Day Change Summary |
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Previous |
Current |
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26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,756.50 |
1,746.99 |
-9.51 |
-0.5% |
1,741.43 |
High |
1,778.48 |
1,751.65 |
-26.83 |
-1.5% |
1,780.83 |
Low |
1,739.96 |
1,715.11 |
-24.85 |
-1.4% |
1,732.02 |
Close |
1,746.75 |
1,722.46 |
-24.29 |
-1.4% |
1,753.63 |
Range |
38.52 |
36.54 |
-1.98 |
-5.1% |
48.81 |
ATR |
25.90 |
26.66 |
0.76 |
2.9% |
0.00 |
Volume |
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Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.36 |
1,817.45 |
1,742.56 |
|
R3 |
1,802.82 |
1,780.91 |
1,732.51 |
|
R2 |
1,766.28 |
1,766.28 |
1,729.16 |
|
R1 |
1,744.37 |
1,744.37 |
1,725.81 |
1,737.06 |
PP |
1,729.74 |
1,729.74 |
1,729.74 |
1,726.08 |
S1 |
1,707.83 |
1,707.83 |
1,719.11 |
1,700.52 |
S2 |
1,693.20 |
1,693.20 |
1,715.76 |
|
S3 |
1,656.66 |
1,671.29 |
1,712.41 |
|
S4 |
1,620.12 |
1,634.75 |
1,702.36 |
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Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.92 |
1,876.59 |
1,780.48 |
|
R3 |
1,853.11 |
1,827.78 |
1,767.05 |
|
R2 |
1,804.30 |
1,804.30 |
1,762.58 |
|
R1 |
1,778.97 |
1,778.97 |
1,758.10 |
1,791.64 |
PP |
1,755.49 |
1,755.49 |
1,755.49 |
1,761.83 |
S1 |
1,730.16 |
1,730.16 |
1,749.16 |
1,742.83 |
S2 |
1,706.68 |
1,706.68 |
1,744.68 |
|
S3 |
1,657.87 |
1,681.35 |
1,740.21 |
|
S4 |
1,609.06 |
1,632.54 |
1,726.78 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,780.83 |
1,715.11 |
65.72 |
3.8% |
32.30 |
1.9% |
11% |
False |
True |
|
10 |
1,780.83 |
1,715.11 |
65.72 |
3.8% |
25.33 |
1.5% |
11% |
False |
True |
|
20 |
1,780.83 |
1,656.57 |
124.26 |
7.2% |
24.78 |
1.4% |
53% |
False |
False |
|
40 |
1,780.83 |
1,585.56 |
195.27 |
11.3% |
24.24 |
1.4% |
70% |
False |
False |
|
60 |
1,780.83 |
1,563.14 |
217.69 |
12.6% |
24.19 |
1.4% |
73% |
False |
False |
|
80 |
1,780.83 |
1,394.87 |
385.96 |
22.4% |
24.20 |
1.4% |
85% |
False |
False |
|
100 |
1,780.83 |
1,394.87 |
385.96 |
22.4% |
24.31 |
1.4% |
85% |
False |
False |
|
120 |
1,780.83 |
1,339.82 |
441.01 |
25.6% |
25.50 |
1.5% |
87% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,906.95 |
2.618 |
1,847.31 |
1.618 |
1,810.77 |
1.000 |
1,788.19 |
0.618 |
1,774.23 |
HIGH |
1,751.65 |
0.618 |
1,737.69 |
0.500 |
1,733.38 |
0.382 |
1,729.07 |
LOW |
1,715.11 |
0.618 |
1,692.53 |
1.000 |
1,678.57 |
1.618 |
1,655.99 |
2.618 |
1,619.45 |
4.250 |
1,559.82 |
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