Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4,708.0 |
4,695.0 |
-13.0 |
-0.3% |
4,708.0 |
High |
4,718.0 |
4,704.0 |
-14.0 |
-0.3% |
4,710.0 |
Low |
4,688.0 |
4,639.0 |
-49.0 |
-1.0% |
4,587.0 |
Close |
4,690.0 |
4,642.0 |
-48.0 |
-1.0% |
4,649.0 |
Range |
30.0 |
65.0 |
35.0 |
116.7% |
123.0 |
ATR |
54.5 |
55.3 |
0.7 |
1.4% |
0.0 |
Volume |
21,284 |
25,347 |
4,063 |
19.1% |
134,560 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,856.7 |
4,814.3 |
4,677.8 |
|
R3 |
4,791.7 |
4,749.3 |
4,659.9 |
|
R2 |
4,726.7 |
4,726.7 |
4,653.9 |
|
R1 |
4,684.3 |
4,684.3 |
4,648.0 |
4,673.0 |
PP |
4,661.7 |
4,661.7 |
4,661.7 |
4,656.0 |
S1 |
4,619.3 |
4,619.3 |
4,636.0 |
4,608.0 |
S2 |
4,596.7 |
4,596.7 |
4,630.1 |
|
S3 |
4,531.7 |
4,554.3 |
4,624.1 |
|
S4 |
4,466.7 |
4,489.3 |
4,606.3 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,017.7 |
4,956.3 |
4,716.7 |
|
R3 |
4,894.7 |
4,833.3 |
4,682.8 |
|
R2 |
4,771.7 |
4,771.7 |
4,671.6 |
|
R1 |
4,710.3 |
4,710.3 |
4,660.3 |
4,679.5 |
PP |
4,648.7 |
4,648.7 |
4,648.7 |
4,633.3 |
S1 |
4,587.3 |
4,587.3 |
4,637.7 |
4,556.5 |
S2 |
4,525.7 |
4,525.7 |
4,626.5 |
|
S3 |
4,402.7 |
4,464.3 |
4,615.2 |
|
S4 |
4,279.7 |
4,341.3 |
4,581.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,733.0 |
4,623.0 |
110.0 |
2.4% |
51.8 |
1.1% |
17% |
False |
False |
25,083 |
10 |
4,733.0 |
4,587.0 |
146.0 |
3.1% |
49.5 |
1.1% |
38% |
False |
False |
26,704 |
20 |
4,733.0 |
4,573.0 |
160.0 |
3.4% |
50.8 |
1.1% |
43% |
False |
False |
27,487 |
40 |
4,733.0 |
4,540.0 |
193.0 |
4.2% |
44.5 |
1.0% |
53% |
False |
False |
24,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,980.3 |
2.618 |
4,874.2 |
1.618 |
4,809.2 |
1.000 |
4,769.0 |
0.618 |
4,744.2 |
HIGH |
4,704.0 |
0.618 |
4,679.2 |
0.500 |
4,671.5 |
0.382 |
4,663.8 |
LOW |
4,639.0 |
0.618 |
4,598.8 |
1.000 |
4,574.0 |
1.618 |
4,533.8 |
2.618 |
4,468.8 |
4.250 |
4,362.8 |
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