Day Change Summary |
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Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,577.5 |
5,299.5 |
-278.0 |
-5.0% |
5,446.5 |
High |
5,582.0 |
5,383.0 |
-199.0 |
-3.6% |
5,709.0 |
Low |
5,540.0 |
5,299.5 |
-240.5 |
-4.3% |
5,427.5 |
Close |
5,504.0 |
5,355.0 |
-149.0 |
-2.7% |
5,633.5 |
Range |
42.0 |
83.5 |
41.5 |
98.8% |
281.5 |
ATR |
100.0 |
107.4 |
7.5 |
7.5% |
0.0 |
Volume |
15 |
23 |
8 |
53.3% |
904 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,596.5 |
5,559.0 |
5,401.0 |
|
R3 |
5,513.0 |
5,475.5 |
5,378.0 |
|
R2 |
5,429.5 |
5,429.5 |
5,370.5 |
|
R1 |
5,392.0 |
5,392.0 |
5,362.5 |
5,411.0 |
PP |
5,346.0 |
5,346.0 |
5,346.0 |
5,355.0 |
S1 |
5,308.5 |
5,308.5 |
5,347.5 |
5,327.0 |
S2 |
5,262.5 |
5,262.5 |
5,339.5 |
|
S3 |
5,179.0 |
5,225.0 |
5,332.0 |
|
S4 |
5,095.5 |
5,141.5 |
5,309.0 |
|
|
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 |
5,299.5 |
409.5 |
7.6% |
83.5 |
1.6% |
14% |
False |
True |
144 |
10 |
5,709.0 |
5,299.5 |
409.5 |
7.6% |
70.5 |
1.3% |
14% |
False |
True |
111 |
20 |
5,709.0 |
4,961.5 |
747.5 |
14.0% |
74.5 |
1.4% |
53% |
False |
False |
71 |
40 |
5,709.0 |
4,887.5 |
821.5 |
15.3% |
50.5 |
0.9% |
57% |
False |
False |
44 |
60 |
5,709.0 |
4,887.5 |
821.5 |
15.3% |
39.5 |
0.7% |
57% |
False |
False |
31 |
80 |
5,829.5 |
4,887.5 |
942.0 |
17.6% |
30.0 |
0.6% |
50% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,738.0 |
2.618 |
5,601.5 |
1.618 |
5,518.0 |
1.000 |
5,466.5 |
0.618 |
5,434.5 |
HIGH |
5,383.0 |
0.618 |
5,351.0 |
0.500 |
5,341.0 |
0.382 |
5,331.5 |
LOW |
5,299.5 |
0.618 |
5,248.0 |
1.000 |
5,216.0 |
1.618 |
5,164.5 |
2.618 |
5,081.0 |
4.250 |
4,944.5 |
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