Day Change Summary |
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Previous |
Current |
|
|
|
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01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,299.5 |
5,418.0 |
118.5 |
2.2% |
5,446.5 |
High |
5,383.0 |
5,444.0 |
61.0 |
1.1% |
5,709.0 |
Low |
5,299.5 |
5,346.5 |
47.0 |
0.9% |
5,427.5 |
Close |
5,355.0 |
5,447.5 |
92.5 |
1.7% |
5,633.5 |
Range |
83.5 |
97.5 |
14.0 |
16.8% |
281.5 |
ATR |
107.4 |
106.7 |
-0.7 |
-0.7% |
0.0 |
Volume |
23 |
5 |
-18 |
-78.3% |
904 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,705.0 |
5,674.0 |
5,501.0 |
|
R3 |
5,607.5 |
5,576.5 |
5,474.5 |
|
R2 |
5,510.0 |
5,510.0 |
5,465.5 |
|
R1 |
5,479.0 |
5,479.0 |
5,456.5 |
5,494.5 |
PP |
5,412.5 |
5,412.5 |
5,412.5 |
5,420.5 |
S1 |
5,381.5 |
5,381.5 |
5,438.5 |
5,397.0 |
S2 |
5,315.0 |
5,315.0 |
5,429.5 |
|
S3 |
5,217.5 |
5,284.0 |
5,420.5 |
|
S4 |
5,120.0 |
5,186.5 |
5,394.0 |
|
|
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 |
7.5% |
88.0 |
1.6% |
36% |
False |
False |
123 |
10 |
5,709.0 |
5,299.5 |
409.5 |
7.5% |
80.5 |
1.5% |
36% |
False |
False |
105 |
20 |
5,709.0 |
5,128.5 |
580.5 |
10.7% |
74.0 |
1.4% |
55% |
False |
False |
71 |
40 |
5,709.0 |
4,887.5 |
821.5 |
15.1% |
52.5 |
1.0% |
68% |
False |
False |
45 |
60 |
5,709.0 |
4,887.5 |
821.5 |
15.1% |
41.0 |
0.8% |
68% |
False |
False |
31 |
80 |
5,829.5 |
4,887.5 |
942.0 |
17.3% |
31.0 |
0.6% |
59% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,858.5 |
2.618 |
5,699.5 |
1.618 |
5,602.0 |
1.000 |
5,541.5 |
0.618 |
5,504.5 |
HIGH |
5,444.0 |
0.618 |
5,407.0 |
0.500 |
5,395.0 |
0.382 |
5,383.5 |
LOW |
5,346.5 |
0.618 |
5,286.0 |
1.000 |
5,249.0 |
1.618 |
5,188.5 |
2.618 |
5,091.0 |
4.250 |
4,932.0 |
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