| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,628.0 |
6,693.5 |
65.5 |
1.0% |
6,486.5 |
| High |
6,646.0 |
6,700.0 |
54.0 |
0.8% |
6,646.0 |
| Low |
6,614.0 |
6,652.0 |
38.0 |
0.6% |
6,485.0 |
| Close |
6,630.5 |
6,666.5 |
36.0 |
0.5% |
6,630.5 |
| Range |
32.0 |
48.0 |
16.0 |
50.0% |
161.0 |
| ATR |
85.1 |
83.9 |
-1.1 |
-1.3% |
0.0 |
| Volume |
317 |
457 |
140 |
44.2% |
3,952 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,816.8 |
6,789.7 |
6,692.9 |
|
| R3 |
6,768.8 |
6,741.7 |
6,679.7 |
|
| R2 |
6,720.8 |
6,720.8 |
6,675.3 |
|
| R1 |
6,693.7 |
6,693.7 |
6,670.9 |
6,683.3 |
| PP |
6,672.8 |
6,672.8 |
6,672.8 |
6,667.6 |
| S1 |
6,645.7 |
6,645.7 |
6,662.1 |
6,635.3 |
| S2 |
6,624.8 |
6,624.8 |
6,657.7 |
|
| S3 |
6,576.8 |
6,597.7 |
6,653.3 |
|
| S4 |
6,528.8 |
6,549.7 |
6,640.1 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,070.2 |
7,011.3 |
6,719.1 |
|
| R3 |
6,909.2 |
6,850.3 |
6,674.8 |
|
| R2 |
6,748.2 |
6,748.2 |
6,660.0 |
|
| R1 |
6,689.3 |
6,689.3 |
6,645.3 |
6,718.8 |
| PP |
6,587.2 |
6,587.2 |
6,587.2 |
6,601.9 |
| S1 |
6,528.3 |
6,528.3 |
6,615.7 |
6,557.8 |
| S2 |
6,426.2 |
6,426.2 |
6,601.0 |
|
| S3 |
6,265.2 |
6,367.3 |
6,586.2 |
|
| S4 |
6,104.2 |
6,206.3 |
6,542.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,700.0 |
6,485.0 |
215.0 |
3.2% |
69.6 |
1.0% |
84% |
True |
False |
684 |
| 10 |
6,700.0 |
6,250.0 |
450.0 |
6.8% |
76.5 |
1.1% |
93% |
True |
False |
706 |
| 20 |
6,700.0 |
6,137.5 |
562.5 |
8.4% |
83.7 |
1.3% |
94% |
True |
False |
693 |
| 40 |
6,700.0 |
5,863.5 |
836.5 |
12.5% |
82.0 |
1.2% |
96% |
True |
False |
1,416 |
| 60 |
6,700.0 |
5,863.5 |
836.5 |
12.5% |
79.1 |
1.2% |
96% |
True |
False |
1,014 |
| 80 |
6,700.0 |
5,863.5 |
836.5 |
12.5% |
79.8 |
1.2% |
96% |
True |
False |
783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,904.0 |
|
2.618 |
6,825.7 |
|
1.618 |
6,777.7 |
|
1.000 |
6,748.0 |
|
0.618 |
6,729.7 |
|
HIGH |
6,700.0 |
|
0.618 |
6,681.7 |
|
0.500 |
6,676.0 |
|
0.382 |
6,670.3 |
|
LOW |
6,652.0 |
|
0.618 |
6,622.3 |
|
1.000 |
6,604.0 |
|
1.618 |
6,574.3 |
|
2.618 |
6,526.3 |
|
4.250 |
6,448.0 |
|
|