Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,709.0 |
5,577.5 |
-131.5 |
-2.3% |
5,446.5 |
High |
5,709.0 |
5,582.0 |
-127.0 |
-2.2% |
5,709.0 |
Low |
5,633.0 |
5,540.0 |
-93.0 |
-1.7% |
5,427.5 |
Close |
5,633.5 |
5,504.0 |
-129.5 |
-2.3% |
5,633.5 |
Range |
76.0 |
42.0 |
-34.0 |
-44.7% |
281.5 |
ATR |
100.5 |
100.0 |
-0.5 |
-0.5% |
0.0 |
Volume |
20 |
15 |
-5 |
-25.0% |
904 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,668.0 |
5,628.0 |
5,527.0 |
|
R3 |
5,626.0 |
5,586.0 |
5,515.5 |
|
R2 |
5,584.0 |
5,584.0 |
5,511.5 |
|
R1 |
5,544.0 |
5,544.0 |
5,508.0 |
5,543.0 |
PP |
5,542.0 |
5,542.0 |
5,542.0 |
5,541.5 |
S1 |
5,502.0 |
5,502.0 |
5,500.0 |
5,501.0 |
S2 |
5,500.0 |
5,500.0 |
5,496.5 |
|
S3 |
5,458.0 |
5,460.0 |
5,492.5 |
|
S4 |
5,416.0 |
5,418.0 |
5,481.0 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,434.5 |
6,315.5 |
5,788.5 |
|
R3 |
6,153.0 |
6,034.0 |
5,711.0 |
|
R2 |
5,871.5 |
5,871.5 |
5,685.0 |
|
R1 |
5,752.5 |
5,752.5 |
5,659.5 |
5,812.0 |
PP |
5,590.0 |
5,590.0 |
5,590.0 |
5,620.0 |
S1 |
5,471.0 |
5,471.0 |
5,607.5 |
5,530.5 |
S2 |
5,308.5 |
5,308.5 |
5,582.0 |
|
S3 |
5,027.0 |
5,189.5 |
5,556.0 |
|
S4 |
4,745.5 |
4,908.0 |
5,478.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,709.0 |
5,427.5 |
281.5 |
5.1% |
83.0 |
1.5% |
27% |
False |
False |
148 |
10 |
5,709.0 |
5,300.0 |
409.0 |
7.4% |
75.0 |
1.4% |
50% |
False |
False |
110 |
20 |
5,709.0 |
4,896.0 |
813.0 |
14.8% |
70.0 |
1.3% |
75% |
False |
False |
71 |
40 |
5,709.0 |
4,887.5 |
821.5 |
14.9% |
48.0 |
0.9% |
75% |
False |
False |
44 |
60 |
5,709.0 |
4,887.5 |
821.5 |
14.9% |
38.0 |
0.7% |
75% |
False |
False |
31 |
80 |
5,832.5 |
4,887.5 |
945.0 |
17.2% |
29.0 |
0.5% |
65% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,760.5 |
2.618 |
5,692.0 |
1.618 |
5,650.0 |
1.000 |
5,624.0 |
0.618 |
5,608.0 |
HIGH |
5,582.0 |
0.618 |
5,566.0 |
0.500 |
5,561.0 |
0.382 |
5,556.0 |
LOW |
5,540.0 |
0.618 |
5,514.0 |
1.000 |
5,498.0 |
1.618 |
5,472.0 |
2.618 |
5,430.0 |
4.250 |
5,361.5 |
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