Day Change Summary |
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Previous |
Current |
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19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,663.8 |
1,634.3 |
-29.5 |
-1.8% |
1,648.8 |
High |
1,666.0 |
1,634.5 |
-31.5 |
-1.9% |
1,694.8 |
Low |
1,648.0 |
1,609.0 |
-39.0 |
-2.4% |
1,648.8 |
Close |
1,650.5 |
1,616.4 |
-34.1 |
-2.1% |
1,686.4 |
Range |
18.0 |
25.5 |
7.5 |
41.7% |
46.0 |
ATR |
42.2 |
42.2 |
-0.1 |
-0.1% |
0.0 |
Volume |
552 |
1,740 |
1,188 |
215.2% |
6,885 |
|
Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.5 |
1,681.9 |
1,630.4 |
|
R3 |
1,671.0 |
1,656.4 |
1,623.4 |
|
R2 |
1,645.5 |
1,645.5 |
1,621.1 |
|
R1 |
1,630.9 |
1,630.9 |
1,618.7 |
1,625.5 |
PP |
1,620.0 |
1,620.0 |
1,620.0 |
1,617.2 |
S1 |
1,605.4 |
1,605.4 |
1,614.1 |
1,600.0 |
S2 |
1,594.5 |
1,594.5 |
1,611.7 |
|
S3 |
1,569.0 |
1,579.9 |
1,609.4 |
|
S4 |
1,543.5 |
1,554.4 |
1,602.4 |
|
|
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 |
1,609.0 |
91.1 |
5.6% |
26.3 |
1.6% |
8% |
False |
True |
911 |
10 |
1,700.1 |
1,609.0 |
91.1 |
5.6% |
28.1 |
1.7% |
8% |
False |
True |
1,075 |
20 |
1,760.6 |
1,553.4 |
207.2 |
12.8% |
44.2 |
2.7% |
30% |
False |
False |
928 |
40 |
1,925.0 |
1,553.4 |
371.6 |
23.0% |
47.0 |
2.9% |
17% |
False |
False |
739 |
60 |
1,925.0 |
1,553.4 |
371.6 |
23.0% |
44.7 |
2.8% |
17% |
False |
False |
643 |
80 |
1,925.0 |
1,490.0 |
435.0 |
26.9% |
36.2 |
2.2% |
29% |
False |
False |
534 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,742.9 |
2.618 |
1,701.3 |
1.618 |
1,675.8 |
1.000 |
1,660.0 |
0.618 |
1,650.3 |
HIGH |
1,634.5 |
0.618 |
1,624.8 |
0.500 |
1,621.8 |
0.382 |
1,618.7 |
LOW |
1,609.0 |
0.618 |
1,593.2 |
1.000 |
1,583.5 |
1.618 |
1,567.7 |
2.618 |
1,542.2 |
4.250 |
1,500.6 |
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