| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,146.98 |
2,151.19 |
4.21 |
0.2% |
2,113.23 |
| High |
2,155.46 |
2,159.68 |
4.22 |
0.2% |
2,137.33 |
| Low |
2,141.62 |
2,132.69 |
-8.93 |
-0.4% |
2,094.84 |
| Close |
2,151.72 |
2,158.36 |
6.64 |
0.3% |
2,124.45 |
| Range |
13.84 |
26.99 |
13.15 |
95.0% |
42.49 |
| ATR |
27.54 |
27.50 |
-0.04 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,231.21 |
2,221.78 |
2,173.20 |
|
| R3 |
2,204.22 |
2,194.79 |
2,165.78 |
|
| R2 |
2,177.23 |
2,177.23 |
2,163.31 |
|
| R1 |
2,167.80 |
2,167.80 |
2,160.83 |
2,172.52 |
| PP |
2,150.24 |
2,150.24 |
2,150.24 |
2,152.60 |
| S1 |
2,140.81 |
2,140.81 |
2,155.89 |
2,145.53 |
| S2 |
2,123.25 |
2,123.25 |
2,153.41 |
|
| S3 |
2,096.26 |
2,113.82 |
2,150.94 |
|
| S4 |
2,069.27 |
2,086.83 |
2,143.52 |
|
|
| 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 |
2,159.68 |
2,112.09 |
47.59 |
2.2% |
21.56 |
1.0% |
97% |
True |
False |
|
| 10 |
2,159.68 |
2,069.45 |
90.23 |
4.2% |
22.93 |
1.1% |
99% |
True |
False |
|
| 20 |
2,159.68 |
1,996.25 |
163.43 |
7.6% |
24.08 |
1.1% |
99% |
True |
False |
|
| 40 |
2,159.68 |
1,879.71 |
279.97 |
13.0% |
24.61 |
1.1% |
100% |
True |
False |
|
| 60 |
2,159.68 |
1,747.32 |
412.36 |
19.1% |
25.83 |
1.2% |
100% |
True |
False |
|
| 80 |
2,159.68 |
1,747.32 |
412.36 |
19.1% |
26.81 |
1.2% |
100% |
True |
False |
|
| 100 |
2,159.68 |
1,700.04 |
459.64 |
21.3% |
28.40 |
1.3% |
100% |
True |
False |
|
| 120 |
2,159.68 |
1,700.04 |
459.64 |
21.3% |
30.98 |
1.4% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,274.39 |
|
2.618 |
2,230.34 |
|
1.618 |
2,203.35 |
|
1.000 |
2,186.67 |
|
0.618 |
2,176.36 |
|
HIGH |
2,159.68 |
|
0.618 |
2,149.37 |
|
0.500 |
2,146.19 |
|
0.382 |
2,143.00 |
|
LOW |
2,132.69 |
|
0.618 |
2,116.01 |
|
1.000 |
2,105.70 |
|
1.618 |
2,089.02 |
|
2.618 |
2,062.03 |
|
4.250 |
2,017.98 |
|
|