Day Change Summary |
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Previous |
Current |
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29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,470.0 |
5,600.0 |
130.0 |
2.4% |
5,779.0 |
High |
5,617.5 |
5,607.0 |
-10.5 |
-0.2% |
5,804.0 |
Low |
5,470.0 |
5,392.0 |
-78.0 |
-1.4% |
5,392.0 |
Close |
5,597.5 |
5,408.0 |
-189.5 |
-3.4% |
5,408.0 |
Range |
147.5 |
215.0 |
67.5 |
45.8% |
412.0 |
ATR |
113.6 |
120.9 |
7.2 |
6.4% |
0.0 |
Volume |
784 |
1,606 |
822 |
104.8% |
3,975 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,114.0 |
5,976.0 |
5,526.3 |
|
R3 |
5,899.0 |
5,761.0 |
5,467.1 |
|
R2 |
5,684.0 |
5,684.0 |
5,447.4 |
|
R1 |
5,546.0 |
5,546.0 |
5,427.7 |
5,507.5 |
PP |
5,469.0 |
5,469.0 |
5,469.0 |
5,449.8 |
S1 |
5,331.0 |
5,331.0 |
5,388.3 |
5,292.5 |
S2 |
5,254.0 |
5,254.0 |
5,368.6 |
|
S3 |
5,039.0 |
5,116.0 |
5,348.9 |
|
S4 |
4,824.0 |
4,901.0 |
5,289.8 |
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|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,770.7 |
6,501.3 |
5,634.6 |
|
R3 |
6,358.7 |
6,089.3 |
5,521.3 |
|
R2 |
5,946.7 |
5,946.7 |
5,483.5 |
|
R1 |
5,677.3 |
5,677.3 |
5,445.8 |
5,606.0 |
PP |
5,534.7 |
5,534.7 |
5,534.7 |
5,499.0 |
S1 |
5,265.3 |
5,265.3 |
5,370.2 |
5,194.0 |
S2 |
5,122.7 |
5,122.7 |
5,332.5 |
|
S3 |
4,710.7 |
4,853.3 |
5,294.7 |
|
S4 |
4,298.7 |
4,441.3 |
5,181.4 |
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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 |
5,804.0 |
5,392.0 |
412.0 |
7.6% |
154.1 |
2.8% |
4% |
False |
True |
795 |
10 |
5,895.0 |
5,392.0 |
503.0 |
9.3% |
130.2 |
2.4% |
3% |
False |
True |
612 |
20 |
5,895.0 |
5,392.0 |
503.0 |
9.3% |
107.2 |
2.0% |
3% |
False |
True |
747 |
40 |
5,895.0 |
5,392.0 |
503.0 |
9.3% |
98.1 |
1.8% |
3% |
False |
True |
1,435 |
60 |
5,895.0 |
5,171.0 |
724.0 |
13.4% |
98.1 |
1.8% |
33% |
False |
False |
1,042 |
80 |
5,895.0 |
4,558.0 |
1,337.0 |
24.7% |
98.7 |
1.8% |
64% |
False |
False |
824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,520.8 |
2.618 |
6,169.9 |
1.618 |
5,954.9 |
1.000 |
5,822.0 |
0.618 |
5,739.9 |
HIGH |
5,607.0 |
0.618 |
5,524.9 |
0.500 |
5,499.5 |
0.382 |
5,474.1 |
LOW |
5,392.0 |
0.618 |
5,259.1 |
1.000 |
5,177.0 |
1.618 |
5,044.1 |
2.618 |
4,829.1 |
4.250 |
4,478.3 |
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