Day Change Summary |
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Previous |
Current |
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03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,397.0 |
5,396.0 |
-1.0 |
0.0% |
5,779.0 |
High |
5,397.0 |
5,472.5 |
75.5 |
1.4% |
5,804.0 |
Low |
5,324.0 |
5,390.0 |
66.0 |
1.2% |
5,392.0 |
Close |
5,373.0 |
5,451.5 |
78.5 |
1.5% |
5,408.0 |
Range |
73.0 |
82.5 |
9.5 |
13.0% |
412.0 |
ATR |
120.4 |
118.9 |
-1.5 |
-1.2% |
0.0 |
Volume |
396 |
232 |
-164 |
-41.4% |
3,975 |
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Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,685.5 |
5,651.0 |
5,496.9 |
|
R3 |
5,603.0 |
5,568.5 |
5,474.2 |
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R2 |
5,520.5 |
5,520.5 |
5,466.6 |
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R1 |
5,486.0 |
5,486.0 |
5,459.1 |
5,503.3 |
PP |
5,438.0 |
5,438.0 |
5,438.0 |
5,446.6 |
S1 |
5,403.5 |
5,403.5 |
5,443.9 |
5,420.8 |
S2 |
5,355.5 |
5,355.5 |
5,436.4 |
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S3 |
5,273.0 |
5,321.0 |
5,428.8 |
|
S4 |
5,190.5 |
5,238.5 |
5,406.1 |
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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 |
5,617.5 |
5,324.0 |
293.5 |
5.4% |
129.5 |
2.4% |
43% |
False |
False |
656 |
10 |
5,854.0 |
5,324.0 |
530.0 |
9.7% |
127.4 |
2.3% |
24% |
False |
False |
587 |
20 |
5,895.0 |
5,324.0 |
571.0 |
10.5% |
106.6 |
2.0% |
22% |
False |
False |
761 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.5% |
99.7 |
1.8% |
22% |
False |
False |
1,400 |
60 |
5,895.0 |
5,171.0 |
724.0 |
13.3% |
97.1 |
1.8% |
39% |
False |
False |
1,051 |
80 |
5,895.0 |
4,925.0 |
970.0 |
17.8% |
97.6 |
1.8% |
54% |
False |
False |
832 |
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Fibonacci Retracements and Extensions |
4.250 |
5,823.1 |
2.618 |
5,688.5 |
1.618 |
5,606.0 |
1.000 |
5,555.0 |
0.618 |
5,523.5 |
HIGH |
5,472.5 |
0.618 |
5,441.0 |
0.500 |
5,431.3 |
0.382 |
5,421.5 |
LOW |
5,390.0 |
0.618 |
5,339.0 |
1.000 |
5,307.5 |
1.618 |
5,256.5 |
2.618 |
5,174.0 |
4.250 |
5,039.4 |
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