Day Change Summary |
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Previous |
Current |
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04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,396.0 |
5,391.0 |
-5.0 |
-0.1% |
5,779.0 |
High |
5,472.5 |
5,515.0 |
42.5 |
0.8% |
5,804.0 |
Low |
5,390.0 |
5,367.5 |
-22.5 |
-0.4% |
5,392.0 |
Close |
5,451.5 |
5,495.0 |
43.5 |
0.8% |
5,408.0 |
Range |
82.5 |
147.5 |
65.0 |
78.8% |
412.0 |
ATR |
118.9 |
121.0 |
2.0 |
1.7% |
0.0 |
Volume |
232 |
294 |
62 |
26.7% |
3,975 |
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Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,901.7 |
5,845.8 |
5,576.1 |
|
R3 |
5,754.2 |
5,698.3 |
5,535.6 |
|
R2 |
5,606.7 |
5,606.7 |
5,522.0 |
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R1 |
5,550.8 |
5,550.8 |
5,508.5 |
5,578.8 |
PP |
5,459.2 |
5,459.2 |
5,459.2 |
5,473.1 |
S1 |
5,403.3 |
5,403.3 |
5,481.5 |
5,431.3 |
S2 |
5,311.7 |
5,311.7 |
5,468.0 |
|
S3 |
5,164.2 |
5,255.8 |
5,454.4 |
|
S4 |
5,016.7 |
5,108.3 |
5,413.9 |
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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 |
|
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 |
5,607.0 |
5,324.0 |
283.0 |
5.2% |
129.5 |
2.4% |
60% |
False |
False |
558 |
10 |
5,854.0 |
5,324.0 |
530.0 |
9.6% |
131.9 |
2.4% |
32% |
False |
False |
556 |
20 |
5,895.0 |
5,324.0 |
571.0 |
10.4% |
111.6 |
2.0% |
30% |
False |
False |
631 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.4% |
101.4 |
1.8% |
30% |
False |
False |
1,315 |
60 |
5,895.0 |
5,171.0 |
724.0 |
13.2% |
98.0 |
1.8% |
45% |
False |
False |
1,053 |
80 |
5,895.0 |
4,975.0 |
920.0 |
16.7% |
98.1 |
1.8% |
57% |
False |
False |
834 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,141.9 |
2.618 |
5,901.2 |
1.618 |
5,753.7 |
1.000 |
5,662.5 |
0.618 |
5,606.2 |
HIGH |
5,515.0 |
0.618 |
5,458.7 |
0.500 |
5,441.3 |
0.382 |
5,423.8 |
LOW |
5,367.5 |
0.618 |
5,276.3 |
1.000 |
5,220.0 |
1.618 |
5,128.8 |
2.618 |
4,981.3 |
4.250 |
4,740.6 |
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