Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,715.2 |
1,731.0 |
15.8 |
0.9% |
1,685.1 |
High |
1,730.2 |
1,754.6 |
24.4 |
1.4% |
1,700.1 |
Low |
1,707.1 |
1,715.9 |
8.8 |
0.5% |
1,609.0 |
Close |
1,727.1 |
1,751.4 |
24.3 |
1.4% |
1,639.6 |
Range |
23.1 |
38.7 |
15.6 |
67.5% |
91.1 |
ATR |
40.8 |
40.6 |
-0.1 |
-0.4% |
0.0 |
Volume |
611 |
880 |
269 |
44.0% |
5,499 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.7 |
1,842.8 |
1,772.7 |
|
R3 |
1,818.0 |
1,804.1 |
1,762.0 |
|
R2 |
1,779.3 |
1,779.3 |
1,758.5 |
|
R1 |
1,765.4 |
1,765.4 |
1,754.9 |
1,772.4 |
PP |
1,740.6 |
1,740.6 |
1,740.6 |
1,744.1 |
S1 |
1,726.7 |
1,726.7 |
1,747.9 |
1,733.7 |
S2 |
1,701.9 |
1,701.9 |
1,744.3 |
|
S3 |
1,663.2 |
1,688.0 |
1,740.8 |
|
S4 |
1,624.5 |
1,649.3 |
1,730.1 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,754.6 |
1,627.5 |
127.1 |
7.3% |
33.6 |
1.9% |
97% |
True |
False |
857 |
10 |
1,754.6 |
1,609.0 |
145.6 |
8.3% |
30.0 |
1.7% |
98% |
True |
False |
884 |
20 |
1,754.6 |
1,600.9 |
153.7 |
8.8% |
32.8 |
1.9% |
98% |
True |
False |
992 |
40 |
1,925.0 |
1,553.4 |
371.6 |
21.2% |
44.5 |
2.5% |
53% |
False |
False |
785 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.2% |
45.7 |
2.6% |
53% |
False |
False |
682 |
80 |
1,925.0 |
1,532.7 |
392.3 |
22.4% |
38.0 |
2.2% |
56% |
False |
False |
580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,919.1 |
2.618 |
1,855.9 |
1.618 |
1,817.2 |
1.000 |
1,793.3 |
0.618 |
1,778.5 |
HIGH |
1,754.6 |
0.618 |
1,739.8 |
0.500 |
1,735.3 |
0.382 |
1,730.7 |
LOW |
1,715.9 |
0.618 |
1,692.0 |
1.000 |
1,677.2 |
1.618 |
1,653.3 |
2.618 |
1,614.6 |
4.250 |
1,551.4 |
|
|