Day Change Summary |
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Previous |
Current |
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02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,721.8 |
1,740.0 |
18.2 |
1.1% |
1,649.0 |
High |
1,749.1 |
1,773.1 |
24.0 |
1.4% |
1,756.4 |
Low |
1,721.8 |
1,734.0 |
12.2 |
0.7% |
1,643.1 |
Close |
1,733.5 |
1,769.1 |
35.6 |
2.1% |
1,750.9 |
Range |
27.3 |
39.1 |
11.8 |
43.2% |
113.3 |
ATR |
38.6 |
38.7 |
0.1 |
0.2% |
0.0 |
Volume |
1,729 |
2,044 |
315 |
18.2% |
2,788 |
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Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.0 |
1,861.7 |
1,790.6 |
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R3 |
1,836.9 |
1,822.6 |
1,779.9 |
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R2 |
1,797.8 |
1,797.8 |
1,776.3 |
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R1 |
1,783.5 |
1,783.5 |
1,772.7 |
1,790.7 |
PP |
1,758.7 |
1,758.7 |
1,758.7 |
1,762.3 |
S1 |
1,744.4 |
1,744.4 |
1,765.5 |
1,751.6 |
S2 |
1,719.6 |
1,719.6 |
1,761.9 |
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S3 |
1,680.5 |
1,705.3 |
1,758.3 |
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S4 |
1,641.4 |
1,666.2 |
1,747.6 |
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Weekly Pivots for week ending 28-Oct-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.7 |
2,017.1 |
1,813.2 |
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R3 |
1,943.4 |
1,903.8 |
1,782.1 |
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R2 |
1,830.1 |
1,830.1 |
1,771.7 |
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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 |
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S3 |
1,490.2 |
1,563.9 |
1,719.7 |
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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 |
1,773.1 |
1,688.0 |
85.1 |
4.8% |
32.1 |
1.8% |
95% |
True |
False |
1,063 |
10 |
1,773.1 |
1,627.5 |
145.6 |
8.2% |
32.9 |
1.9% |
97% |
True |
False |
960 |
20 |
1,773.1 |
1,609.0 |
164.1 |
9.3% |
30.5 |
1.7% |
98% |
True |
False |
1,018 |
40 |
1,888.2 |
1,553.4 |
334.8 |
18.9% |
41.8 |
2.4% |
64% |
False |
False |
843 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.0% |
45.2 |
2.6% |
58% |
False |
False |
705 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.0% |
39.2 |
2.2% |
58% |
False |
False |
632 |
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Fibonacci Retracements and Extensions |
4.250 |
1,939.3 |
2.618 |
1,875.5 |
1.618 |
1,836.4 |
1.000 |
1,812.2 |
0.618 |
1,797.3 |
HIGH |
1,773.1 |
0.618 |
1,758.2 |
0.500 |
1,753.6 |
0.382 |
1,748.9 |
LOW |
1,734.0 |
0.618 |
1,709.8 |
1.000 |
1,694.9 |
1.618 |
1,670.7 |
2.618 |
1,631.6 |
4.250 |
1,567.8 |
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