Day Change Summary |
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Previous |
Current |
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31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,749.3 |
1,724.8 |
-24.5 |
-1.4% |
1,649.0 |
High |
1,749.6 |
1,728.9 |
-20.7 |
-1.2% |
1,756.4 |
Low |
1,713.1 |
1,688.0 |
-25.1 |
-1.5% |
1,643.1 |
Close |
1,728.9 |
1,715.6 |
-13.3 |
-0.8% |
1,750.9 |
Range |
36.5 |
40.9 |
4.4 |
12.1% |
113.3 |
ATR |
38.8 |
39.0 |
0.1 |
0.4% |
0.0 |
Volume |
492 |
325 |
-167 |
-33.9% |
2,788 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.5 |
1,815.5 |
1,738.1 |
|
R3 |
1,792.6 |
1,774.6 |
1,726.8 |
|
R2 |
1,751.7 |
1,751.7 |
1,723.1 |
|
R1 |
1,733.7 |
1,733.7 |
1,719.3 |
1,722.3 |
PP |
1,710.8 |
1,710.8 |
1,710.8 |
1,705.1 |
S1 |
1,692.8 |
1,692.8 |
1,711.9 |
1,681.4 |
S2 |
1,669.9 |
1,669.9 |
1,708.1 |
|
S3 |
1,629.0 |
1,651.9 |
1,704.4 |
|
S4 |
1,588.1 |
1,611.0 |
1,693.1 |
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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 |
1,688.0 |
68.4 |
4.0% |
31.2 |
1.8% |
40% |
False |
True |
607 |
10 |
1,756.4 |
1,609.0 |
147.4 |
8.6% |
30.6 |
1.8% |
72% |
False |
False |
812 |
20 |
1,756.4 |
1,601.3 |
155.1 |
9.0% |
30.3 |
1.8% |
74% |
False |
False |
983 |
40 |
1,888.2 |
1,553.4 |
334.8 |
19.5% |
43.7 |
2.5% |
48% |
False |
False |
781 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.7% |
45.7 |
2.7% |
44% |
False |
False |
666 |
80 |
1,925.0 |
1,550.7 |
374.3 |
21.8% |
38.9 |
2.3% |
44% |
False |
False |
590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,902.7 |
2.618 |
1,836.0 |
1.618 |
1,795.1 |
1.000 |
1,769.8 |
0.618 |
1,754.2 |
HIGH |
1,728.9 |
0.618 |
1,713.3 |
0.500 |
1,708.5 |
0.382 |
1,703.6 |
LOW |
1,688.0 |
0.618 |
1,662.7 |
1.000 |
1,647.1 |
1.618 |
1,621.8 |
2.618 |
1,580.9 |
4.250 |
1,514.2 |
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