Day Change Summary |
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Previous |
Current |
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28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,281.27 |
1,279.06 |
-2.21 |
-0.2% |
1,238.72 |
High |
1,287.08 |
1,279.06 |
-8.02 |
-0.6% |
1,292.66 |
Low |
1,277.01 |
1,253.16 |
-23.85 |
-1.9% |
1,221.06 |
Close |
1,285.09 |
1,253.30 |
-31.79 |
-2.5% |
1,285.09 |
Range |
10.07 |
25.90 |
15.83 |
157.2% |
71.60 |
ATR |
27.73 |
28.03 |
0.30 |
1.1% |
0.00 |
Volume |
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Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.54 |
1,322.32 |
1,267.55 |
|
R3 |
1,313.64 |
1,296.42 |
1,260.42 |
|
R2 |
1,287.74 |
1,287.74 |
1,258.05 |
|
R1 |
1,270.52 |
1,270.52 |
1,255.67 |
1,266.18 |
PP |
1,261.84 |
1,261.84 |
1,261.84 |
1,259.67 |
S1 |
1,244.62 |
1,244.62 |
1,250.93 |
1,240.28 |
S2 |
1,235.94 |
1,235.94 |
1,248.55 |
|
S3 |
1,210.04 |
1,218.72 |
1,246.18 |
|
S4 |
1,184.14 |
1,192.82 |
1,239.06 |
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Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.07 |
1,454.68 |
1,324.47 |
|
R3 |
1,409.47 |
1,383.08 |
1,304.78 |
|
R2 |
1,337.87 |
1,337.87 |
1,298.22 |
|
R1 |
1,311.48 |
1,311.48 |
1,291.65 |
1,324.68 |
PP |
1,266.27 |
1,266.27 |
1,266.27 |
1,272.87 |
S1 |
1,239.88 |
1,239.88 |
1,278.53 |
1,253.08 |
S2 |
1,194.67 |
1,194.67 |
1,271.96 |
|
S3 |
1,123.07 |
1,168.28 |
1,265.40 |
|
S4 |
1,051.47 |
1,096.68 |
1,245.71 |
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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 |
1,292.66 |
1,221.06 |
71.60 |
5.7% |
26.92 |
2.1% |
45% |
False |
False |
|
10 |
1,292.66 |
1,191.48 |
101.18 |
8.1% |
26.32 |
2.1% |
61% |
False |
False |
|
20 |
1,292.66 |
1,074.77 |
217.89 |
17.4% |
26.51 |
2.1% |
82% |
False |
False |
|
40 |
1,292.66 |
1,074.77 |
217.89 |
17.4% |
28.40 |
2.3% |
82% |
False |
False |
|
60 |
1,292.66 |
1,074.77 |
217.89 |
17.4% |
31.05 |
2.5% |
82% |
False |
False |
|
80 |
1,347.00 |
1,074.77 |
272.23 |
21.7% |
28.95 |
2.3% |
66% |
False |
False |
|
100 |
1,356.48 |
1,074.77 |
281.71 |
22.5% |
26.43 |
2.1% |
63% |
False |
False |
|
120 |
1,356.48 |
1,074.77 |
281.71 |
22.5% |
24.46 |
2.0% |
63% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,389.14 |
2.618 |
1,346.87 |
1.618 |
1,320.97 |
1.000 |
1,304.96 |
0.618 |
1,295.07 |
HIGH |
1,279.06 |
0.618 |
1,269.17 |
0.500 |
1,266.11 |
0.382 |
1,263.05 |
LOW |
1,253.16 |
0.618 |
1,237.15 |
1.000 |
1,227.26 |
1.618 |
1,211.25 |
2.618 |
1,185.35 |
4.250 |
1,143.09 |
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