| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,663.0 |
6,632.5 |
-30.5 |
-0.5% |
6,486.5 |
| High |
6,669.0 |
6,651.0 |
-18.0 |
-0.3% |
6,646.0 |
| Low |
6,609.0 |
6,581.5 |
-27.5 |
-0.4% |
6,485.0 |
| Close |
6,649.5 |
6,597.0 |
-52.5 |
-0.8% |
6,630.5 |
| Range |
60.0 |
69.5 |
9.5 |
15.8% |
161.0 |
| ATR |
82.2 |
81.3 |
-0.9 |
-1.1% |
0.0 |
| Volume |
397 |
2,330 |
1,933 |
486.9% |
3,952 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,818.3 |
6,777.2 |
6,635.2 |
|
| R3 |
6,748.8 |
6,707.7 |
6,616.1 |
|
| R2 |
6,679.3 |
6,679.3 |
6,609.7 |
|
| R1 |
6,638.2 |
6,638.2 |
6,603.4 |
6,624.0 |
| PP |
6,609.8 |
6,609.8 |
6,609.8 |
6,602.8 |
| S1 |
6,568.7 |
6,568.7 |
6,590.6 |
6,554.5 |
| S2 |
6,540.3 |
6,540.3 |
6,584.3 |
|
| S3 |
6,470.8 |
6,499.2 |
6,577.9 |
|
| S4 |
6,401.3 |
6,429.7 |
6,558.8 |
|
|
| 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 |
6,532.5 |
167.5 |
2.5% |
64.4 |
1.0% |
39% |
False |
False |
780 |
| 10 |
6,700.0 |
6,467.5 |
232.5 |
3.5% |
67.2 |
1.0% |
56% |
False |
False |
824 |
| 20 |
6,700.0 |
6,137.5 |
562.5 |
8.5% |
80.2 |
1.2% |
82% |
False |
False |
806 |
| 40 |
6,700.0 |
6,085.0 |
615.0 |
9.3% |
79.5 |
1.2% |
83% |
False |
False |
1,473 |
| 60 |
6,700.0 |
5,863.5 |
836.5 |
12.7% |
79.1 |
1.2% |
88% |
False |
False |
1,059 |
| 80 |
6,700.0 |
5,863.5 |
836.5 |
12.7% |
77.7 |
1.2% |
88% |
False |
False |
813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,946.4 |
|
2.618 |
6,833.0 |
|
1.618 |
6,763.5 |
|
1.000 |
6,720.5 |
|
0.618 |
6,694.0 |
|
HIGH |
6,651.0 |
|
0.618 |
6,624.5 |
|
0.500 |
6,616.3 |
|
0.382 |
6,608.0 |
|
LOW |
6,581.5 |
|
0.618 |
6,538.5 |
|
1.000 |
6,512.0 |
|
1.618 |
6,469.0 |
|
2.618 |
6,399.5 |
|
4.250 |
6,286.1 |
|
|