Day Change Summary |
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Previous |
Current |
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11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,686.6 |
1,671.3 |
-15.3 |
-0.9% |
1,633.5 |
High |
1,688.0 |
1,694.8 |
6.8 |
0.4% |
1,678.0 |
Low |
1,660.0 |
1,669.1 |
9.1 |
0.5% |
1,600.9 |
Close |
1,664.7 |
1,686.3 |
21.6 |
1.3% |
1,639.3 |
Range |
28.0 |
25.7 |
-2.3 |
-8.2% |
77.1 |
ATR |
50.2 |
48.8 |
-1.4 |
-2.9% |
0.0 |
Volume |
1,471 |
1,682 |
211 |
14.3% |
4,776 |
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Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.5 |
1,749.1 |
1,700.4 |
|
R3 |
1,734.8 |
1,723.4 |
1,693.4 |
|
R2 |
1,709.1 |
1,709.1 |
1,691.0 |
|
R1 |
1,697.7 |
1,697.7 |
1,688.7 |
1,703.4 |
PP |
1,683.4 |
1,683.4 |
1,683.4 |
1,686.3 |
S1 |
1,672.0 |
1,672.0 |
1,683.9 |
1,677.7 |
S2 |
1,657.7 |
1,657.7 |
1,681.6 |
|
S3 |
1,632.0 |
1,646.3 |
1,679.2 |
|
S4 |
1,606.3 |
1,620.6 |
1,672.2 |
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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 |
1,694.8 |
1,631.1 |
63.7 |
3.8% |
27.9 |
1.7% |
87% |
True |
False |
1,145 |
10 |
1,694.8 |
1,597.1 |
97.7 |
5.8% |
37.0 |
2.2% |
91% |
True |
False |
983 |
20 |
1,831.7 |
1,553.4 |
278.3 |
16.5% |
50.0 |
3.0% |
48% |
False |
False |
777 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.0% |
51.2 |
3.0% |
36% |
False |
False |
648 |
60 |
1,925.0 |
1,553.4 |
371.6 |
22.0% |
43.4 |
2.6% |
36% |
False |
False |
555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.0 |
2.618 |
1,762.1 |
1.618 |
1,736.4 |
1.000 |
1,720.5 |
0.618 |
1,710.7 |
HIGH |
1,694.8 |
0.618 |
1,685.0 |
0.500 |
1,682.0 |
0.382 |
1,678.9 |
LOW |
1,669.1 |
0.618 |
1,653.2 |
1.000 |
1,643.4 |
1.618 |
1,627.5 |
2.618 |
1,601.8 |
4.250 |
1,559.9 |
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