| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,658.0 |
2,719.0 |
61.0 |
2.3% |
2,667.0 |
| High |
2,730.0 |
2,730.0 |
0.0 |
0.0% |
2,730.0 |
| Low |
2,643.0 |
2,681.0 |
38.0 |
1.4% |
2,617.0 |
| Close |
2,718.0 |
2,715.0 |
-3.0 |
-0.1% |
2,715.0 |
| Range |
87.0 |
49.0 |
-38.0 |
-43.7% |
113.0 |
| ATR |
63.6 |
62.6 |
-1.0 |
-1.6% |
0.0 |
| Volume |
860 |
390 |
-470 |
-54.7% |
2,853 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.7 |
2,834.3 |
2,742.0 |
|
| R3 |
2,806.7 |
2,785.3 |
2,728.5 |
|
| R2 |
2,757.7 |
2,757.7 |
2,724.0 |
|
| R1 |
2,736.3 |
2,736.3 |
2,719.5 |
2,722.5 |
| PP |
2,708.7 |
2,708.7 |
2,708.7 |
2,701.8 |
| S1 |
2,687.3 |
2,687.3 |
2,710.5 |
2,673.5 |
| S2 |
2,659.7 |
2,659.7 |
2,706.0 |
|
| S3 |
2,610.7 |
2,638.3 |
2,701.5 |
|
| S4 |
2,561.7 |
2,589.3 |
2,688.1 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,026.3 |
2,983.7 |
2,777.2 |
|
| R3 |
2,913.3 |
2,870.7 |
2,746.1 |
|
| R2 |
2,800.3 |
2,800.3 |
2,735.7 |
|
| R1 |
2,757.7 |
2,757.7 |
2,725.4 |
2,779.0 |
| PP |
2,687.3 |
2,687.3 |
2,687.3 |
2,698.0 |
| S1 |
2,644.7 |
2,644.7 |
2,704.6 |
2,666.0 |
| S2 |
2,574.3 |
2,574.3 |
2,694.3 |
|
| S3 |
2,461.3 |
2,531.7 |
2,683.9 |
|
| S4 |
2,348.3 |
2,418.7 |
2,652.9 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,938.3 |
|
2.618 |
2,858.3 |
|
1.618 |
2,809.3 |
|
1.000 |
2,779.0 |
|
0.618 |
2,760.3 |
|
HIGH |
2,730.0 |
|
0.618 |
2,711.3 |
|
0.500 |
2,705.5 |
|
0.382 |
2,699.7 |
|
LOW |
2,681.0 |
|
0.618 |
2,650.7 |
|
1.000 |
2,632.0 |
|
1.618 |
2,601.7 |
|
2.618 |
2,552.7 |
|
4.250 |
2,472.8 |
|
|