Day Change Summary |
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Previous |
Current |
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04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,687.12 |
1,700.07 |
12.95 |
0.8% |
1,756.50 |
High |
1,701.47 |
1,722.93 |
21.46 |
1.3% |
1,778.48 |
Low |
1,678.17 |
1,697.94 |
19.77 |
1.2% |
1,663.94 |
Close |
1,680.67 |
1,721.09 |
40.42 |
2.4% |
1,667.13 |
Range |
23.30 |
24.99 |
1.69 |
7.3% |
114.54 |
ATR |
28.95 |
29.90 |
0.95 |
3.3% |
0.00 |
Volume |
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Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.96 |
1,780.01 |
1,734.83 |
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R3 |
1,763.97 |
1,755.02 |
1,727.96 |
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R2 |
1,738.98 |
1,738.98 |
1,725.67 |
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R1 |
1,730.03 |
1,730.03 |
1,723.38 |
1,734.51 |
PP |
1,713.99 |
1,713.99 |
1,713.99 |
1,716.22 |
S1 |
1,705.04 |
1,705.04 |
1,718.80 |
1,709.52 |
S2 |
1,689.00 |
1,689.00 |
1,716.51 |
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S3 |
1,664.01 |
1,680.05 |
1,714.22 |
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S4 |
1,639.02 |
1,655.06 |
1,707.35 |
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Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.80 |
1,971.51 |
1,730.13 |
|
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 |
1,722.93 |
1,652.44 |
70.49 |
4.1% |
30.69 |
1.8% |
97% |
True |
False |
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10 |
1,778.48 |
1,652.44 |
126.04 |
7.3% |
32.32 |
1.9% |
54% |
False |
False |
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20 |
1,780.83 |
1,652.44 |
128.39 |
7.5% |
26.47 |
1.5% |
53% |
False |
False |
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40 |
1,780.83 |
1,652.44 |
128.39 |
7.5% |
25.01 |
1.5% |
53% |
False |
False |
|
60 |
1,780.83 |
1,563.14 |
217.69 |
12.6% |
25.05 |
1.5% |
73% |
False |
False |
|
80 |
1,780.83 |
1,494.57 |
286.26 |
16.6% |
24.56 |
1.4% |
79% |
False |
False |
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100 |
1,780.83 |
1,394.87 |
385.96 |
22.4% |
24.69 |
1.4% |
85% |
False |
False |
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120 |
1,780.83 |
1,350.95 |
429.88 |
25.0% |
25.46 |
1.5% |
86% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,829.14 |
2.618 |
1,788.35 |
1.618 |
1,763.36 |
1.000 |
1,747.92 |
0.618 |
1,738.37 |
HIGH |
1,722.93 |
0.618 |
1,713.38 |
0.500 |
1,710.44 |
0.382 |
1,707.49 |
LOW |
1,697.94 |
0.618 |
1,682.50 |
1.000 |
1,672.95 |
1.618 |
1,657.51 |
2.618 |
1,632.52 |
4.250 |
1,591.73 |
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