| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,331.98 |
2,348.52 |
16.54 |
0.7% |
2,241.17 |
| High |
2,375.26 |
2,357.51 |
-17.75 |
-0.7% |
2,371.94 |
| Low |
2,309.88 |
2,310.65 |
0.77 |
0.0% |
2,237.48 |
| Close |
2,364.87 |
2,316.81 |
-48.06 |
-2.0% |
2,371.94 |
| Range |
65.38 |
46.86 |
-18.52 |
-28.3% |
134.46 |
| ATR |
56.34 |
56.19 |
-0.15 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.90 |
2,439.72 |
2,342.58 |
|
| R3 |
2,422.04 |
2,392.86 |
2,329.70 |
|
| R2 |
2,375.18 |
2,375.18 |
2,325.40 |
|
| R1 |
2,346.00 |
2,346.00 |
2,321.11 |
2,337.16 |
| PP |
2,328.32 |
2,328.32 |
2,328.32 |
2,323.91 |
| S1 |
2,299.14 |
2,299.14 |
2,312.51 |
2,290.30 |
| S2 |
2,281.46 |
2,281.46 |
2,308.22 |
|
| S3 |
2,234.60 |
2,252.28 |
2,303.92 |
|
| S4 |
2,187.74 |
2,205.42 |
2,291.04 |
|
|
| 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 |
3.3% |
43.01 |
1.9% |
23% |
False |
False |
|
| 10 |
2,375.26 |
2,169.57 |
205.69 |
8.9% |
39.99 |
1.7% |
72% |
False |
False |
|
| 20 |
2,375.26 |
2,042.90 |
332.36 |
14.3% |
54.09 |
2.3% |
82% |
False |
False |
|
| 40 |
2,375.26 |
2,042.90 |
332.36 |
14.3% |
50.96 |
2.2% |
82% |
False |
False |
|
| 60 |
2,416.22 |
2,034.92 |
381.30 |
16.5% |
55.86 |
2.4% |
74% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
49.29 |
2.1% |
70% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
45.64 |
2.0% |
70% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
42.44 |
1.8% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,556.67 |
|
2.618 |
2,480.19 |
|
1.618 |
2,433.33 |
|
1.000 |
2,404.37 |
|
0.618 |
2,386.47 |
|
HIGH |
2,357.51 |
|
0.618 |
2,339.61 |
|
0.500 |
2,334.08 |
|
0.382 |
2,328.55 |
|
LOW |
2,310.65 |
|
0.618 |
2,281.69 |
|
1.000 |
2,263.79 |
|
1.618 |
2,234.83 |
|
2.618 |
2,187.97 |
|
4.250 |
2,111.50 |
|
|