,429.0 |
Range |
74.0 |
141.0 |
67.0 |
90.5% |
185.0 |
ATR |
95.3 |
102.4 |
7.1 |
7.4% |
0.0 |
Volume |
114 |
552 |
438 |
384.2% |
212 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,049.0 |
5,992.0 |
5,731.0 |
|
R3 |
5,908.0 |
5,851.0 |
5,692.5 |
|
R2 |
5,767.0 |
5,767.0 |
5,679.5 |
|
R1 |
5,710.0 |
5,710.0 |
5,666.5 |
5,738.5 |
PP |
5,626.0 |
5,626.0 |
5,626.0 |
5,640.0 |
S1 |
5,569.0 |
5,569.0 |
5,640.5 |
5,597.5 |
S2 |
5,485.0 |
5,485.0 |
5,627.5 |
|
S3 |
5,344.0 |
5,428.0 |
5,614.5 |
|
S4 |
5,203.0 |
5,287.0 |
5,576.0 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,959.5 |
5,879.5 |
5,531.0 |
|
R3 |
5,774.5 |
5,694.5 |
5,480.0 |
|
R2 |
5,589.5 |
5,589.5 |
5,463.0 |
|
R1 |
5,509.5 |
5,509.5 |
5,446.0 |
5,457.0 |
PP |
5,404.5 |
5,404.5 |
5,404.5 |
5,378.5 |
S1 |
5,324.5 |
5,324.5 |
5,412.0 |
5,272.0 |
S2 |
5,219.5 |
5,219.5 |
5,395.0 |
|
S3 |
5,034.5 |
5,139.5 |
5,378.0 |
|
S4 |
4,849.5 |
4,954.5 |
5,327.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,682.5 |
5,352.0 |
330.5 |
5.8% |
86.0 |
1.5% |
91% |
True |
False |
197 |
10 |
5,682.5 |
5,300.0 |
382.5 |
6.8% |
84.5 |
1.5% |
92% |
True |
False |
111 |
20 |
5,682.5 |
4,896.0 |
786.5 |
13.9% |
69.0 |
1.2% |
96% |
True |
False |
78 |
40 |
5,682.5 |
4,887.5 |
795.0 |
14.1% |
45.5 |
0.8% |
96% |
True |
False |
43 |
60 |
5,682.5 |
4,887.5 |
795.0 |
14.1% |
36.0 |
0.6% |
96% |
True |
False |
30 |
80 |
5,960.5 |
4,887.5 |
1,073.0 |
19.0% |
27.5 |
0.5% |
71% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,282.0 |
2.618 |
6,051.5 |
1.618 |
5,910.5 |
1.000 |
5,823.5 |
0.618 |
5,769.5 |
HIGH |
5,682.5 |
0.618 |
5,628.5 |
0.500 |
5,612.0 |
0.382 |
5,595.5 |
LOW |
5,541.5 |
0.618 |
5,454.5 |
1.000 |
5,400.5 |
1.618 |
5,313.5 |
2.618 |
5,172.5 |
4.250 |
4,942.0 |
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