Day Change Summary |
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Previous |
Current |
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27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,731.0 |
1,751.4 |
20.4 |
1.2% |
1,649.0 |
High |
1,754.6 |
1,756.4 |
1.8 |
0.1% |
1,756.4 |
Low |
1,715.9 |
1,739.5 |
23.6 |
1.4% |
1,643.1 |
Close |
1,751.4 |
1,750.9 |
-0.5 |
0.0% |
1,750.9 |
Range |
38.7 |
16.9 |
-21.8 |
-56.3% |
113.3 |
ATR |
40.6 |
38.9 |
-1.7 |
-4.2% |
0.0 |
Volume |
880 |
728 |
-152 |
-17.3% |
2,788 |
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Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.6 |
1,792.2 |
1,760.2 |
|
R3 |
1,782.7 |
1,775.3 |
1,755.5 |
|
R2 |
1,765.8 |
1,765.8 |
1,754.0 |
|
R1 |
1,758.4 |
1,758.4 |
1,752.4 |
1,753.7 |
PP |
1,748.9 |
1,748.9 |
1,748.9 |
1,746.6 |
S1 |
1,741.5 |
1,741.5 |
1,749.4 |
1,736.8 |
S2 |
1,732.0 |
1,732.0 |
1,747.8 |
|
S3 |
1,715.1 |
1,724.6 |
1,746.3 |
|
S4 |
1,698.2 |
1,707.7 |
1,741.6 |
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Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.7 |
2,017.1 |
1,813.2 |
|
R3 |
1,943.4 |
1,903.8 |
1,782.1 |
|
R2 |
1,830.1 |
1,830.1 |
1,771.7 |
|
R1 |
1,790.5 |
1,790.5 |
1,761.3 |
1,810.3 |
PP |
1,716.8 |
1,716.8 |
1,716.8 |
1,726.7 |
S1 |
1,677.2 |
1,677.2 |
1,740.5 |
1,697.0 |
S2 |
1,603.5 |
1,603.5 |
1,730.1 |
|
S3 |
1,490.2 |
1,563.9 |
1,719.7 |
|
S4 |
1,376.9 |
1,450.6 |
1,688.6 |
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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 |
1,756.4 |
1,643.1 |
113.3 |
6.5% |
31.9 |
1.8% |
95% |
True |
False |
557 |
10 |
1,756.4 |
1,609.0 |
147.4 |
8.4% |
30.0 |
1.7% |
96% |
True |
False |
828 |
20 |
1,756.4 |
1,600.9 |
155.5 |
8.9% |
32.0 |
1.8% |
96% |
True |
False |
997 |
40 |
1,925.0 |
1,553.4 |
371.6 |
21.2% |
44.5 |
2.5% |
53% |
False |
False |
793 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.2% |
45.3 |
2.6% |
53% |
False |
False |
677 |
80 |
1,925.0 |
1,532.7 |
392.3 |
22.4% |
38.3 |
2.2% |
56% |
False |
False |
583 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,828.2 |
2.618 |
1,800.6 |
1.618 |
1,783.7 |
1.000 |
1,773.3 |
0.618 |
1,766.8 |
HIGH |
1,756.4 |
0.618 |
1,749.9 |
0.500 |
1,748.0 |
0.382 |
1,746.0 |
LOW |
1,739.5 |
0.618 |
1,729.1 |
1.000 |
1,722.6 |
1.618 |
1,712.2 |
2.618 |
1,695.3 |
4.250 |
1,667.7 |
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