Day Change Summary |
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Previous |
Current |
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|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,446.5 |
5,496.5 |
50.0 |
0.9% |
5,451.0 |
High |
5,500.0 |
5,508.5 |
8.5 |
0.2% |
5,485.0 |
Low |
5,440.0 |
5,427.5 |
-12.5 |
-0.2% |
5,300.0 |
Close |
5,490.5 |
5,462.0 |
-28.5 |
-0.5% |
5,429.0 |
Range |
60.0 |
81.0 |
21.0 |
35.0% |
185.0 |
ATR |
98.1 |
96.9 |
-1.2 |
-1.2% |
0.0 |
Volume |
177 |
41 |
-136 |
-76.8% |
212 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,709.0 |
5,666.5 |
5,506.5 |
|
R3 |
5,628.0 |
5,585.5 |
5,484.5 |
|
R2 |
5,547.0 |
5,547.0 |
5,477.0 |
|
R1 |
5,504.5 |
5,504.5 |
5,469.5 |
5,485.0 |
PP |
5,466.0 |
5,466.0 |
5,466.0 |
5,456.5 |
S1 |
5,423.5 |
5,423.5 |
5,454.5 |
5,404.0 |
S2 |
5,385.0 |
5,385.0 |
5,447.0 |
|
S3 |
5,304.0 |
5,342.5 |
5,439.5 |
|
S4 |
5,223.0 |
5,261.5 |
5,417.5 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,959.5 |
5,879.5 |
5,531.0 |
|
R3 |
5,774.5 |
5,694.5 |
5,480.0 |
|
R2 |
5,589.5 |
5,589.5 |
5,463.0 |
|
R1 |
5,509.5 |
5,509.5 |
5,446.0 |
5,457.0 |
PP |
5,404.5 |
5,404.5 |
5,404.5 |
5,378.5 |
S1 |
5,324.5 |
5,324.5 |
5,412.0 |
5,272.0 |
S2 |
5,219.5 |
5,219.5 |
5,395.0 |
|
S3 |
5,034.5 |
5,139.5 |
5,378.0 |
|
S4 |
4,849.5 |
4,954.5 |
5,327.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,508.5 |
5,300.0 |
208.5 |
3.8% |
58.0 |
1.1% |
78% |
True |
False |
78 |
10 |
5,508.5 |
5,300.0 |
208.5 |
3.8% |
70.5 |
1.3% |
78% |
True |
False |
46 |
20 |
5,508.5 |
4,896.0 |
612.5 |
11.2% |
58.5 |
1.1% |
92% |
True |
False |
46 |
40 |
5,508.5 |
4,887.5 |
621.0 |
11.4% |
40.0 |
0.7% |
93% |
True |
False |
26 |
60 |
5,633.5 |
4,887.5 |
746.0 |
13.7% |
32.5 |
0.6% |
77% |
False |
False |
19 |
80 |
5,960.5 |
4,887.5 |
1,073.0 |
19.6% |
24.5 |
0.5% |
54% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,853.0 |
2.618 |
5,720.5 |
1.618 |
5,639.5 |
1.000 |
5,589.5 |
0.618 |
5,558.5 |
HIGH |
5,508.5 |
0.618 |
5,477.5 |
0.500 |
5,468.0 |
0.382 |
5,458.5 |
LOW |
5,427.5 |
0.618 |
5,377.5 |
1.000 |
5,346.5 |
1.618 |
5,296.5 |
2.618 |
5,215.5 |
4.250 |
5,083.0 |
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