| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,346.0 |
2,416.0 |
70.0 |
3.0% |
2,277.0 |
| High |
2,435.0 |
2,416.0 |
-19.0 |
-0.8% |
2,435.0 |
| Low |
2,335.0 |
2,385.0 |
50.0 |
2.1% |
2,250.0 |
| Close |
2,397.0 |
2,385.0 |
-12.0 |
-0.5% |
2,385.0 |
| Range |
100.0 |
31.0 |
-69.0 |
-69.0% |
185.0 |
| ATR |
61.8 |
59.6 |
-2.2 |
-3.6% |
0.0 |
| Volume |
1,700 |
10 |
-1,690 |
-99.4% |
1,889 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.3 |
2,467.7 |
2,402.1 |
|
| R3 |
2,457.3 |
2,436.7 |
2,393.5 |
|
| R2 |
2,426.3 |
2,426.3 |
2,390.7 |
|
| R1 |
2,405.7 |
2,405.7 |
2,387.8 |
2,400.5 |
| PP |
2,395.3 |
2,395.3 |
2,395.3 |
2,392.8 |
| S1 |
2,374.7 |
2,374.7 |
2,382.2 |
2,369.5 |
| S2 |
2,364.3 |
2,364.3 |
2,379.3 |
|
| S3 |
2,333.3 |
2,343.7 |
2,376.5 |
|
| S4 |
2,302.3 |
2,312.7 |
2,368.0 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,911.7 |
2,833.3 |
2,486.8 |
|
| R3 |
2,726.7 |
2,648.3 |
2,435.9 |
|
| R2 |
2,541.7 |
2,541.7 |
2,418.9 |
|
| R1 |
2,463.3 |
2,463.3 |
2,402.0 |
2,502.5 |
| PP |
2,356.7 |
2,356.7 |
2,356.7 |
2,376.3 |
| S1 |
2,278.3 |
2,278.3 |
2,368.0 |
2,317.5 |
| S2 |
2,171.7 |
2,171.7 |
2,351.1 |
|
| S3 |
1,986.7 |
2,093.3 |
2,334.1 |
|
| S4 |
1,801.7 |
1,908.3 |
2,283.3 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,547.8 |
|
2.618 |
2,497.2 |
|
1.618 |
2,466.2 |
|
1.000 |
2,447.0 |
|
0.618 |
2,435.2 |
|
HIGH |
2,416.0 |
|
0.618 |
2,404.2 |
|
0.500 |
2,400.5 |
|
0.382 |
2,396.8 |
|
LOW |
2,385.0 |
|
0.618 |
2,365.8 |
|
1.000 |
2,354.0 |
|
1.618 |
2,334.8 |
|
2.618 |
2,303.8 |
|
4.250 |
2,253.3 |
|
|