Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,685.1 |
1,676.5 |
-8.6 |
-0.5% |
1,648.8 |
High |
1,700.1 |
1,676.7 |
-23.4 |
-1.4% |
1,694.8 |
Low |
1,669.9 |
1,635.0 |
-34.9 |
-2.1% |
1,648.8 |
Close |
1,680.1 |
1,656.2 |
-23.9 |
-1.4% |
1,686.4 |
Range |
30.2 |
41.7 |
11.5 |
38.1% |
46.0 |
ATR |
44.0 |
44.1 |
0.1 |
0.2% |
0.0 |
Volume |
526 |
453 |
-73 |
-13.9% |
6,885 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.1 |
1,760.3 |
1,679.1 |
|
R3 |
1,739.4 |
1,718.6 |
1,667.7 |
|
R2 |
1,697.7 |
1,697.7 |
1,663.8 |
|
R1 |
1,676.9 |
1,676.9 |
1,660.0 |
1,666.5 |
PP |
1,656.0 |
1,656.0 |
1,656.0 |
1,650.7 |
S1 |
1,635.2 |
1,635.2 |
1,652.4 |
1,624.8 |
S2 |
1,614.3 |
1,614.3 |
1,648.6 |
|
S3 |
1,572.6 |
1,593.5 |
1,644.7 |
|
S4 |
1,530.9 |
1,551.8 |
1,633.3 |
|
|
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 |
1,635.0 |
65.1 |
3.9% |
28.3 |
1.7% |
33% |
False |
True |
1,088 |
10 |
1,700.1 |
1,601.3 |
98.8 |
6.0% |
30.1 |
1.8% |
56% |
False |
False |
1,154 |
20 |
1,818.8 |
1,553.4 |
265.4 |
16.0% |
46.4 |
2.8% |
39% |
False |
False |
830 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.4% |
50.7 |
3.1% |
28% |
False |
False |
712 |
60 |
1,925.0 |
1,553.4 |
371.6 |
22.4% |
44.3 |
2.7% |
28% |
False |
False |
607 |
80 |
1,925.0 |
1,490.0 |
435.0 |
26.3% |
35.8 |
2.2% |
38% |
False |
False |
511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,853.9 |
2.618 |
1,785.9 |
1.618 |
1,744.2 |
1.000 |
1,718.4 |
0.618 |
1,702.5 |
HIGH |
1,676.7 |
0.618 |
1,660.8 |
0.500 |
1,655.9 |
0.382 |
1,650.9 |
LOW |
1,635.0 |
0.618 |
1,609.2 |
1.000 |
1,593.3 |
1.618 |
1,567.5 |
2.618 |
1,525.8 |
4.250 |
1,457.8 |
|
|