| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,775.0 |
2,833.0 |
58.0 |
2.1% |
2,722.0 |
| High |
2,838.0 |
2,846.0 |
8.0 |
0.3% |
2,793.0 |
| Low |
2,775.0 |
2,817.0 |
42.0 |
1.5% |
2,671.0 |
| Close |
2,829.0 |
2,825.0 |
-4.0 |
-0.1% |
2,773.0 |
| Range |
63.0 |
29.0 |
-34.0 |
-54.0% |
122.0 |
| ATR |
48.9 |
47.5 |
-1.4 |
-2.9% |
0.0 |
| Volume |
129 |
103 |
-26 |
-20.2% |
855 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.3 |
2,899.7 |
2,841.0 |
|
| R3 |
2,887.3 |
2,870.7 |
2,833.0 |
|
| R2 |
2,858.3 |
2,858.3 |
2,830.3 |
|
| R1 |
2,841.7 |
2,841.7 |
2,827.7 |
2,835.5 |
| PP |
2,829.3 |
2,829.3 |
2,829.3 |
2,826.3 |
| S1 |
2,812.7 |
2,812.7 |
2,822.3 |
2,806.5 |
| S2 |
2,800.3 |
2,800.3 |
2,819.7 |
|
| S3 |
2,771.3 |
2,783.7 |
2,817.0 |
|
| S4 |
2,742.3 |
2,754.7 |
2,809.1 |
|
|
| 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 |
2,846.0 |
2,732.0 |
114.0 |
4.0% |
34.8 |
1.2% |
82% |
True |
False |
128 |
| 10 |
2,846.0 |
2,671.0 |
175.0 |
6.2% |
43.6 |
1.5% |
88% |
True |
False |
173 |
| 20 |
2,846.0 |
2,671.0 |
175.0 |
6.2% |
50.9 |
1.8% |
88% |
True |
False |
1,391 |
| 40 |
2,846.0 |
2,535.0 |
311.0 |
11.0% |
44.3 |
1.6% |
93% |
True |
False |
2,867 |
| 60 |
2,846.0 |
2,535.0 |
311.0 |
11.0% |
41.4 |
1.5% |
93% |
True |
False |
2,013 |
| 80 |
2,846.0 |
2,481.0 |
365.0 |
12.9% |
42.0 |
1.5% |
94% |
True |
False |
1,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.3 |
|
2.618 |
2,921.9 |
|
1.618 |
2,892.9 |
|
1.000 |
2,875.0 |
|
0.618 |
2,863.9 |
|
HIGH |
2,846.0 |
|
0.618 |
2,834.9 |
|
0.500 |
2,831.5 |
|
0.382 |
2,828.1 |
|
LOW |
2,817.0 |
|
0.618 |
2,799.1 |
|
1.000 |
2,788.0 |
|
1.618 |
2,770.1 |
|
2.618 |
2,741.1 |
|
4.250 |
2,693.8 |
|
|