| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,135.13 |
2,126.76 |
-8.37 |
-0.4% |
2,113.23 |
| High |
2,135.69 |
2,137.33 |
1.64 |
0.1% |
2,137.33 |
| Low |
2,112.09 |
2,124.45 |
12.36 |
0.6% |
2,094.84 |
| Close |
2,129.73 |
2,124.45 |
-5.28 |
-0.2% |
2,124.45 |
| Range |
23.60 |
12.88 |
-10.72 |
-45.4% |
42.49 |
| ATR |
28.47 |
27.35 |
-1.11 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.38 |
2,158.80 |
2,131.53 |
|
| R3 |
2,154.50 |
2,145.92 |
2,127.99 |
|
| R2 |
2,141.62 |
2,141.62 |
2,126.81 |
|
| R1 |
2,133.04 |
2,133.04 |
2,125.63 |
2,130.89 |
| PP |
2,128.74 |
2,128.74 |
2,128.74 |
2,127.67 |
| S1 |
2,120.16 |
2,120.16 |
2,123.27 |
2,118.01 |
| S2 |
2,115.86 |
2,115.86 |
2,122.09 |
|
| S3 |
2,102.98 |
2,107.28 |
2,120.91 |
|
| S4 |
2,090.10 |
2,094.40 |
2,117.37 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.34 |
2,227.89 |
2,147.82 |
|
| R3 |
2,203.85 |
2,185.40 |
2,136.13 |
|
| R2 |
2,161.36 |
2,161.36 |
2,132.24 |
|
| R1 |
2,142.91 |
2,142.91 |
2,128.34 |
2,152.14 |
| PP |
2,118.87 |
2,118.87 |
2,118.87 |
2,123.49 |
| S1 |
2,100.42 |
2,100.42 |
2,120.56 |
2,109.65 |
| S2 |
2,076.38 |
2,076.38 |
2,116.66 |
|
| S3 |
2,033.89 |
2,057.93 |
2,112.77 |
|
| S4 |
1,991.40 |
2,015.44 |
2,101.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,137.33 |
2,094.84 |
42.49 |
2.0% |
20.53 |
1.0% |
70% |
True |
False |
|
| 10 |
2,137.33 |
2,054.61 |
82.72 |
3.9% |
23.20 |
1.1% |
84% |
True |
False |
|
| 20 |
2,137.33 |
1,963.68 |
173.65 |
8.2% |
25.34 |
1.2% |
93% |
True |
False |
|
| 40 |
2,137.33 |
1,851.60 |
285.73 |
13.4% |
24.28 |
1.1% |
95% |
True |
False |
|
| 60 |
2,137.33 |
1,747.32 |
390.01 |
18.4% |
25.86 |
1.2% |
97% |
True |
False |
|
| 80 |
2,137.33 |
1,747.32 |
390.01 |
18.4% |
26.84 |
1.3% |
97% |
True |
False |
|
| 100 |
2,137.33 |
1,700.04 |
437.29 |
20.6% |
28.73 |
1.4% |
97% |
True |
False |
|
| 120 |
2,137.33 |
1,700.04 |
437.29 |
20.6% |
31.36 |
1.5% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.07 |
|
2.618 |
2,171.05 |
|
1.618 |
2,158.17 |
|
1.000 |
2,150.21 |
|
0.618 |
2,145.29 |
|
HIGH |
2,137.33 |
|
0.618 |
2,132.41 |
|
0.500 |
2,130.89 |
|
0.382 |
2,129.37 |
|
LOW |
2,124.45 |
|
0.618 |
2,116.49 |
|
1.000 |
2,111.57 |
|
1.618 |
2,103.61 |
|
2.618 |
2,090.73 |
|
4.250 |
2,069.71 |
|
|