| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,390 |
11,738 |
348 |
3.1% |
11,461 |
| High |
11,667 |
11,787 |
120 |
1.0% |
11,667 |
| Low |
11,390 |
11,642 |
252 |
2.2% |
11,169 |
| Close |
11,683 |
11,752 |
69 |
0.6% |
11,683 |
| Range |
277 |
145 |
-132 |
-47.7% |
498 |
| ATR |
235 |
229 |
-6 |
-2.7% |
0 |
| Volume |
3 |
8 |
5 |
166.7% |
60 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,162 |
12,102 |
11,832 |
|
| R3 |
12,017 |
11,957 |
11,792 |
|
| R2 |
11,872 |
11,872 |
11,779 |
|
| R1 |
11,812 |
11,812 |
11,765 |
11,842 |
| PP |
11,727 |
11,727 |
11,727 |
11,742 |
| S1 |
11,667 |
11,667 |
11,739 |
11,697 |
| S2 |
11,582 |
11,582 |
11,726 |
|
| S3 |
11,437 |
11,522 |
11,712 |
|
| S4 |
11,292 |
11,377 |
11,672 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,000 |
12,840 |
11,957 |
|
| R3 |
12,502 |
12,342 |
11,820 |
|
| R2 |
12,004 |
12,004 |
11,774 |
|
| R1 |
11,844 |
11,844 |
11,729 |
11,924 |
| PP |
11,506 |
11,506 |
11,506 |
11,547 |
| S1 |
11,346 |
11,346 |
11,637 |
11,426 |
| S2 |
11,008 |
11,008 |
11,592 |
|
| S3 |
10,510 |
10,848 |
11,546 |
|
| S4 |
10,012 |
10,350 |
11,409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,787 |
11,169 |
618 |
5.3% |
207 |
1.8% |
94% |
True |
False |
13 |
| 10 |
11,787 |
11,169 |
618 |
5.3% |
196 |
1.7% |
94% |
True |
False |
21 |
| 20 |
11,787 |
10,288 |
1,499 |
12.8% |
233 |
2.0% |
98% |
True |
False |
30 |
| 40 |
11,787 |
10,288 |
1,499 |
12.8% |
204 |
1.7% |
98% |
True |
False |
25 |
| 60 |
12,106 |
10,288 |
1,818 |
15.5% |
142 |
1.2% |
81% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,403 |
|
2.618 |
12,167 |
|
1.618 |
12,022 |
|
1.000 |
11,932 |
|
0.618 |
11,877 |
|
HIGH |
11,787 |
|
0.618 |
11,732 |
|
0.500 |
11,715 |
|
0.382 |
11,698 |
|
LOW |
11,642 |
|
0.618 |
11,553 |
|
1.000 |
11,497 |
|
1.618 |
11,408 |
|
2.618 |
11,263 |
|
4.250 |
11,026 |
|
|