Day Change Summary |
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Previous |
Current |
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15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
2,147.06 |
2,114.43 |
-32.63 |
-1.5% |
2,179.70 |
High |
2,152.88 |
2,126.15 |
-26.73 |
-1.2% |
2,200.15 |
Low |
2,129.69 |
2,085.27 |
-44.42 |
-2.1% |
2,122.42 |
Close |
2,131.48 |
2,093.62 |
-37.86 |
-1.8% |
2,137.95 |
Range |
23.19 |
40.88 |
17.69 |
76.3% |
77.73 |
ATR |
28.89 |
30.13 |
1.24 |
4.3% |
0.00 |
Volume |
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Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,224.32 |
2,199.85 |
2,116.10 |
|
R3 |
2,183.44 |
2,158.97 |
2,104.86 |
|
R2 |
2,142.56 |
2,142.56 |
2,101.11 |
|
R1 |
2,118.09 |
2,118.09 |
2,097.37 |
2,109.89 |
PP |
2,101.68 |
2,101.68 |
2,101.68 |
2,097.58 |
S1 |
2,077.21 |
2,077.21 |
2,089.87 |
2,069.01 |
S2 |
2,060.80 |
2,060.80 |
2,086.13 |
|
S3 |
2,019.92 |
2,036.33 |
2,082.38 |
|
S4 |
1,979.04 |
1,995.45 |
2,071.14 |
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Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,386.70 |
2,340.05 |
2,180.70 |
|
R3 |
2,308.97 |
2,262.32 |
2,159.33 |
|
R2 |
2,231.24 |
2,231.24 |
2,152.20 |
|
R1 |
2,184.59 |
2,184.59 |
2,145.08 |
2,169.05 |
PP |
2,153.51 |
2,153.51 |
2,153.51 |
2,145.74 |
S1 |
2,106.86 |
2,106.86 |
2,130.82 |
2,091.32 |
S2 |
2,075.78 |
2,075.78 |
2,123.70 |
|
S3 |
1,998.05 |
2,029.13 |
2,116.57 |
|
S4 |
1,920.32 |
1,951.40 |
2,095.20 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,189.37 |
2,085.27 |
104.10 |
5.0% |
34.35 |
1.6% |
8% |
False |
True |
|
10 |
2,200.15 |
2,085.27 |
114.88 |
5.5% |
27.27 |
1.3% |
7% |
False |
True |
|
20 |
2,200.15 |
2,069.45 |
130.70 |
6.2% |
25.13 |
1.2% |
18% |
False |
False |
|
40 |
2,200.15 |
1,963.68 |
236.47 |
11.3% |
26.16 |
1.2% |
55% |
False |
False |
|
60 |
2,200.15 |
1,747.32 |
452.83 |
21.6% |
25.70 |
1.2% |
76% |
False |
False |
|
80 |
2,200.15 |
1,747.32 |
452.83 |
21.6% |
25.98 |
1.2% |
76% |
False |
False |
|
100 |
2,200.15 |
1,700.04 |
500.11 |
23.9% |
27.93 |
1.3% |
79% |
False |
False |
|
120 |
2,200.15 |
1,700.04 |
500.11 |
23.9% |
29.42 |
1.4% |
79% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,299.89 |
2.618 |
2,233.17 |
1.618 |
2,192.29 |
1.000 |
2,167.03 |
0.618 |
2,151.41 |
HIGH |
2,126.15 |
0.618 |
2,110.53 |
0.500 |
2,105.71 |
0.382 |
2,100.89 |
LOW |
2,085.27 |
0.618 |
2,060.01 |
1.000 |
2,044.39 |
1.618 |
2,019.13 |
2.618 |
1,978.25 |
4.250 |
1,911.53 |
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