| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,089.22 |
2,113.23 |
24.01 |
1.1% |
2,100.21 |
| High |
2,105.44 |
2,127.26 |
21.82 |
1.0% |
2,106.24 |
| Low |
2,086.88 |
2,112.28 |
25.40 |
1.2% |
2,054.61 |
| Close |
2,104.21 |
2,113.55 |
9.34 |
0.4% |
2,104.21 |
| Range |
18.56 |
14.98 |
-3.58 |
-19.3% |
51.63 |
| ATR |
29.87 |
29.38 |
-0.49 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,162.64 |
2,153.07 |
2,121.79 |
|
| R3 |
2,147.66 |
2,138.09 |
2,117.67 |
|
| R2 |
2,132.68 |
2,132.68 |
2,116.30 |
|
| R1 |
2,123.11 |
2,123.11 |
2,114.92 |
2,127.90 |
| PP |
2,117.70 |
2,117.70 |
2,117.70 |
2,120.09 |
| S1 |
2,108.13 |
2,108.13 |
2,112.18 |
2,112.92 |
| S2 |
2,102.72 |
2,102.72 |
2,110.80 |
|
| S3 |
2,087.74 |
2,093.15 |
2,109.43 |
|
| S4 |
2,072.76 |
2,078.17 |
2,105.31 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.24 |
2,225.36 |
2,132.61 |
|
| R3 |
2,191.61 |
2,173.73 |
2,118.41 |
|
| R2 |
2,139.98 |
2,139.98 |
2,113.68 |
|
| R1 |
2,122.10 |
2,122.10 |
2,108.94 |
2,131.04 |
| PP |
2,088.35 |
2,088.35 |
2,088.35 |
2,092.83 |
| S1 |
2,070.47 |
2,070.47 |
2,099.48 |
2,079.41 |
| S2 |
2,036.72 |
2,036.72 |
2,094.74 |
|
| S3 |
1,985.09 |
2,018.84 |
2,090.01 |
|
| S4 |
1,933.46 |
1,967.21 |
2,075.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,127.26 |
2,054.61 |
72.65 |
3.4% |
26.08 |
1.2% |
81% |
True |
False |
|
| 10 |
2,127.26 |
2,007.13 |
120.13 |
5.7% |
25.47 |
1.2% |
89% |
True |
False |
|
| 20 |
2,127.26 |
1,963.68 |
163.58 |
7.7% |
27.31 |
1.3% |
92% |
True |
False |
|
| 40 |
2,127.26 |
1,755.38 |
371.88 |
17.6% |
24.80 |
1.2% |
96% |
True |
False |
|
| 60 |
2,127.26 |
1,747.32 |
379.94 |
18.0% |
25.65 |
1.2% |
96% |
True |
False |
|
| 80 |
2,127.26 |
1,712.92 |
414.34 |
19.6% |
27.69 |
1.3% |
97% |
True |
False |
|
| 100 |
2,127.26 |
1,700.04 |
427.22 |
20.2% |
29.75 |
1.4% |
97% |
True |
False |
|
| 120 |
2,127.26 |
1,700.04 |
427.22 |
20.2% |
33.74 |
1.6% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.93 |
|
2.618 |
2,166.48 |
|
1.618 |
2,151.50 |
|
1.000 |
2,142.24 |
|
0.618 |
2,136.52 |
|
HIGH |
2,127.26 |
|
0.618 |
2,121.54 |
|
0.500 |
2,119.77 |
|
0.382 |
2,118.00 |
|
LOW |
2,112.28 |
|
0.618 |
2,103.02 |
|
1.000 |
2,097.30 |
|
1.618 |
2,088.04 |
|
2.618 |
2,073.06 |
|
4.250 |
2,048.62 |
|
|