Day Change Summary |
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Previous |
Current |
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12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,671.3 |
1,686.3 |
15.0 |
0.9% |
1,633.5 |
High |
1,694.8 |
1,686.3 |
-8.5 |
-0.5% |
1,678.0 |
Low |
1,669.1 |
1,658.7 |
-10.4 |
-0.6% |
1,600.9 |
Close |
1,686.3 |
1,672.0 |
-14.3 |
-0.8% |
1,639.3 |
Range |
25.7 |
27.6 |
1.9 |
7.4% |
77.1 |
ATR |
48.8 |
47.3 |
-1.5 |
-3.1% |
0.0 |
Volume |
1,682 |
1,495 |
-187 |
-11.1% |
4,776 |
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Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,755.1 |
1,741.2 |
1,687.2 |
|
R3 |
1,727.5 |
1,713.6 |
1,679.6 |
|
R2 |
1,699.9 |
1,699.9 |
1,677.1 |
|
R1 |
1,686.0 |
1,686.0 |
1,674.5 |
1,679.2 |
PP |
1,672.3 |
1,672.3 |
1,672.3 |
1,668.9 |
S1 |
1,658.4 |
1,658.4 |
1,669.5 |
1,651.6 |
S2 |
1,644.7 |
1,644.7 |
1,666.9 |
|
S3 |
1,617.1 |
1,630.8 |
1,664.4 |
|
S4 |
1,589.5 |
1,603.2 |
1,656.8 |
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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% |
29.8 |
1.8% |
64% |
False |
False |
1,239 |
10 |
1,694.8 |
1,600.9 |
93.9 |
5.6% |
35.7 |
2.1% |
76% |
False |
False |
1,101 |
20 |
1,831.7 |
1,553.4 |
278.3 |
16.6% |
48.8 |
2.9% |
43% |
False |
False |
830 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.2% |
51.6 |
3.1% |
32% |
False |
False |
679 |
60 |
1,925.0 |
1,553.4 |
371.6 |
22.2% |
43.6 |
2.6% |
32% |
False |
False |
578 |
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|
Fibonacci Retracements and Extensions |
4.250 |
1,803.6 |
2.618 |
1,758.6 |
1.618 |
1,731.0 |
1.000 |
1,713.9 |
0.618 |
1,703.4 |
HIGH |
1,686.3 |
0.618 |
1,675.8 |
0.500 |
1,672.5 |
0.382 |
1,669.2 |
LOW |
1,658.7 |
0.618 |
1,641.6 |
1.000 |
1,631.1 |
1.618 |
1,614.0 |
2.618 |
1,586.4 |
4.250 |
1,541.4 |
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