| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,390.69 |
2,386.02 |
-4.67 |
-0.2% |
2,341.71 |
| High |
2,412.52 |
2,404.80 |
-7.72 |
-0.3% |
2,412.52 |
| Low |
2,365.91 |
2,384.97 |
19.06 |
0.8% |
2,291.78 |
| Close |
2,399.83 |
2,401.29 |
1.46 |
0.1% |
2,401.29 |
| Range |
46.61 |
19.83 |
-26.78 |
-57.5% |
120.74 |
| ATR |
56.49 |
53.87 |
-2.62 |
-4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.51 |
2,448.73 |
2,412.20 |
|
| R3 |
2,436.68 |
2,428.90 |
2,406.74 |
|
| R2 |
2,416.85 |
2,416.85 |
2,404.93 |
|
| R1 |
2,409.07 |
2,409.07 |
2,403.11 |
2,412.96 |
| PP |
2,397.02 |
2,397.02 |
2,397.02 |
2,398.97 |
| S1 |
2,389.24 |
2,389.24 |
2,399.47 |
2,393.13 |
| S2 |
2,377.19 |
2,377.19 |
2,397.65 |
|
| S3 |
2,357.36 |
2,369.41 |
2,395.84 |
|
| S4 |
2,337.53 |
2,349.58 |
2,390.38 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.75 |
2,686.76 |
2,467.70 |
|
| R3 |
2,610.01 |
2,566.02 |
2,434.49 |
|
| R2 |
2,489.27 |
2,489.27 |
2,423.43 |
|
| R1 |
2,445.28 |
2,445.28 |
2,412.36 |
2,467.28 |
| PP |
2,368.53 |
2,368.53 |
2,368.53 |
2,379.53 |
| S1 |
2,324.54 |
2,324.54 |
2,390.22 |
2,346.54 |
| S2 |
2,247.79 |
2,247.79 |
2,379.15 |
|
| S3 |
2,127.05 |
2,203.80 |
2,368.09 |
|
| S4 |
2,006.31 |
2,083.06 |
2,334.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,412.52 |
2,291.78 |
120.74 |
5.0% |
44.36 |
1.8% |
91% |
False |
False |
|
| 10 |
2,412.52 |
2,274.49 |
138.03 |
5.7% |
45.66 |
1.9% |
92% |
False |
False |
|
| 20 |
2,412.52 |
2,042.90 |
369.62 |
15.4% |
46.93 |
2.0% |
97% |
False |
False |
|
| 40 |
2,412.52 |
2,042.90 |
369.62 |
15.4% |
49.49 |
2.1% |
97% |
False |
False |
|
| 60 |
2,412.52 |
2,034.92 |
377.60 |
15.7% |
54.61 |
2.3% |
97% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
16.8% |
50.74 |
2.1% |
91% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
16.8% |
46.68 |
1.9% |
91% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
16.8% |
43.35 |
1.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,489.08 |
|
2.618 |
2,456.71 |
|
1.618 |
2,436.88 |
|
1.000 |
2,424.63 |
|
0.618 |
2,417.05 |
|
HIGH |
2,404.80 |
|
0.618 |
2,397.22 |
|
0.500 |
2,394.89 |
|
0.382 |
2,392.55 |
|
LOW |
2,384.97 |
|
0.618 |
2,372.72 |
|
1.000 |
2,365.14 |
|
1.618 |
2,352.89 |
|
2.618 |
2,333.06 |
|
4.250 |
2,300.69 |
|
|