Day Change Summary |
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Previous |
Current |
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20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,634.3 |
1,631.5 |
-2.8 |
-0.2% |
1,685.1 |
High |
1,634.5 |
1,652.7 |
18.2 |
1.1% |
1,700.1 |
Low |
1,609.0 |
1,627.5 |
18.5 |
1.1% |
1,609.0 |
Close |
1,616.4 |
1,639.6 |
23.2 |
1.4% |
1,639.6 |
Range |
25.5 |
25.2 |
-0.3 |
-1.2% |
91.1 |
ATR |
42.2 |
41.7 |
-0.4 |
-1.0% |
0.0 |
Volume |
1,740 |
2,228 |
488 |
28.0% |
5,499 |
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Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.5 |
1,702.8 |
1,653.5 |
|
R3 |
1,690.3 |
1,677.6 |
1,646.5 |
|
R2 |
1,665.1 |
1,665.1 |
1,644.2 |
|
R1 |
1,652.4 |
1,652.4 |
1,641.9 |
1,658.8 |
PP |
1,639.9 |
1,639.9 |
1,639.9 |
1,643.1 |
S1 |
1,627.2 |
1,627.2 |
1,637.3 |
1,633.6 |
S2 |
1,614.7 |
1,614.7 |
1,635.0 |
|
S3 |
1,589.5 |
1,602.0 |
1,632.7 |
|
S4 |
1,564.3 |
1,576.8 |
1,625.7 |
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Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.9 |
1,872.3 |
1,689.7 |
|
R3 |
1,831.8 |
1,781.2 |
1,664.7 |
|
R2 |
1,740.7 |
1,740.7 |
1,656.3 |
|
R1 |
1,690.1 |
1,690.1 |
1,648.0 |
1,669.9 |
PP |
1,649.6 |
1,649.6 |
1,649.6 |
1,639.4 |
S1 |
1,599.0 |
1,599.0 |
1,631.2 |
1,578.8 |
S2 |
1,558.5 |
1,558.5 |
1,622.9 |
|
S3 |
1,467.4 |
1,507.9 |
1,614.5 |
|
S4 |
1,376.3 |
1,416.8 |
1,589.5 |
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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 |
1,700.1 |
1,609.0 |
91.1 |
5.6% |
28.1 |
1.7% |
34% |
False |
False |
1,099 |
10 |
1,700.1 |
1,609.0 |
91.1 |
5.6% |
26.7 |
1.6% |
34% |
False |
False |
1,238 |
20 |
1,700.1 |
1,553.4 |
146.7 |
8.9% |
39.2 |
2.4% |
59% |
False |
False |
979 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.7% |
46.0 |
2.8% |
23% |
False |
False |
785 |
60 |
1,925.0 |
1,553.4 |
371.6 |
22.7% |
44.9 |
2.7% |
23% |
False |
False |
662 |
80 |
1,925.0 |
1,490.0 |
435.0 |
26.5% |
36.5 |
2.2% |
34% |
False |
False |
561 |
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Fibonacci Retracements and Extensions |
4.250 |
1,759.8 |
2.618 |
1,718.7 |
1.618 |
1,693.5 |
1.000 |
1,677.9 |
0.618 |
1,668.3 |
HIGH |
1,652.7 |
0.618 |
1,643.1 |
0.500 |
1,640.1 |
0.382 |
1,637.1 |
LOW |
1,627.5 |
0.618 |
1,611.9 |
1.000 |
1,602.3 |
1.618 |
1,586.7 |
2.618 |
1,561.5 |
4.250 |
1,520.4 |
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