Day Change Summary |
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Previous |
Current |
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02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,667.06 |
1,661.85 |
-5.21 |
-0.3% |
1,756.50 |
High |
1,689.30 |
1,679.42 |
-9.88 |
-0.6% |
1,778.48 |
Low |
1,652.44 |
1,660.10 |
7.66 |
0.5% |
1,663.94 |
Close |
1,672.91 |
1,679.20 |
6.29 |
0.4% |
1,667.13 |
Range |
36.86 |
19.32 |
-17.54 |
-47.6% |
114.54 |
ATR |
30.16 |
29.38 |
-0.77 |
-2.6% |
0.00 |
Volume |
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Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,730.87 |
1,724.35 |
1,689.83 |
|
R3 |
1,711.55 |
1,705.03 |
1,684.51 |
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R2 |
1,692.23 |
1,692.23 |
1,682.74 |
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R1 |
1,685.71 |
1,685.71 |
1,680.97 |
1,688.97 |
PP |
1,672.91 |
1,672.91 |
1,672.91 |
1,674.54 |
S1 |
1,666.39 |
1,666.39 |
1,677.43 |
1,669.65 |
S2 |
1,653.59 |
1,653.59 |
1,675.66 |
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S3 |
1,634.27 |
1,647.07 |
1,673.89 |
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S4 |
1,614.95 |
1,627.75 |
1,668.57 |
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Weekly Pivots for week ending 30-Oct-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.80 |
1,971.51 |
1,730.13 |
|
R3 |
1,932.26 |
1,856.97 |
1,698.63 |
|
R2 |
1,817.72 |
1,817.72 |
1,688.13 |
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R1 |
1,742.43 |
1,742.43 |
1,677.63 |
1,722.81 |
PP |
1,703.18 |
1,703.18 |
1,703.18 |
1,693.37 |
S1 |
1,627.89 |
1,627.89 |
1,656.63 |
1,608.27 |
S2 |
1,588.64 |
1,588.64 |
1,646.13 |
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S3 |
1,474.10 |
1,513.35 |
1,635.63 |
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S4 |
1,359.56 |
1,398.81 |
1,604.13 |
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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 |
1,719.82 |
1,652.44 |
67.38 |
4.0% |
34.26 |
2.0% |
40% |
False |
False |
|
10 |
1,780.83 |
1,652.44 |
128.39 |
7.6% |
33.28 |
2.0% |
21% |
False |
False |
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20 |
1,780.83 |
1,652.44 |
128.39 |
7.6% |
25.57 |
1.5% |
21% |
False |
False |
|
40 |
1,780.83 |
1,648.92 |
131.91 |
7.9% |
25.01 |
1.5% |
23% |
False |
False |
|
60 |
1,780.83 |
1,563.14 |
217.69 |
13.0% |
25.20 |
1.5% |
53% |
False |
False |
|
80 |
1,780.83 |
1,439.57 |
341.26 |
20.3% |
24.54 |
1.5% |
70% |
False |
False |
|
100 |
1,780.83 |
1,394.87 |
385.96 |
23.0% |
24.75 |
1.5% |
74% |
False |
False |
|
120 |
1,780.83 |
1,350.95 |
429.88 |
25.6% |
25.55 |
1.5% |
76% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,761.53 |
2.618 |
1,730.00 |
1.618 |
1,710.68 |
1.000 |
1,698.74 |
0.618 |
1,691.36 |
HIGH |
1,679.42 |
0.618 |
1,672.04 |
0.500 |
1,669.76 |
0.382 |
1,667.48 |
LOW |
1,660.10 |
0.618 |
1,648.16 |
1.000 |
1,640.78 |
1.618 |
1,628.84 |
2.618 |
1,609.52 |
4.250 |
1,577.99 |
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