Day Change Summary |
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Previous |
Current |
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03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,740.0 |
1,764.8 |
24.8 |
1.4% |
1,749.3 |
High |
1,773.1 |
1,767.8 |
-5.3 |
-0.3% |
1,773.1 |
Low |
1,734.0 |
1,756.5 |
22.5 |
1.3% |
1,688.0 |
Close |
1,769.1 |
1,760.2 |
-8.9 |
-0.5% |
1,760.2 |
Range |
39.1 |
11.3 |
-27.8 |
-71.1% |
85.1 |
ATR |
38.7 |
36.8 |
-1.9 |
-4.8% |
0.0 |
Volume |
2,044 |
1,634 |
-410 |
-20.1% |
6,224 |
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Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.4 |
1,789.1 |
1,766.4 |
|
R3 |
1,784.1 |
1,777.8 |
1,763.3 |
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R2 |
1,772.8 |
1,772.8 |
1,762.3 |
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R1 |
1,766.5 |
1,766.5 |
1,761.2 |
1,764.0 |
PP |
1,761.5 |
1,761.5 |
1,761.5 |
1,760.3 |
S1 |
1,755.2 |
1,755.2 |
1,759.2 |
1,752.7 |
S2 |
1,750.2 |
1,750.2 |
1,758.1 |
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S3 |
1,738.9 |
1,743.9 |
1,757.1 |
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S4 |
1,727.6 |
1,732.6 |
1,754.0 |
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Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.7 |
1,963.1 |
1,807.0 |
|
R3 |
1,910.6 |
1,878.0 |
1,783.6 |
|
R2 |
1,825.5 |
1,825.5 |
1,775.8 |
|
R1 |
1,792.9 |
1,792.9 |
1,768.0 |
1,809.2 |
PP |
1,740.4 |
1,740.4 |
1,740.4 |
1,748.6 |
S1 |
1,707.8 |
1,707.8 |
1,752.4 |
1,724.1 |
S2 |
1,655.3 |
1,655.3 |
1,744.6 |
|
S3 |
1,570.2 |
1,622.7 |
1,736.8 |
|
S4 |
1,485.1 |
1,537.6 |
1,713.4 |
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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% |
31.0 |
1.8% |
85% |
False |
False |
1,244 |
10 |
1,773.1 |
1,643.1 |
130.0 |
7.4% |
31.5 |
1.8% |
90% |
False |
False |
901 |
20 |
1,773.1 |
1,609.0 |
164.1 |
9.3% |
29.1 |
1.7% |
92% |
False |
False |
1,069 |
40 |
1,864.9 |
1,553.4 |
311.5 |
17.7% |
40.9 |
2.3% |
66% |
False |
False |
872 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.1% |
44.1 |
2.5% |
56% |
False |
False |
730 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.1% |
39.2 |
2.2% |
56% |
False |
False |
647 |
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Fibonacci Retracements and Extensions |
4.250 |
1,815.8 |
2.618 |
1,797.4 |
1.618 |
1,786.1 |
1.000 |
1,779.1 |
0.618 |
1,774.8 |
HIGH |
1,767.8 |
0.618 |
1,763.5 |
0.500 |
1,762.2 |
0.382 |
1,760.8 |
LOW |
1,756.5 |
0.618 |
1,749.5 |
1.000 |
1,745.2 |
1.618 |
1,738.2 |
2.618 |
1,726.9 |
4.250 |
1,708.5 |
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