| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,318.75 |
2,383.00 |
64.25 |
2.8% |
2,365.25 |
| High |
2,318.75 |
2,389.50 |
70.75 |
3.1% |
2,369.25 |
| Low |
2,318.75 |
2,367.50 |
48.75 |
2.1% |
2,294.00 |
| Close |
2,318.75 |
2,386.00 |
67.25 |
2.9% |
2,327.25 |
| Range |
0.00 |
22.00 |
22.00 |
|
75.25 |
| ATR |
32.93 |
35.63 |
2.70 |
8.2% |
0.00 |
| Volume |
2 |
2 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.00 |
2,438.50 |
2,398.00 |
|
| R3 |
2,425.00 |
2,416.50 |
2,392.00 |
|
| R2 |
2,403.00 |
2,403.00 |
2,390.00 |
|
| R1 |
2,394.50 |
2,394.50 |
2,388.00 |
2,398.75 |
| PP |
2,381.00 |
2,381.00 |
2,381.00 |
2,383.00 |
| S1 |
2,372.50 |
2,372.50 |
2,384.00 |
2,376.75 |
| S2 |
2,359.00 |
2,359.00 |
2,382.00 |
|
| S3 |
2,337.00 |
2,350.50 |
2,380.00 |
|
| S4 |
2,315.00 |
2,328.50 |
2,374.00 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.00 |
2,516.75 |
2,368.75 |
|
| R3 |
2,480.75 |
2,441.50 |
2,348.00 |
|
| R2 |
2,405.50 |
2,405.50 |
2,341.00 |
|
| R1 |
2,366.25 |
2,366.25 |
2,334.25 |
2,348.25 |
| PP |
2,330.25 |
2,330.25 |
2,330.25 |
2,321.00 |
| S1 |
2,291.00 |
2,291.00 |
2,320.25 |
2,273.00 |
| S2 |
2,255.00 |
2,255.00 |
2,313.50 |
|
| S3 |
2,179.75 |
2,215.75 |
2,306.50 |
|
| S4 |
2,104.50 |
2,140.50 |
2,285.75 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.00 |
|
2.618 |
2,447.00 |
|
1.618 |
2,425.00 |
|
1.000 |
2,411.50 |
|
0.618 |
2,403.00 |
|
HIGH |
2,389.50 |
|
0.618 |
2,381.00 |
|
0.500 |
2,378.50 |
|
0.382 |
2,376.00 |
|
LOW |
2,367.50 |
|
0.618 |
2,354.00 |
|
1.000 |
2,345.50 |
|
1.618 |
2,332.00 |
|
2.618 |
2,310.00 |
|
4.250 |
2,274.00 |
|
|