| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,886.0 |
2,855.0 |
-31.0 |
-1.1% |
2,815.0 |
| High |
2,887.0 |
2,855.0 |
-32.0 |
-1.1% |
2,880.0 |
| Low |
2,850.0 |
2,828.0 |
-22.0 |
-0.8% |
2,805.0 |
| Close |
2,863.0 |
2,848.0 |
-15.0 |
-0.5% |
2,862.0 |
| Range |
37.0 |
27.0 |
-10.0 |
-27.0% |
75.0 |
| ATR |
43.5 |
42.9 |
-0.6 |
-1.4% |
0.0 |
| Volume |
153 |
360 |
207 |
135.3% |
3,268 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.7 |
2,913.3 |
2,862.9 |
|
| R3 |
2,897.7 |
2,886.3 |
2,855.4 |
|
| R2 |
2,870.7 |
2,870.7 |
2,853.0 |
|
| R1 |
2,859.3 |
2,859.3 |
2,850.5 |
2,851.5 |
| PP |
2,843.7 |
2,843.7 |
2,843.7 |
2,839.8 |
| S1 |
2,832.3 |
2,832.3 |
2,845.5 |
2,824.5 |
| S2 |
2,816.7 |
2,816.7 |
2,843.1 |
|
| S3 |
2,789.7 |
2,805.3 |
2,840.6 |
|
| S4 |
2,762.7 |
2,778.3 |
2,833.2 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,074.0 |
3,043.0 |
2,903.3 |
|
| R3 |
2,999.0 |
2,968.0 |
2,882.6 |
|
| R2 |
2,924.0 |
2,924.0 |
2,875.8 |
|
| R1 |
2,893.0 |
2,893.0 |
2,868.9 |
2,908.5 |
| PP |
2,849.0 |
2,849.0 |
2,849.0 |
2,856.8 |
| S1 |
2,818.0 |
2,818.0 |
2,855.1 |
2,833.5 |
| S2 |
2,774.0 |
2,774.0 |
2,848.3 |
|
| S3 |
2,699.0 |
2,743.0 |
2,841.4 |
|
| S4 |
2,624.0 |
2,668.0 |
2,820.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,887.0 |
2,813.0 |
74.0 |
2.6% |
34.0 |
1.2% |
47% |
False |
False |
266 |
| 10 |
2,887.0 |
2,775.0 |
112.0 |
3.9% |
38.5 |
1.4% |
65% |
False |
False |
9,195 |
| 20 |
2,887.0 |
2,671.0 |
216.0 |
7.6% |
42.8 |
1.5% |
82% |
False |
False |
4,858 |
| 40 |
2,887.0 |
2,595.0 |
292.0 |
10.3% |
43.8 |
1.5% |
87% |
False |
False |
5,111 |
| 60 |
2,887.0 |
2,535.0 |
352.0 |
12.4% |
42.0 |
1.5% |
89% |
False |
False |
3,506 |
| 80 |
2,887.0 |
2,518.0 |
369.0 |
13.0% |
42.4 |
1.5% |
89% |
False |
False |
2,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.8 |
|
2.618 |
2,925.7 |
|
1.618 |
2,898.7 |
|
1.000 |
2,882.0 |
|
0.618 |
2,871.7 |
|
HIGH |
2,855.0 |
|
0.618 |
2,844.7 |
|
0.500 |
2,841.5 |
|
0.382 |
2,838.3 |
|
LOW |
2,828.0 |
|
0.618 |
2,811.3 |
|
1.000 |
2,801.0 |
|
1.618 |
2,784.3 |
|
2.618 |
2,757.3 |
|
4.250 |
2,713.3 |
|
|