Day Change Summary |
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Previous |
Current |
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03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,661.85 |
1,687.12 |
25.27 |
1.5% |
1,756.50 |
High |
1,679.42 |
1,701.47 |
22.05 |
1.3% |
1,778.48 |
Low |
1,660.10 |
1,678.17 |
18.07 |
1.1% |
1,663.94 |
Close |
1,679.20 |
1,680.67 |
1.47 |
0.1% |
1,667.13 |
Range |
19.32 |
23.30 |
3.98 |
20.6% |
114.54 |
ATR |
29.38 |
28.95 |
-0.43 |
-1.5% |
0.00 |
Volume |
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Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,756.67 |
1,741.97 |
1,693.49 |
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R3 |
1,733.37 |
1,718.67 |
1,687.08 |
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R2 |
1,710.07 |
1,710.07 |
1,684.94 |
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R1 |
1,695.37 |
1,695.37 |
1,682.81 |
1,691.07 |
PP |
1,686.77 |
1,686.77 |
1,686.77 |
1,684.62 |
S1 |
1,672.07 |
1,672.07 |
1,678.53 |
1,667.77 |
S2 |
1,663.47 |
1,663.47 |
1,676.40 |
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S3 |
1,640.17 |
1,648.77 |
1,674.26 |
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S4 |
1,616.87 |
1,625.47 |
1,667.86 |
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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 |
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R3 |
1,932.26 |
1,856.97 |
1,698.63 |
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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 |
1,714.36 |
1,652.44 |
61.92 |
3.7% |
30.83 |
1.8% |
46% |
False |
False |
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10 |
1,778.48 |
1,652.44 |
126.04 |
7.5% |
32.62 |
1.9% |
22% |
False |
False |
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20 |
1,780.83 |
1,652.44 |
128.39 |
7.6% |
26.15 |
1.6% |
22% |
False |
False |
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40 |
1,780.83 |
1,652.44 |
128.39 |
7.6% |
24.91 |
1.5% |
22% |
False |
False |
|
60 |
1,780.83 |
1,563.14 |
217.69 |
13.0% |
25.28 |
1.5% |
54% |
False |
False |
|
80 |
1,780.83 |
1,470.09 |
310.74 |
18.5% |
24.64 |
1.5% |
68% |
False |
False |
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100 |
1,780.83 |
1,394.87 |
385.96 |
23.0% |
24.71 |
1.5% |
74% |
False |
False |
|
120 |
1,780.83 |
1,350.95 |
429.88 |
25.6% |
25.55 |
1.5% |
77% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,800.50 |
2.618 |
1,762.47 |
1.618 |
1,739.17 |
1.000 |
1,724.77 |
0.618 |
1,715.87 |
HIGH |
1,701.47 |
0.618 |
1,692.57 |
0.500 |
1,689.82 |
0.382 |
1,687.07 |
LOW |
1,678.17 |
0.618 |
1,663.77 |
1.000 |
1,654.87 |
1.618 |
1,640.47 |
2.618 |
1,617.17 |
4.250 |
1,579.15 |
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