| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,696.5 |
6,691.5 |
-5.0 |
-0.1% |
6,693.5 |
| High |
6,698.0 |
6,776.0 |
78.0 |
1.2% |
6,700.0 |
| Low |
6,630.0 |
6,682.0 |
52.0 |
0.8% |
6,581.5 |
| Close |
6,633.0 |
6,753.5 |
120.5 |
1.8% |
6,636.0 |
| Range |
68.0 |
94.0 |
26.0 |
38.2% |
118.5 |
| ATR |
78.7 |
83.3 |
4.6 |
5.8% |
0.0 |
| Volume |
237 |
471 |
234 |
98.7% |
4,606 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,019.2 |
6,980.3 |
6,805.2 |
|
| R3 |
6,925.2 |
6,886.3 |
6,779.4 |
|
| R2 |
6,831.2 |
6,831.2 |
6,770.7 |
|
| R1 |
6,792.3 |
6,792.3 |
6,762.1 |
6,811.8 |
| PP |
6,737.2 |
6,737.2 |
6,737.2 |
6,746.9 |
| S1 |
6,698.3 |
6,698.3 |
6,744.9 |
6,717.8 |
| S2 |
6,643.2 |
6,643.2 |
6,736.3 |
|
| S3 |
6,549.2 |
6,604.3 |
6,727.7 |
|
| S4 |
6,455.2 |
6,510.3 |
6,701.8 |
|
|
| 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 |
6,776.0 |
6,597.0 |
179.0 |
2.7% |
77.4 |
1.1% |
87% |
True |
False |
338 |
| 10 |
6,776.0 |
6,581.5 |
194.5 |
2.9% |
65.5 |
1.0% |
88% |
True |
False |
600 |
| 20 |
6,776.0 |
6,250.0 |
526.0 |
7.8% |
72.1 |
1.1% |
96% |
True |
False |
633 |
| 40 |
6,776.0 |
6,137.5 |
638.5 |
9.5% |
81.2 |
1.2% |
96% |
True |
False |
1,439 |
| 60 |
6,776.0 |
5,863.5 |
912.5 |
13.5% |
80.4 |
1.2% |
98% |
True |
False |
1,089 |
| 80 |
6,776.0 |
5,863.5 |
912.5 |
13.5% |
79.4 |
1.2% |
98% |
True |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,175.5 |
|
2.618 |
7,022.1 |
|
1.618 |
6,928.1 |
|
1.000 |
6,870.0 |
|
0.618 |
6,834.1 |
|
HIGH |
6,776.0 |
|
0.618 |
6,740.1 |
|
0.500 |
6,729.0 |
|
0.382 |
6,717.9 |
|
LOW |
6,682.0 |
|
0.618 |
6,623.9 |
|
1.000 |
6,588.0 |
|
1.618 |
6,529.9 |
|
2.618 |
6,435.9 |
|
4.250 |
6,282.5 |
|
|