| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,825.0 |
2,805.0 |
-20.0 |
-0.7% |
2,893.0 |
| High |
2,838.0 |
2,812.0 |
-26.0 |
-0.9% |
2,948.0 |
| Low |
2,801.0 |
2,738.0 |
-63.0 |
-2.2% |
2,860.0 |
| Close |
2,820.0 |
2,767.0 |
-53.0 |
-1.9% |
2,875.0 |
| Range |
37.0 |
74.0 |
37.0 |
100.0% |
88.0 |
| ATR |
55.1 |
57.0 |
1.9 |
3.5% |
0.0 |
| Volume |
259 |
668 |
409 |
157.9% |
1,449 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.3 |
2,954.7 |
2,807.7 |
|
| R3 |
2,920.3 |
2,880.7 |
2,787.4 |
|
| R2 |
2,846.3 |
2,846.3 |
2,780.6 |
|
| R1 |
2,806.7 |
2,806.7 |
2,773.8 |
2,789.5 |
| PP |
2,772.3 |
2,772.3 |
2,772.3 |
2,763.8 |
| S1 |
2,732.7 |
2,732.7 |
2,760.2 |
2,715.5 |
| S2 |
2,698.3 |
2,698.3 |
2,753.4 |
|
| S3 |
2,624.3 |
2,658.7 |
2,746.7 |
|
| S4 |
2,550.3 |
2,584.7 |
2,726.3 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.3 |
3,104.7 |
2,923.4 |
|
| R3 |
3,070.3 |
3,016.7 |
2,899.2 |
|
| R2 |
2,982.3 |
2,982.3 |
2,891.1 |
|
| R1 |
2,928.7 |
2,928.7 |
2,883.1 |
2,911.5 |
| PP |
2,894.3 |
2,894.3 |
2,894.3 |
2,885.8 |
| S1 |
2,840.7 |
2,840.7 |
2,866.9 |
2,823.5 |
| S2 |
2,806.3 |
2,806.3 |
2,858.9 |
|
| S3 |
2,718.3 |
2,752.7 |
2,850.8 |
|
| S4 |
2,630.3 |
2,664.7 |
2,826.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,926.0 |
2,738.0 |
188.0 |
6.8% |
61.6 |
2.2% |
15% |
False |
True |
384 |
| 10 |
2,948.0 |
2,738.0 |
210.0 |
7.6% |
57.3 |
2.1% |
14% |
False |
True |
315 |
| 20 |
2,948.0 |
2,726.0 |
222.0 |
8.0% |
53.0 |
1.9% |
18% |
False |
False |
600 |
| 40 |
2,948.0 |
2,684.0 |
264.0 |
9.5% |
47.8 |
1.7% |
31% |
False |
False |
3,637 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.7% |
45.8 |
1.7% |
52% |
False |
False |
2,487 |
| 80 |
2,948.0 |
2,250.0 |
698.0 |
25.2% |
41.8 |
1.5% |
74% |
False |
False |
1,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,126.5 |
|
2.618 |
3,005.7 |
|
1.618 |
2,931.7 |
|
1.000 |
2,886.0 |
|
0.618 |
2,857.7 |
|
HIGH |
2,812.0 |
|
0.618 |
2,783.7 |
|
0.500 |
2,775.0 |
|
0.382 |
2,766.3 |
|
LOW |
2,738.0 |
|
0.618 |
2,692.3 |
|
1.000 |
2,664.0 |
|
1.618 |
2,618.3 |
|
2.618 |
2,544.3 |
|
4.250 |
2,423.5 |
|
|