| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,781.0 |
2,711.0 |
-70.0 |
-2.5% |
2,783.0 |
| High |
2,781.0 |
2,762.0 |
-19.0 |
-0.7% |
2,821.0 |
| Low |
2,743.0 |
2,706.0 |
-37.0 |
-1.3% |
2,706.0 |
| Close |
2,754.0 |
2,748.0 |
-6.0 |
-0.2% |
2,748.0 |
| Range |
38.0 |
56.0 |
18.0 |
47.4% |
115.0 |
| ATR |
36.9 |
38.2 |
1.4 |
3.7% |
0.0 |
| Volume |
2,870 |
3,774 |
904 |
31.5% |
6,793 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.7 |
2,883.3 |
2,778.8 |
|
| R3 |
2,850.7 |
2,827.3 |
2,763.4 |
|
| R2 |
2,794.7 |
2,794.7 |
2,758.3 |
|
| R1 |
2,771.3 |
2,771.3 |
2,753.1 |
2,783.0 |
| PP |
2,738.7 |
2,738.7 |
2,738.7 |
2,744.5 |
| S1 |
2,715.3 |
2,715.3 |
2,742.9 |
2,727.0 |
| S2 |
2,682.7 |
2,682.7 |
2,737.7 |
|
| S3 |
2,626.7 |
2,659.3 |
2,732.6 |
|
| S4 |
2,570.7 |
2,603.3 |
2,717.2 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,103.3 |
3,040.7 |
2,811.3 |
|
| R3 |
2,988.3 |
2,925.7 |
2,779.6 |
|
| R2 |
2,873.3 |
2,873.3 |
2,769.1 |
|
| R1 |
2,810.7 |
2,810.7 |
2,758.5 |
2,784.5 |
| PP |
2,758.3 |
2,758.3 |
2,758.3 |
2,745.3 |
| S1 |
2,695.7 |
2,695.7 |
2,737.5 |
2,669.5 |
| S2 |
2,643.3 |
2,643.3 |
2,726.9 |
|
| S3 |
2,528.3 |
2,580.7 |
2,716.4 |
|
| S4 |
2,413.3 |
2,465.7 |
2,684.8 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,000.0 |
|
2.618 |
2,908.6 |
|
1.618 |
2,852.6 |
|
1.000 |
2,818.0 |
|
0.618 |
2,796.6 |
|
HIGH |
2,762.0 |
|
0.618 |
2,740.6 |
|
0.500 |
2,734.0 |
|
0.382 |
2,727.4 |
|
LOW |
2,706.0 |
|
0.618 |
2,671.4 |
|
1.000 |
2,650.0 |
|
1.618 |
2,615.4 |
|
2.618 |
2,559.4 |
|
4.250 |
2,468.0 |
|
|