| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,348.52 |
2,317.34 |
-31.18 |
-1.3% |
2,241.17 |
| High |
2,357.51 |
2,317.34 |
-40.17 |
-1.7% |
2,371.94 |
| Low |
2,310.65 |
2,274.49 |
-36.16 |
-1.6% |
2,237.48 |
| Close |
2,316.81 |
2,306.29 |
-10.52 |
-0.5% |
2,371.94 |
| Range |
46.86 |
42.85 |
-4.01 |
-8.6% |
134.46 |
| ATR |
56.19 |
55.23 |
-0.95 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,427.92 |
2,409.96 |
2,329.86 |
|
| R3 |
2,385.07 |
2,367.11 |
2,318.07 |
|
| R2 |
2,342.22 |
2,342.22 |
2,314.15 |
|
| R1 |
2,324.26 |
2,324.26 |
2,310.22 |
2,311.82 |
| PP |
2,299.37 |
2,299.37 |
2,299.37 |
2,293.15 |
| S1 |
2,281.41 |
2,281.41 |
2,302.36 |
2,268.97 |
| S2 |
2,256.52 |
2,256.52 |
2,298.43 |
|
| S3 |
2,213.67 |
2,238.56 |
2,294.51 |
|
| S4 |
2,170.82 |
2,195.71 |
2,282.72 |
|
|
| 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 |
2,274.49 |
100.77 |
4.4% |
45.39 |
2.0% |
32% |
False |
True |
|
| 10 |
2,375.26 |
2,190.26 |
185.00 |
8.0% |
39.40 |
1.7% |
63% |
False |
False |
|
| 20 |
2,375.26 |
2,042.90 |
332.36 |
14.4% |
52.82 |
2.3% |
79% |
False |
False |
|
| 40 |
2,375.26 |
2,042.90 |
332.36 |
14.4% |
50.96 |
2.2% |
79% |
False |
False |
|
| 60 |
2,401.25 |
2,034.92 |
366.33 |
15.9% |
55.67 |
2.4% |
74% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
49.42 |
2.1% |
67% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
45.82 |
2.0% |
67% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
42.63 |
1.8% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.45 |
|
2.618 |
2,429.52 |
|
1.618 |
2,386.67 |
|
1.000 |
2,360.19 |
|
0.618 |
2,343.82 |
|
HIGH |
2,317.34 |
|
0.618 |
2,300.97 |
|
0.500 |
2,295.92 |
|
0.382 |
2,290.86 |
|
LOW |
2,274.49 |
|
0.618 |
2,248.01 |
|
1.000 |
2,231.64 |
|
1.618 |
2,205.16 |
|
2.618 |
2,162.31 |
|
4.250 |
2,092.38 |
|
|