Day Change Summary |
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Previous |
Current |
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10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,648.8 |
1,686.6 |
37.8 |
2.3% |
1,633.5 |
High |
1,678.0 |
1,688.0 |
10.0 |
0.6% |
1,678.0 |
Low |
1,648.8 |
1,660.0 |
11.2 |
0.7% |
1,600.9 |
Close |
1,674.5 |
1,664.7 |
-9.8 |
-0.6% |
1,639.3 |
Range |
29.2 |
28.0 |
-1.2 |
-4.1% |
77.1 |
ATR |
51.9 |
50.2 |
-1.7 |
-3.3% |
0.0 |
Volume |
952 |
1,471 |
519 |
54.5% |
4,776 |
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Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,754.9 |
1,737.8 |
1,680.1 |
|
R3 |
1,726.9 |
1,709.8 |
1,672.4 |
|
R2 |
1,698.9 |
1,698.9 |
1,669.8 |
|
R1 |
1,681.8 |
1,681.8 |
1,667.3 |
1,676.4 |
PP |
1,670.9 |
1,670.9 |
1,670.9 |
1,668.2 |
S1 |
1,653.8 |
1,653.8 |
1,662.1 |
1,648.4 |
S2 |
1,642.9 |
1,642.9 |
1,659.6 |
|
S3 |
1,614.9 |
1,625.8 |
1,657.0 |
|
S4 |
1,586.9 |
1,597.8 |
1,649.3 |
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Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.7 |
1,832.1 |
1,681.7 |
|
R3 |
1,793.6 |
1,755.0 |
1,660.5 |
|
R2 |
1,716.5 |
1,716.5 |
1,653.4 |
|
R1 |
1,677.9 |
1,677.9 |
1,646.4 |
1,697.2 |
PP |
1,639.4 |
1,639.4 |
1,639.4 |
1,649.1 |
S1 |
1,600.8 |
1,600.8 |
1,632.2 |
1,620.1 |
S2 |
1,562.3 |
1,562.3 |
1,625.2 |
|
S3 |
1,485.2 |
1,523.7 |
1,618.1 |
|
S4 |
1,408.1 |
1,446.6 |
1,596.9 |
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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 |
1,688.0 |
1,601.3 |
86.7 |
5.2% |
31.9 |
1.9% |
73% |
True |
False |
1,220 |
10 |
1,688.0 |
1,597.1 |
90.9 |
5.5% |
41.1 |
2.5% |
74% |
True |
False |
847 |
20 |
1,850.2 |
1,553.4 |
296.8 |
17.8% |
50.2 |
3.0% |
38% |
False |
False |
729 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.3% |
51.1 |
3.1% |
30% |
False |
False |
609 |
60 |
1,925.0 |
1,553.4 |
371.6 |
22.3% |
43.2 |
2.6% |
30% |
False |
False |
528 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,807.0 |
2.618 |
1,761.3 |
1.618 |
1,733.3 |
1.000 |
1,716.0 |
0.618 |
1,705.3 |
HIGH |
1,688.0 |
0.618 |
1,677.3 |
0.500 |
1,674.0 |
0.382 |
1,670.7 |
LOW |
1,660.0 |
0.618 |
1,642.7 |
1.000 |
1,632.0 |
1.618 |
1,614.7 |
2.618 |
1,586.7 |
4.250 |
1,541.0 |
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