| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,775.0 |
2,754.0 |
-21.0 |
-0.8% |
2,722.0 |
| High |
2,782.0 |
2,775.0 |
-7.0 |
-0.3% |
2,793.0 |
| Low |
2,769.0 |
2,732.0 |
-37.0 |
-1.3% |
2,671.0 |
| Close |
2,775.0 |
2,763.0 |
-12.0 |
-0.4% |
2,773.0 |
| Range |
13.0 |
43.0 |
30.0 |
230.8% |
122.0 |
| ATR |
47.2 |
46.9 |
-0.3 |
-0.6% |
0.0 |
| Volume |
127 |
95 |
-32 |
-25.2% |
855 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.7 |
2,867.3 |
2,786.7 |
|
| R3 |
2,842.7 |
2,824.3 |
2,774.8 |
|
| R2 |
2,799.7 |
2,799.7 |
2,770.9 |
|
| R1 |
2,781.3 |
2,781.3 |
2,766.9 |
2,790.5 |
| PP |
2,756.7 |
2,756.7 |
2,756.7 |
2,761.3 |
| S1 |
2,738.3 |
2,738.3 |
2,759.1 |
2,747.5 |
| S2 |
2,713.7 |
2,713.7 |
2,755.1 |
|
| S3 |
2,670.7 |
2,695.3 |
2,751.2 |
|
| S4 |
2,627.7 |
2,652.3 |
2,739.4 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,111.7 |
3,064.3 |
2,840.1 |
|
| R3 |
2,989.7 |
2,942.3 |
2,806.6 |
|
| R2 |
2,867.7 |
2,867.7 |
2,795.4 |
|
| R1 |
2,820.3 |
2,820.3 |
2,784.2 |
2,844.0 |
| PP |
2,745.7 |
2,745.7 |
2,745.7 |
2,757.5 |
| S1 |
2,698.3 |
2,698.3 |
2,761.8 |
2,722.0 |
| S2 |
2,623.7 |
2,623.7 |
2,750.6 |
|
| S3 |
2,501.7 |
2,576.3 |
2,739.5 |
|
| S4 |
2,379.7 |
2,454.3 |
2,705.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,793.0 |
2,732.0 |
61.0 |
2.2% |
29.8 |
1.1% |
51% |
False |
True |
122 |
| 10 |
2,793.0 |
2,671.0 |
122.0 |
4.4% |
47.1 |
1.7% |
75% |
False |
False |
521 |
| 20 |
2,814.0 |
2,671.0 |
143.0 |
5.2% |
48.7 |
1.8% |
64% |
False |
False |
3,457 |
| 40 |
2,814.0 |
2,535.0 |
279.0 |
10.1% |
45.2 |
1.6% |
82% |
False |
False |
2,866 |
| 60 |
2,831.0 |
2,535.0 |
296.0 |
10.7% |
42.5 |
1.5% |
77% |
False |
False |
2,023 |
| 80 |
2,831.0 |
2,481.0 |
350.0 |
12.7% |
42.0 |
1.5% |
81% |
False |
False |
1,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,957.8 |
|
2.618 |
2,887.6 |
|
1.618 |
2,844.6 |
|
1.000 |
2,818.0 |
|
0.618 |
2,801.6 |
|
HIGH |
2,775.0 |
|
0.618 |
2,758.6 |
|
0.500 |
2,753.5 |
|
0.382 |
2,748.4 |
|
LOW |
2,732.0 |
|
0.618 |
2,705.4 |
|
1.000 |
2,689.0 |
|
1.618 |
2,662.4 |
|
2.618 |
2,619.4 |
|
4.250 |
2,549.3 |
|
|