Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,751.4 |
1,749.3 |
-2.1 |
-0.1% |
1,649.0 |
High |
1,756.4 |
1,749.6 |
-6.8 |
-0.4% |
1,756.4 |
Low |
1,739.5 |
1,713.1 |
-26.4 |
-1.5% |
1,643.1 |
Close |
1,750.9 |
1,728.9 |
-22.0 |
-1.3% |
1,750.9 |
Range |
16.9 |
36.5 |
19.6 |
116.0% |
113.3 |
ATR |
38.9 |
38.8 |
-0.1 |
-0.2% |
0.0 |
Volume |
728 |
492 |
-236 |
-32.4% |
2,788 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,840.0 |
1,821.0 |
1,749.0 |
|
R3 |
1,803.5 |
1,784.5 |
1,738.9 |
|
R2 |
1,767.0 |
1,767.0 |
1,735.6 |
|
R1 |
1,748.0 |
1,748.0 |
1,732.2 |
1,739.3 |
PP |
1,730.5 |
1,730.5 |
1,730.5 |
1,726.2 |
S1 |
1,711.5 |
1,711.5 |
1,725.6 |
1,702.8 |
S2 |
1,694.0 |
1,694.0 |
1,722.2 |
|
S3 |
1,657.5 |
1,675.0 |
1,718.9 |
|
S4 |
1,621.0 |
1,638.5 |
1,708.8 |
|
|
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 |
|
|
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 |
1,652.9 |
103.5 |
6.0% |
34.6 |
2.0% |
73% |
False |
False |
626 |
10 |
1,756.4 |
1,609.0 |
147.4 |
8.5% |
30.7 |
1.8% |
81% |
False |
False |
825 |
20 |
1,756.4 |
1,600.9 |
155.5 |
9.0% |
32.2 |
1.9% |
82% |
False |
False |
994 |
40 |
1,925.0 |
1,553.4 |
371.6 |
21.5% |
44.0 |
2.5% |
47% |
False |
False |
800 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.5% |
45.6 |
2.6% |
47% |
False |
False |
665 |
80 |
1,925.0 |
1,550.0 |
375.0 |
21.7% |
38.5 |
2.2% |
48% |
False |
False |
588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,904.7 |
2.618 |
1,845.2 |
1.618 |
1,808.7 |
1.000 |
1,786.1 |
0.618 |
1,772.2 |
HIGH |
1,749.6 |
0.618 |
1,735.7 |
0.500 |
1,731.4 |
0.382 |
1,727.0 |
LOW |
1,713.1 |
0.618 |
1,690.5 |
1.000 |
1,676.6 |
1.618 |
1,654.0 |
2.618 |
1,617.5 |
4.250 |
1,558.0 |
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