Day Change Summary |
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Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,676.5 |
1,663.8 |
-12.7 |
-0.8% |
1,648.8 |
High |
1,676.7 |
1,666.0 |
-10.7 |
-0.6% |
1,694.8 |
Low |
1,635.0 |
1,648.0 |
13.0 |
0.8% |
1,648.8 |
Close |
1,656.2 |
1,650.5 |
-5.7 |
-0.3% |
1,686.4 |
Range |
41.7 |
18.0 |
-23.7 |
-56.8% |
46.0 |
ATR |
44.1 |
42.2 |
-1.9 |
-4.2% |
0.0 |
Volume |
453 |
552 |
99 |
21.9% |
6,885 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,708.8 |
1,697.7 |
1,660.4 |
|
R3 |
1,690.8 |
1,679.7 |
1,655.5 |
|
R2 |
1,672.8 |
1,672.8 |
1,653.8 |
|
R1 |
1,661.7 |
1,661.7 |
1,652.2 |
1,658.3 |
PP |
1,654.8 |
1,654.8 |
1,654.8 |
1,653.1 |
S1 |
1,643.7 |
1,643.7 |
1,648.9 |
1,640.3 |
S2 |
1,636.8 |
1,636.8 |
1,647.2 |
|
S3 |
1,618.8 |
1,625.7 |
1,645.6 |
|
S4 |
1,600.8 |
1,607.7 |
1,640.6 |
|
|
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% |
26.8 |
1.6% |
24% |
False |
False |
862 |
10 |
1,700.1 |
1,631.1 |
69.0 |
4.2% |
27.3 |
1.7% |
28% |
False |
False |
1,003 |
20 |
1,785.5 |
1,553.4 |
232.1 |
14.1% |
45.6 |
2.8% |
42% |
False |
False |
851 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.5% |
48.9 |
3.0% |
26% |
False |
False |
703 |
60 |
1,925.0 |
1,553.4 |
371.6 |
22.5% |
44.5 |
2.7% |
26% |
False |
False |
615 |
80 |
1,925.0 |
1,490.0 |
435.0 |
26.4% |
35.9 |
2.2% |
37% |
False |
False |
513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,742.5 |
2.618 |
1,713.1 |
1.618 |
1,695.1 |
1.000 |
1,684.0 |
0.618 |
1,677.1 |
HIGH |
1,666.0 |
0.618 |
1,659.1 |
0.500 |
1,657.0 |
0.382 |
1,654.9 |
LOW |
1,648.0 |
0.618 |
1,636.9 |
1.000 |
1,630.0 |
1.618 |
1,618.9 |
2.618 |
1,600.9 |
4.250 |
1,571.5 |
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