| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,359.53 |
2,331.98 |
-27.55 |
-1.2% |
2,241.17 |
| High |
2,367.21 |
2,375.26 |
8.05 |
0.3% |
2,371.94 |
| Low |
2,322.53 |
2,309.88 |
-12.65 |
-0.5% |
2,237.48 |
| Close |
2,334.38 |
2,364.87 |
30.49 |
1.3% |
2,371.94 |
| Range |
44.68 |
65.38 |
20.70 |
46.3% |
134.46 |
| ATR |
55.64 |
56.34 |
0.70 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.14 |
2,520.89 |
2,400.83 |
|
| R3 |
2,480.76 |
2,455.51 |
2,382.85 |
|
| R2 |
2,415.38 |
2,415.38 |
2,376.86 |
|
| R1 |
2,390.13 |
2,390.13 |
2,370.86 |
2,402.76 |
| PP |
2,350.00 |
2,350.00 |
2,350.00 |
2,356.32 |
| S1 |
2,324.75 |
2,324.75 |
2,358.88 |
2,337.38 |
| S2 |
2,284.62 |
2,284.62 |
2,352.88 |
|
| S3 |
2,219.24 |
2,259.37 |
2,346.89 |
|
| S4 |
2,153.86 |
2,193.99 |
2,328.91 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.50 |
2,685.68 |
2,445.89 |
|
| R3 |
2,596.04 |
2,551.22 |
2,408.92 |
|
| R2 |
2,461.58 |
2,461.58 |
2,396.59 |
|
| R1 |
2,416.76 |
2,416.76 |
2,384.27 |
2,439.17 |
| PP |
2,327.12 |
2,327.12 |
2,327.12 |
2,338.33 |
| S1 |
2,282.30 |
2,282.30 |
2,359.61 |
2,304.71 |
| S2 |
2,192.66 |
2,192.66 |
2,347.29 |
|
| S3 |
2,058.20 |
2,147.84 |
2,334.96 |
|
| S4 |
1,923.74 |
2,013.38 |
2,297.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,375.26 |
2,299.73 |
75.53 |
3.2% |
38.95 |
1.6% |
86% |
True |
False |
|
| 10 |
2,375.26 |
2,106.62 |
268.64 |
11.4% |
43.40 |
1.8% |
96% |
True |
False |
|
| 20 |
2,375.26 |
2,042.90 |
332.36 |
14.1% |
54.93 |
2.3% |
97% |
True |
False |
|
| 40 |
2,375.26 |
2,042.90 |
332.36 |
14.1% |
51.77 |
2.2% |
97% |
True |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
55.41 |
2.3% |
82% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
49.30 |
2.1% |
82% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
45.29 |
1.9% |
82% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
42.16 |
1.8% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.13 |
|
2.618 |
2,546.42 |
|
1.618 |
2,481.04 |
|
1.000 |
2,440.64 |
|
0.618 |
2,415.66 |
|
HIGH |
2,375.26 |
|
0.618 |
2,350.28 |
|
0.500 |
2,342.57 |
|
0.382 |
2,334.86 |
|
LOW |
2,309.88 |
|
0.618 |
2,269.48 |
|
1.000 |
2,244.50 |
|
1.618 |
2,204.10 |
|
2.618 |
2,138.72 |
|
4.250 |
2,032.02 |
|
|