Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
6,693.5 |
6,663.0 |
-30.5 |
-0.5% |
6,486.5 |
High |
6,700.0 |
6,669.0 |
-31.0 |
-0.5% |
6,646.0 |
Low |
6,652.0 |
6,609.0 |
-43.0 |
-0.6% |
6,485.0 |
Close |
6,666.5 |
6,649.5 |
-17.0 |
-0.3% |
6,630.5 |
Range |
48.0 |
60.0 |
12.0 |
25.0% |
161.0 |
ATR |
83.9 |
82.2 |
-1.7 |
-2.0% |
0.0 |
Volume |
457 |
397 |
-60 |
-13.1% |
3,952 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,822.5 |
6,796.0 |
6,682.5 |
|
R3 |
6,762.5 |
6,736.0 |
6,666.0 |
|
R2 |
6,702.5 |
6,702.5 |
6,660.5 |
|
R1 |
6,676.0 |
6,676.0 |
6,655.0 |
6,659.3 |
PP |
6,642.5 |
6,642.5 |
6,642.5 |
6,634.1 |
S1 |
6,616.0 |
6,616.0 |
6,644.0 |
6,599.3 |
S2 |
6,582.5 |
6,582.5 |
6,638.5 |
|
S3 |
6,522.5 |
6,556.0 |
6,633.0 |
|
S4 |
6,462.5 |
6,496.0 |
6,616.5 |
|
|
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 |
6,490.0 |
210.0 |
3.2% |
64.6 |
1.0% |
76% |
False |
False |
409 |
10 |
6,700.0 |
6,355.0 |
345.0 |
5.2% |
72.2 |
1.1% |
85% |
False |
False |
713 |
20 |
6,700.0 |
6,137.5 |
562.5 |
8.5% |
81.2 |
1.2% |
91% |
False |
False |
705 |
40 |
6,700.0 |
5,965.5 |
734.5 |
11.0% |
81.3 |
1.2% |
93% |
False |
False |
1,422 |
60 |
6,700.0 |
5,863.5 |
836.5 |
12.6% |
79.5 |
1.2% |
94% |
False |
False |
1,021 |
80 |
6,700.0 |
5,863.5 |
836.5 |
12.6% |
79.1 |
1.2% |
94% |
False |
False |
788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,924.0 |
2.618 |
6,826.1 |
1.618 |
6,766.1 |
1.000 |
6,729.0 |
0.618 |
6,706.1 |
HIGH |
6,669.0 |
0.618 |
6,646.1 |
0.500 |
6,639.0 |
0.382 |
6,631.9 |
LOW |
6,609.0 |
0.618 |
6,571.9 |
1.000 |
6,549.0 |
1.618 |
6,511.9 |
2.618 |
6,451.9 |
4.250 |
6,354.0 |
|
|