| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,151.19 |
2,183.10 |
31.91 |
1.5% |
2,113.23 |
| High |
2,159.68 |
2,193.65 |
33.97 |
1.6% |
2,137.33 |
| Low |
2,132.69 |
2,179.06 |
46.37 |
2.2% |
2,094.84 |
| Close |
2,158.36 |
2,187.80 |
29.44 |
1.4% |
2,124.45 |
| Range |
26.99 |
14.59 |
-12.40 |
-45.9% |
42.49 |
| ATR |
27.50 |
28.06 |
0.56 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.61 |
2,223.79 |
2,195.82 |
|
| R3 |
2,216.02 |
2,209.20 |
2,191.81 |
|
| R2 |
2,201.43 |
2,201.43 |
2,190.47 |
|
| R1 |
2,194.61 |
2,194.61 |
2,189.14 |
2,198.02 |
| PP |
2,186.84 |
2,186.84 |
2,186.84 |
2,188.54 |
| S1 |
2,180.02 |
2,180.02 |
2,186.46 |
2,183.43 |
| S2 |
2,172.25 |
2,172.25 |
2,185.13 |
|
| S3 |
2,157.66 |
2,165.43 |
2,183.79 |
|
| S4 |
2,143.07 |
2,150.84 |
2,179.78 |
|
|
| 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 |
2,193.65 |
2,117.59 |
76.06 |
3.5% |
19.76 |
0.9% |
92% |
True |
False |
|
| 10 |
2,193.65 |
2,086.88 |
106.77 |
4.9% |
20.71 |
0.9% |
95% |
True |
False |
|
| 20 |
2,193.65 |
1,999.89 |
193.76 |
8.9% |
23.75 |
1.1% |
97% |
True |
False |
|
| 40 |
2,193.65 |
1,879.71 |
313.94 |
14.3% |
24.60 |
1.1% |
98% |
True |
False |
|
| 60 |
2,193.65 |
1,747.32 |
446.33 |
20.4% |
25.62 |
1.2% |
99% |
True |
False |
|
| 80 |
2,193.65 |
1,747.32 |
446.33 |
20.4% |
26.70 |
1.2% |
99% |
True |
False |
|
| 100 |
2,193.65 |
1,700.04 |
493.61 |
22.6% |
28.11 |
1.3% |
99% |
True |
False |
|
| 120 |
2,193.65 |
1,700.04 |
493.61 |
22.6% |
30.70 |
1.4% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.66 |
|
2.618 |
2,231.85 |
|
1.618 |
2,217.26 |
|
1.000 |
2,208.24 |
|
0.618 |
2,202.67 |
|
HIGH |
2,193.65 |
|
0.618 |
2,188.08 |
|
0.500 |
2,186.36 |
|
0.382 |
2,184.63 |
|
LOW |
2,179.06 |
|
0.618 |
2,170.04 |
|
1.000 |
2,164.47 |
|
1.618 |
2,155.45 |
|
2.618 |
2,140.86 |
|
4.250 |
2,117.05 |
|
|