Day Change Summary |
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Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,550.0 |
5,709.0 |
159.0 |
2.9% |
5,446.5 |
High |
5,682.5 |
5,709.0 |
26.5 |
0.5% |
5,709.0 |
Low |
5,541.5 |
5,633.0 |
91.5 |
1.7% |
5,427.5 |
Close |
5,653.5 |
5,633.5 |
-20.0 |
-0.4% |
5,633.5 |
Range |
141.0 |
76.0 |
-65.0 |
-46.1% |
281.5 |
ATR |
102.4 |
100.5 |
-1.9 |
-1.8% |
0.0 |
Volume |
552 |
20 |
-532 |
-96.4% |
904 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,886.5 |
5,836.0 |
5,675.5 |
|
R3 |
5,810.5 |
5,760.0 |
5,654.5 |
|
R2 |
5,734.5 |
5,734.5 |
5,647.5 |
|
R1 |
5,684.0 |
5,684.0 |
5,640.5 |
5,671.0 |
PP |
5,658.5 |
5,658.5 |
5,658.5 |
5,652.0 |
S1 |
5,608.0 |
5,608.0 |
5,626.5 |
5,595.0 |
S2 |
5,582.5 |
5,582.5 |
5,619.5 |
|
S3 |
5,506.5 |
5,532.0 |
5,612.5 |
|
S4 |
5,430.5 |
5,456.0 |
5,591.5 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,434.5 |
6,315.5 |
5,788.5 |
|
R3 |
6,153.0 |
6,034.0 |
5,711.0 |
|
R2 |
5,871.5 |
5,871.5 |
5,685.0 |
|
R1 |
5,752.5 |
5,752.5 |
5,659.5 |
5,812.0 |
PP |
5,590.0 |
5,590.0 |
5,590.0 |
5,620.0 |
S1 |
5,471.0 |
5,471.0 |
5,607.5 |
5,530.5 |
S2 |
5,308.5 |
5,308.5 |
5,582.0 |
|
S3 |
5,027.0 |
5,189.5 |
5,556.0 |
|
S4 |
4,745.5 |
4,908.0 |
5,478.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,709.0 |
5,427.5 |
281.5 |
5.0% |
86.5 |
1.5% |
73% |
True |
False |
180 |
10 |
5,709.0 |
5,300.0 |
409.0 |
7.3% |
85.5 |
1.5% |
82% |
True |
False |
111 |
20 |
5,709.0 |
4,896.0 |
813.0 |
14.4% |
70.5 |
1.3% |
91% |
True |
False |
70 |
40 |
5,709.0 |
4,887.5 |
821.5 |
14.6% |
47.0 |
0.8% |
91% |
True |
False |
43 |
60 |
5,709.0 |
4,887.5 |
821.5 |
14.6% |
37.0 |
0.7% |
91% |
True |
False |
31 |
80 |
5,895.5 |
4,887.5 |
1,008.0 |
17.9% |
28.5 |
0.5% |
74% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,032.0 |
2.618 |
5,908.0 |
1.618 |
5,832.0 |
1.000 |
5,785.0 |
0.618 |
5,756.0 |
HIGH |
5,709.0 |
0.618 |
5,680.0 |
0.500 |
5,671.0 |
0.382 |
5,662.0 |
LOW |
5,633.0 |
0.618 |
5,586.0 |
1.000 |
5,557.0 |
1.618 |
5,510.0 |
2.618 |
5,434.0 |
4.250 |
5,310.0 |
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