| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,273.25 |
1,259.00 |
-14.25 |
-1.1% |
1,226.25 |
| High |
1,273.25 |
1,262.25 |
-11.00 |
-0.9% |
1,277.25 |
| Low |
1,262.50 |
1,234.75 |
-27.75 |
-2.2% |
1,206.25 |
| Close |
1,269.75 |
1,238.00 |
-31.75 |
-2.5% |
1,269.75 |
| Range |
10.75 |
27.50 |
16.75 |
155.8% |
71.00 |
| ATR |
28.73 |
29.18 |
0.45 |
1.6% |
0.00 |
| Volume |
14 |
45 |
31 |
221.4% |
34 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.50 |
1,310.25 |
1,253.00 |
|
| R3 |
1,300.00 |
1,282.75 |
1,245.50 |
|
| R2 |
1,272.50 |
1,272.50 |
1,243.00 |
|
| R1 |
1,255.25 |
1,255.25 |
1,240.50 |
1,250.00 |
| PP |
1,245.00 |
1,245.00 |
1,245.00 |
1,242.50 |
| S1 |
1,227.75 |
1,227.75 |
1,235.50 |
1,222.50 |
| S2 |
1,217.50 |
1,217.50 |
1,233.00 |
|
| S3 |
1,190.00 |
1,200.25 |
1,230.50 |
|
| S4 |
1,162.50 |
1,172.75 |
1,223.00 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.00 |
1,438.00 |
1,308.75 |
|
| R3 |
1,393.00 |
1,367.00 |
1,289.25 |
|
| R2 |
1,322.00 |
1,322.00 |
1,282.75 |
|
| R1 |
1,296.00 |
1,296.00 |
1,276.25 |
1,309.00 |
| PP |
1,251.00 |
1,251.00 |
1,251.00 |
1,257.50 |
| S1 |
1,225.00 |
1,225.00 |
1,263.25 |
1,238.00 |
| S2 |
1,180.00 |
1,180.00 |
1,256.75 |
|
| S3 |
1,109.00 |
1,154.00 |
1,250.25 |
|
| S4 |
1,038.00 |
1,083.00 |
1,230.75 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,379.00 |
|
2.618 |
1,334.25 |
|
1.618 |
1,306.75 |
|
1.000 |
1,289.75 |
|
0.618 |
1,279.25 |
|
HIGH |
1,262.25 |
|
0.618 |
1,251.75 |
|
0.500 |
1,248.50 |
|
0.382 |
1,245.25 |
|
LOW |
1,234.75 |
|
0.618 |
1,217.75 |
|
1.000 |
1,207.25 |
|
1.618 |
1,190.25 |
|
2.618 |
1,162.75 |
|
4.250 |
1,118.00 |
|
|