Day Change Summary |
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Previous |
Current |
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02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,420.0 |
5,397.0 |
-23.0 |
-0.4% |
5,779.0 |
High |
5,476.5 |
5,397.0 |
-79.5 |
-1.5% |
5,804.0 |
Low |
5,347.0 |
5,324.0 |
-23.0 |
-0.4% |
5,392.0 |
Close |
5,430.5 |
5,373.0 |
-57.5 |
-1.1% |
5,408.0 |
Range |
129.5 |
73.0 |
-56.5 |
-43.6% |
412.0 |
ATR |
121.5 |
120.4 |
-1.1 |
-0.9% |
0.0 |
Volume |
264 |
396 |
132 |
50.0% |
3,975 |
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Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,583.7 |
5,551.3 |
5,413.2 |
|
R3 |
5,510.7 |
5,478.3 |
5,393.1 |
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R2 |
5,437.7 |
5,437.7 |
5,386.4 |
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R1 |
5,405.3 |
5,405.3 |
5,379.7 |
5,385.0 |
PP |
5,364.7 |
5,364.7 |
5,364.7 |
5,354.5 |
S1 |
5,332.3 |
5,332.3 |
5,366.3 |
5,312.0 |
S2 |
5,291.7 |
5,291.7 |
5,359.6 |
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S3 |
5,218.7 |
5,259.3 |
5,352.9 |
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S4 |
5,145.7 |
5,186.3 |
5,332.9 |
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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 |
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R2 |
5,946.7 |
5,946.7 |
5,483.5 |
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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 |
5,635.0 |
5,324.0 |
311.0 |
5.8% |
146.0 |
2.7% |
16% |
False |
True |
765 |
10 |
5,865.0 |
5,324.0 |
541.0 |
10.1% |
130.8 |
2.4% |
9% |
False |
True |
627 |
20 |
5,895.0 |
5,324.0 |
571.0 |
10.6% |
105.3 |
2.0% |
9% |
False |
True |
762 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.6% |
100.8 |
1.9% |
9% |
False |
True |
1,429 |
60 |
5,895.0 |
5,171.0 |
724.0 |
13.5% |
97.6 |
1.8% |
28% |
False |
False |
1,050 |
80 |
5,895.0 |
4,852.0 |
1,043.0 |
19.4% |
97.9 |
1.8% |
50% |
False |
False |
830 |
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Fibonacci Retracements and Extensions |
4.250 |
5,707.3 |
2.618 |
5,588.1 |
1.618 |
5,515.1 |
1.000 |
5,470.0 |
0.618 |
5,442.1 |
HIGH |
5,397.0 |
0.618 |
5,369.1 |
0.500 |
5,360.5 |
0.382 |
5,351.9 |
LOW |
5,324.0 |
0.618 |
5,278.9 |
1.000 |
5,251.0 |
1.618 |
5,205.9 |
2.618 |
5,132.9 |
4.250 |
5,013.8 |
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