Day Change Summary |
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Previous |
Current |
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02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,418.0 |
5,427.0 |
9.0 |
0.2% |
5,446.5 |
High |
5,444.0 |
5,543.0 |
99.0 |
1.8% |
5,709.0 |
Low |
5,346.5 |
5,427.0 |
80.5 |
1.5% |
5,427.5 |
Close |
5,447.5 |
5,511.0 |
63.5 |
1.2% |
5,633.5 |
Range |
97.5 |
116.0 |
18.5 |
19.0% |
281.5 |
ATR |
106.7 |
107.4 |
0.7 |
0.6% |
0.0 |
Volume |
5 |
132 |
127 |
2,540.0% |
904 |
|
Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,841.5 |
5,792.5 |
5,575.0 |
|
R3 |
5,725.5 |
5,676.5 |
5,543.0 |
|
R2 |
5,609.5 |
5,609.5 |
5,532.5 |
|
R1 |
5,560.5 |
5,560.5 |
5,521.5 |
5,585.0 |
PP |
5,493.5 |
5,493.5 |
5,493.5 |
5,506.0 |
S1 |
5,444.5 |
5,444.5 |
5,500.5 |
5,469.0 |
S2 |
5,377.5 |
5,377.5 |
5,489.5 |
|
S3 |
5,261.5 |
5,328.5 |
5,479.0 |
|
S4 |
5,145.5 |
5,212.5 |
5,447.0 |
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|
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 |
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|
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 |
7.4% |
83.0 |
1.5% |
52% |
False |
False |
39 |
10 |
5,709.0 |
5,299.5 |
409.5 |
7.4% |
84.5 |
1.5% |
52% |
False |
False |
118 |
20 |
5,709.0 |
5,218.5 |
490.5 |
8.9% |
74.5 |
1.4% |
60% |
False |
False |
78 |
40 |
5,709.0 |
4,887.5 |
821.5 |
14.9% |
55.5 |
1.0% |
76% |
False |
False |
48 |
60 |
5,709.0 |
4,887.5 |
821.5 |
14.9% |
39.5 |
0.7% |
76% |
False |
False |
33 |
80 |
5,829.5 |
4,887.5 |
942.0 |
17.1% |
32.5 |
0.6% |
66% |
False |
False |
26 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,036.0 |
2.618 |
5,846.5 |
1.618 |
5,730.5 |
1.000 |
5,659.0 |
0.618 |
5,614.5 |
HIGH |
5,543.0 |
0.618 |
5,498.5 |
0.500 |
5,485.0 |
0.382 |
5,471.5 |
LOW |
5,427.0 |
0.618 |
5,355.5 |
1.000 |
5,311.0 |
1.618 |
5,239.5 |
2.618 |
5,123.5 |
4.250 |
4,934.0 |
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