| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,135.57 |
2,146.98 |
11.41 |
0.5% |
2,113.23 |
| High |
2,148.07 |
2,155.46 |
7.39 |
0.3% |
2,137.33 |
| Low |
2,117.59 |
2,141.62 |
24.03 |
1.1% |
2,094.84 |
| Close |
2,128.42 |
2,151.72 |
23.30 |
1.1% |
2,124.45 |
| Range |
30.48 |
13.84 |
-16.64 |
-54.6% |
42.49 |
| ATR |
27.58 |
27.54 |
-0.04 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.12 |
2,185.26 |
2,159.33 |
|
| R3 |
2,177.28 |
2,171.42 |
2,155.53 |
|
| R2 |
2,163.44 |
2,163.44 |
2,154.26 |
|
| R1 |
2,157.58 |
2,157.58 |
2,152.99 |
2,160.51 |
| PP |
2,149.60 |
2,149.60 |
2,149.60 |
2,151.07 |
| S1 |
2,143.74 |
2,143.74 |
2,150.45 |
2,146.67 |
| S2 |
2,135.76 |
2,135.76 |
2,149.18 |
|
| S3 |
2,121.92 |
2,129.90 |
2,147.91 |
|
| S4 |
2,108.08 |
2,116.06 |
2,144.11 |
|
|
| 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 |
2,155.46 |
2,104.99 |
50.47 |
2.3% |
20.60 |
1.0% |
93% |
True |
False |
|
| 10 |
2,155.46 |
2,069.45 |
86.01 |
4.0% |
22.99 |
1.1% |
96% |
True |
False |
|
| 20 |
2,155.46 |
1,992.65 |
162.81 |
7.6% |
24.34 |
1.1% |
98% |
True |
False |
|
| 40 |
2,155.46 |
1,863.53 |
291.93 |
13.6% |
24.53 |
1.1% |
99% |
True |
False |
|
| 60 |
2,155.46 |
1,747.32 |
408.14 |
19.0% |
25.81 |
1.2% |
99% |
True |
False |
|
| 80 |
2,155.46 |
1,747.32 |
408.14 |
19.0% |
26.83 |
1.2% |
99% |
True |
False |
|
| 100 |
2,155.46 |
1,700.04 |
455.42 |
21.2% |
28.46 |
1.3% |
99% |
True |
False |
|
| 120 |
2,155.46 |
1,700.04 |
455.42 |
21.2% |
31.12 |
1.4% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.28 |
|
2.618 |
2,191.69 |
|
1.618 |
2,177.85 |
|
1.000 |
2,169.30 |
|
0.618 |
2,164.01 |
|
HIGH |
2,155.46 |
|
0.618 |
2,150.17 |
|
0.500 |
2,148.54 |
|
0.382 |
2,146.91 |
|
LOW |
2,141.62 |
|
0.618 |
2,133.07 |
|
1.000 |
2,127.78 |
|
1.618 |
2,119.23 |
|
2.618 |
2,105.39 |
|
4.250 |
2,082.80 |
|
|