Day Change Summary |
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Previous |
Current |
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25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,657.1 |
1,715.2 |
58.1 |
3.5% |
1,685.1 |
High |
1,710.5 |
1,730.2 |
19.7 |
1.2% |
1,700.1 |
Low |
1,652.9 |
1,707.1 |
54.2 |
3.3% |
1,609.0 |
Close |
1,704.0 |
1,727.1 |
23.1 |
1.4% |
1,639.6 |
Range |
57.6 |
23.1 |
-34.5 |
-59.9% |
91.1 |
ATR |
41.9 |
40.8 |
-1.1 |
-2.7% |
0.0 |
Volume |
421 |
611 |
190 |
45.1% |
5,499 |
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.8 |
1,782.0 |
1,739.8 |
|
R3 |
1,767.7 |
1,758.9 |
1,733.5 |
|
R2 |
1,744.6 |
1,744.6 |
1,731.3 |
|
R1 |
1,735.8 |
1,735.8 |
1,729.2 |
1,740.2 |
PP |
1,721.5 |
1,721.5 |
1,721.5 |
1,723.7 |
S1 |
1,712.7 |
1,712.7 |
1,725.0 |
1,717.1 |
S2 |
1,698.4 |
1,698.4 |
1,722.9 |
|
S3 |
1,675.3 |
1,689.6 |
1,720.7 |
|
S4 |
1,652.2 |
1,666.5 |
1,714.4 |
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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 |
1,730.2 |
1,609.0 |
121.2 |
7.0% |
30.9 |
1.8% |
97% |
True |
False |
1,029 |
10 |
1,730.2 |
1,609.0 |
121.2 |
7.0% |
28.9 |
1.7% |
97% |
True |
False |
945 |
20 |
1,730.2 |
1,597.1 |
133.1 |
7.7% |
32.9 |
1.9% |
98% |
True |
False |
964 |
40 |
1,925.0 |
1,553.4 |
371.6 |
21.5% |
44.2 |
2.6% |
47% |
False |
False |
788 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.5% |
45.4 |
2.6% |
47% |
False |
False |
673 |
80 |
1,925.0 |
1,516.4 |
408.6 |
23.7% |
37.8 |
2.2% |
52% |
False |
False |
571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,828.4 |
2.618 |
1,790.7 |
1.618 |
1,767.6 |
1.000 |
1,753.3 |
0.618 |
1,744.5 |
HIGH |
1,730.2 |
0.618 |
1,721.4 |
0.500 |
1,718.7 |
0.382 |
1,715.9 |
LOW |
1,707.1 |
0.618 |
1,692.8 |
1.000 |
1,684.0 |
1.618 |
1,669.7 |
2.618 |
1,646.6 |
4.250 |
1,608.9 |
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