| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,680.5 |
6,622.0 |
-58.5 |
-0.9% |
6,693.5 |
| High |
6,694.0 |
6,695.0 |
1.0 |
0.0% |
6,700.0 |
| Low |
6,597.0 |
6,622.0 |
25.0 |
0.4% |
6,581.5 |
| Close |
6,628.5 |
6,680.0 |
51.5 |
0.8% |
6,636.0 |
| Range |
97.0 |
73.0 |
-24.0 |
-24.7% |
118.5 |
| ATR |
80.1 |
79.6 |
-0.5 |
-0.6% |
0.0 |
| Volume |
217 |
153 |
-64 |
-29.5% |
4,606 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,884.7 |
6,855.3 |
6,720.2 |
|
| R3 |
6,811.7 |
6,782.3 |
6,700.1 |
|
| R2 |
6,738.7 |
6,738.7 |
6,693.4 |
|
| R1 |
6,709.3 |
6,709.3 |
6,686.7 |
6,724.0 |
| PP |
6,665.7 |
6,665.7 |
6,665.7 |
6,673.0 |
| S1 |
6,636.3 |
6,636.3 |
6,673.3 |
6,651.0 |
| S2 |
6,592.7 |
6,592.7 |
6,666.6 |
|
| S3 |
6,519.7 |
6,563.3 |
6,659.9 |
|
| S4 |
6,446.7 |
6,490.3 |
6,639.9 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,994.7 |
6,933.8 |
6,701.2 |
|
| R3 |
6,876.2 |
6,815.3 |
6,668.6 |
|
| R2 |
6,757.7 |
6,757.7 |
6,657.7 |
|
| R1 |
6,696.8 |
6,696.8 |
6,646.9 |
6,668.0 |
| PP |
6,639.2 |
6,639.2 |
6,639.2 |
6,624.8 |
| S1 |
6,578.3 |
6,578.3 |
6,625.1 |
6,549.5 |
| S2 |
6,520.7 |
6,520.7 |
6,614.3 |
|
| S3 |
6,402.2 |
6,459.8 |
6,603.4 |
|
| S4 |
6,283.7 |
6,341.3 |
6,570.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,695.0 |
6,581.5 |
113.5 |
1.7% |
70.6 |
1.1% |
87% |
True |
False |
824 |
| 10 |
6,700.0 |
6,490.0 |
210.0 |
3.1% |
67.6 |
1.0% |
90% |
False |
False |
616 |
| 20 |
6,700.0 |
6,250.0 |
450.0 |
6.7% |
70.5 |
1.1% |
96% |
False |
False |
627 |
| 40 |
6,700.0 |
6,085.0 |
615.0 |
9.2% |
82.3 |
1.2% |
97% |
False |
False |
1,499 |
| 60 |
6,700.0 |
5,863.5 |
836.5 |
12.5% |
80.2 |
1.2% |
98% |
False |
False |
1,079 |
| 80 |
6,700.0 |
5,863.5 |
836.5 |
12.5% |
79.2 |
1.2% |
98% |
False |
False |
828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,005.3 |
|
2.618 |
6,886.1 |
|
1.618 |
6,813.1 |
|
1.000 |
6,768.0 |
|
0.618 |
6,740.1 |
|
HIGH |
6,695.0 |
|
0.618 |
6,667.1 |
|
0.500 |
6,658.5 |
|
0.382 |
6,649.9 |
|
LOW |
6,622.0 |
|
0.618 |
6,576.9 |
|
1.000 |
6,549.0 |
|
1.618 |
6,503.9 |
|
2.618 |
6,430.9 |
|
4.250 |
6,311.8 |
|
|