| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
11,700 |
11,552 |
-148 |
-1.3% |
11,738 |
| High |
11,745 |
11,934 |
189 |
1.6% |
12,150 |
| Low |
11,651 |
11,552 |
-99 |
-0.8% |
11,588 |
| Close |
11,697 |
11,905 |
208 |
1.8% |
12,097 |
| Range |
94 |
382 |
288 |
306.4% |
562 |
| ATR |
227 |
238 |
11 |
4.9% |
0 |
| Volume |
14 |
5 |
-9 |
-64.3% |
139 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,943 |
12,806 |
12,115 |
|
| R3 |
12,561 |
12,424 |
12,010 |
|
| R2 |
12,179 |
12,179 |
11,975 |
|
| R1 |
12,042 |
12,042 |
11,940 |
12,111 |
| PP |
11,797 |
11,797 |
11,797 |
11,831 |
| S1 |
11,660 |
11,660 |
11,870 |
11,729 |
| S2 |
11,415 |
11,415 |
11,835 |
|
| S3 |
11,033 |
11,278 |
11,800 |
|
| S4 |
10,651 |
10,896 |
11,695 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,631 |
13,426 |
12,406 |
|
| R3 |
13,069 |
12,864 |
12,252 |
|
| R2 |
12,507 |
12,507 |
12,200 |
|
| R1 |
12,302 |
12,302 |
12,149 |
12,405 |
| PP |
11,945 |
11,945 |
11,945 |
11,996 |
| S1 |
11,740 |
11,740 |
12,046 |
11,843 |
| S2 |
11,383 |
11,383 |
11,994 |
|
| S3 |
10,821 |
11,178 |
11,943 |
|
| S4 |
10,259 |
10,616 |
11,788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,104 |
11,498 |
606 |
5.1% |
183 |
1.5% |
67% |
False |
False |
22 |
| 10 |
12,150 |
11,390 |
760 |
6.4% |
190 |
1.6% |
68% |
False |
False |
20 |
| 20 |
12,150 |
10,920 |
1,230 |
10.3% |
189 |
1.6% |
80% |
False |
False |
22 |
| 40 |
12,150 |
10,288 |
1,862 |
15.6% |
237 |
2.0% |
87% |
False |
False |
29 |
| 60 |
12,150 |
10,288 |
1,862 |
15.6% |
160 |
1.3% |
87% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,558 |
|
2.618 |
12,934 |
|
1.618 |
12,552 |
|
1.000 |
12,316 |
|
0.618 |
12,170 |
|
HIGH |
11,934 |
|
0.618 |
11,788 |
|
0.500 |
11,743 |
|
0.382 |
11,698 |
|
LOW |
11,552 |
|
0.618 |
11,316 |
|
1.000 |
11,170 |
|
1.618 |
10,934 |
|
2.618 |
10,552 |
|
4.250 |
9,929 |
|
|