Day Change Summary |
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Previous |
Current |
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01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,724.8 |
1,721.8 |
-3.0 |
-0.2% |
1,649.0 |
High |
1,728.9 |
1,749.1 |
20.2 |
1.2% |
1,756.4 |
Low |
1,688.0 |
1,721.8 |
33.8 |
2.0% |
1,643.1 |
Close |
1,715.6 |
1,733.5 |
17.9 |
1.0% |
1,750.9 |
Range |
40.9 |
27.3 |
-13.6 |
-33.3% |
113.3 |
ATR |
39.0 |
38.6 |
-0.4 |
-1.0% |
0.0 |
Volume |
325 |
1,729 |
1,404 |
432.0% |
2,788 |
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Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.7 |
1,802.4 |
1,748.5 |
|
R3 |
1,789.4 |
1,775.1 |
1,741.0 |
|
R2 |
1,762.1 |
1,762.1 |
1,738.5 |
|
R1 |
1,747.8 |
1,747.8 |
1,736.0 |
1,755.0 |
PP |
1,734.8 |
1,734.8 |
1,734.8 |
1,738.4 |
S1 |
1,720.5 |
1,720.5 |
1,731.0 |
1,727.7 |
S2 |
1,707.5 |
1,707.5 |
1,728.5 |
|
S3 |
1,680.2 |
1,693.2 |
1,726.0 |
|
S4 |
1,652.9 |
1,665.9 |
1,718.5 |
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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 |
3.9% |
32.1 |
1.8% |
67% |
False |
False |
830 |
10 |
1,756.4 |
1,609.0 |
147.4 |
8.5% |
31.5 |
1.8% |
84% |
False |
False |
930 |
20 |
1,756.4 |
1,609.0 |
147.4 |
8.5% |
29.4 |
1.7% |
84% |
False |
False |
967 |
40 |
1,888.2 |
1,553.4 |
334.8 |
19.3% |
42.2 |
2.4% |
54% |
False |
False |
803 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.4% |
45.2 |
2.6% |
48% |
False |
False |
677 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.4% |
38.9 |
2.2% |
48% |
False |
False |
610 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,865.1 |
2.618 |
1,820.6 |
1.618 |
1,793.3 |
1.000 |
1,776.4 |
0.618 |
1,766.0 |
HIGH |
1,749.1 |
0.618 |
1,738.7 |
0.500 |
1,735.5 |
0.382 |
1,732.2 |
LOW |
1,721.8 |
0.618 |
1,704.9 |
1.000 |
1,694.5 |
1.618 |
1,677.6 |
2.618 |
1,650.3 |
4.250 |
1,605.8 |
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