Day Change Summary |
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Previous |
Current |
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05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,391.0 |
5,486.0 |
95.0 |
1.8% |
5,420.0 |
High |
5,515.0 |
5,530.0 |
15.0 |
0.3% |
5,530.0 |
Low |
5,367.5 |
5,417.0 |
49.5 |
0.9% |
5,324.0 |
Close |
5,495.0 |
5,493.5 |
-1.5 |
0.0% |
5,493.5 |
Range |
147.5 |
113.0 |
-34.5 |
-23.4% |
206.0 |
ATR |
121.0 |
120.4 |
-0.6 |
-0.5% |
0.0 |
Volume |
294 |
554 |
260 |
88.4% |
1,740 |
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Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,819.2 |
5,769.3 |
5,555.7 |
|
R3 |
5,706.2 |
5,656.3 |
5,524.6 |
|
R2 |
5,593.2 |
5,593.2 |
5,514.2 |
|
R1 |
5,543.3 |
5,543.3 |
5,503.9 |
5,568.3 |
PP |
5,480.2 |
5,480.2 |
5,480.2 |
5,492.6 |
S1 |
5,430.3 |
5,430.3 |
5,483.1 |
5,455.3 |
S2 |
5,367.2 |
5,367.2 |
5,472.8 |
|
S3 |
5,254.2 |
5,317.3 |
5,462.4 |
|
S4 |
5,141.2 |
5,204.3 |
5,431.4 |
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Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,067.2 |
5,986.3 |
5,606.8 |
|
R3 |
5,861.2 |
5,780.3 |
5,550.2 |
|
R2 |
5,655.2 |
5,655.2 |
5,531.3 |
|
R1 |
5,574.3 |
5,574.3 |
5,512.4 |
5,614.8 |
PP |
5,449.2 |
5,449.2 |
5,449.2 |
5,469.4 |
S1 |
5,368.3 |
5,368.3 |
5,474.6 |
5,408.8 |
S2 |
5,243.2 |
5,243.2 |
5,455.7 |
|
S3 |
5,037.2 |
5,162.3 |
5,436.9 |
|
S4 |
4,831.2 |
4,956.3 |
5,380.2 |
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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 |
5,530.0 |
5,324.0 |
206.0 |
3.7% |
109.1 |
2.0% |
82% |
True |
False |
348 |
10 |
5,804.0 |
5,324.0 |
480.0 |
8.7% |
131.6 |
2.4% |
35% |
False |
False |
571 |
20 |
5,895.0 |
5,324.0 |
571.0 |
10.4% |
114.4 |
2.1% |
30% |
False |
False |
597 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.4% |
103.0 |
1.9% |
30% |
False |
False |
1,296 |
60 |
5,895.0 |
5,171.0 |
724.0 |
13.2% |
97.5 |
1.8% |
45% |
False |
False |
1,061 |
80 |
5,895.0 |
5,035.5 |
859.5 |
15.6% |
98.9 |
1.8% |
53% |
False |
False |
838 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,010.3 |
2.618 |
5,825.8 |
1.618 |
5,712.8 |
1.000 |
5,643.0 |
0.618 |
5,599.8 |
HIGH |
5,530.0 |
0.618 |
5,486.8 |
0.500 |
5,473.5 |
0.382 |
5,460.2 |
LOW |
5,417.0 |
0.618 |
5,347.2 |
1.000 |
5,304.0 |
1.618 |
5,234.2 |
2.618 |
5,121.2 |
4.250 |
4,936.8 |
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