Day Change Summary |
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Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,669.9 |
1,685.1 |
15.2 |
0.9% |
1,648.8 |
High |
1,686.2 |
1,700.1 |
13.9 |
0.8% |
1,694.8 |
Low |
1,669.9 |
1,669.9 |
0.0 |
0.0% |
1,648.8 |
Close |
1,686.4 |
1,680.1 |
-6.3 |
-0.4% |
1,686.4 |
Range |
16.3 |
30.2 |
13.9 |
85.3% |
46.0 |
ATR |
45.0 |
44.0 |
-1.1 |
-2.4% |
0.0 |
Volume |
1,285 |
526 |
-759 |
-59.1% |
6,885 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.0 |
1,757.2 |
1,696.7 |
|
R3 |
1,743.8 |
1,727.0 |
1,688.4 |
|
R2 |
1,713.6 |
1,713.6 |
1,685.6 |
|
R1 |
1,696.8 |
1,696.8 |
1,682.9 |
1,690.1 |
PP |
1,683.4 |
1,683.4 |
1,683.4 |
1,680.0 |
S1 |
1,666.6 |
1,666.6 |
1,677.3 |
1,659.9 |
S2 |
1,653.2 |
1,653.2 |
1,674.6 |
|
S3 |
1,623.0 |
1,636.4 |
1,671.8 |
|
S4 |
1,592.8 |
1,606.2 |
1,663.5 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.7 |
1,796.5 |
1,711.7 |
|
R3 |
1,768.7 |
1,750.5 |
1,699.1 |
|
R2 |
1,722.7 |
1,722.7 |
1,694.8 |
|
R1 |
1,704.5 |
1,704.5 |
1,690.6 |
1,713.6 |
PP |
1,676.7 |
1,676.7 |
1,676.7 |
1,681.2 |
S1 |
1,658.5 |
1,658.5 |
1,682.2 |
1,667.6 |
S2 |
1,630.7 |
1,630.7 |
1,678.0 |
|
S3 |
1,584.7 |
1,612.5 |
1,673.8 |
|
S4 |
1,538.7 |
1,566.5 |
1,661.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,700.1 |
1,658.7 |
41.4 |
2.5% |
25.6 |
1.5% |
52% |
True |
False |
1,291 |
10 |
1,700.1 |
1,600.9 |
99.2 |
5.9% |
33.7 |
2.0% |
80% |
True |
False |
1,164 |
20 |
1,818.8 |
1,553.4 |
265.4 |
15.8% |
45.8 |
2.7% |
48% |
False |
False |
830 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.1% |
50.6 |
3.0% |
34% |
False |
False |
714 |
60 |
1,925.0 |
1,553.4 |
371.6 |
22.1% |
43.7 |
2.6% |
34% |
False |
False |
601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,828.5 |
2.618 |
1,779.2 |
1.618 |
1,749.0 |
1.000 |
1,730.3 |
0.618 |
1,718.8 |
HIGH |
1,700.1 |
0.618 |
1,688.6 |
0.500 |
1,685.0 |
0.382 |
1,681.4 |
LOW |
1,669.9 |
0.618 |
1,651.2 |
1.000 |
1,639.7 |
1.618 |
1,621.0 |
2.618 |
1,590.8 |
4.250 |
1,541.6 |
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