| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,754.0 |
2,775.0 |
21.0 |
0.8% |
2,722.0 |
| High |
2,775.0 |
2,838.0 |
63.0 |
2.3% |
2,793.0 |
| Low |
2,732.0 |
2,775.0 |
43.0 |
1.6% |
2,671.0 |
| Close |
2,763.0 |
2,829.0 |
66.0 |
2.4% |
2,773.0 |
| Range |
43.0 |
63.0 |
20.0 |
46.5% |
122.0 |
| ATR |
46.9 |
48.9 |
2.0 |
4.3% |
0.0 |
| Volume |
95 |
129 |
34 |
35.8% |
855 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.0 |
2,979.0 |
2,863.7 |
|
| R3 |
2,940.0 |
2,916.0 |
2,846.3 |
|
| R2 |
2,877.0 |
2,877.0 |
2,840.6 |
|
| R1 |
2,853.0 |
2,853.0 |
2,834.8 |
2,865.0 |
| PP |
2,814.0 |
2,814.0 |
2,814.0 |
2,820.0 |
| S1 |
2,790.0 |
2,790.0 |
2,823.2 |
2,802.0 |
| S2 |
2,751.0 |
2,751.0 |
2,817.5 |
|
| S3 |
2,688.0 |
2,727.0 |
2,811.7 |
|
| S4 |
2,625.0 |
2,664.0 |
2,794.4 |
|
|
| 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 |
2,838.0 |
2,732.0 |
106.0 |
3.7% |
37.8 |
1.3% |
92% |
True |
False |
133 |
| 10 |
2,838.0 |
2,671.0 |
167.0 |
5.9% |
48.0 |
1.7% |
95% |
True |
False |
481 |
| 20 |
2,838.0 |
2,671.0 |
167.0 |
5.9% |
50.6 |
1.8% |
95% |
True |
False |
2,507 |
| 40 |
2,838.0 |
2,535.0 |
303.0 |
10.7% |
45.9 |
1.6% |
97% |
True |
False |
2,866 |
| 60 |
2,838.0 |
2,535.0 |
303.0 |
10.7% |
42.5 |
1.5% |
97% |
True |
False |
2,025 |
| 80 |
2,838.0 |
2,481.0 |
357.0 |
12.6% |
42.6 |
1.5% |
97% |
True |
False |
1,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,105.8 |
|
2.618 |
3,002.9 |
|
1.618 |
2,939.9 |
|
1.000 |
2,901.0 |
|
0.618 |
2,876.9 |
|
HIGH |
2,838.0 |
|
0.618 |
2,813.9 |
|
0.500 |
2,806.5 |
|
0.382 |
2,799.1 |
|
LOW |
2,775.0 |
|
0.618 |
2,736.1 |
|
1.000 |
2,712.0 |
|
1.618 |
2,673.1 |
|
2.618 |
2,610.1 |
|
4.250 |
2,507.3 |
|
|