| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,694.27 |
1,707.92 |
13.65 |
0.8% |
1,756.50 |
| High |
1,714.36 |
1,712.93 |
-1.43 |
-0.1% |
1,778.48 |
| Low |
1,688.68 |
1,663.94 |
-24.74 |
-1.5% |
1,663.94 |
| Close |
1,711.27 |
1,667.13 |
-44.14 |
-2.6% |
1,667.13 |
| Range |
25.68 |
48.99 |
23.31 |
90.8% |
114.54 |
| ATR |
28.15 |
29.64 |
1.49 |
5.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,828.30 |
1,796.71 |
1,694.07 |
|
| R3 |
1,779.31 |
1,747.72 |
1,680.60 |
|
| R2 |
1,730.32 |
1,730.32 |
1,676.11 |
|
| R1 |
1,698.73 |
1,698.73 |
1,671.62 |
1,690.03 |
| PP |
1,681.33 |
1,681.33 |
1,681.33 |
1,676.99 |
| S1 |
1,649.74 |
1,649.74 |
1,662.64 |
1,641.04 |
| S2 |
1,632.34 |
1,632.34 |
1,658.15 |
|
| S3 |
1,583.35 |
1,600.75 |
1,653.66 |
|
| S4 |
1,534.36 |
1,551.76 |
1,640.19 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.80 |
1,971.51 |
1,730.13 |
|
| R3 |
1,932.26 |
1,856.97 |
1,698.63 |
|
| R2 |
1,817.72 |
1,817.72 |
1,688.13 |
|
| R1 |
1,742.43 |
1,742.43 |
1,677.63 |
1,722.81 |
| PP |
1,703.18 |
1,703.18 |
1,703.18 |
1,693.37 |
| S1 |
1,627.89 |
1,627.89 |
1,656.63 |
1,608.27 |
| S2 |
1,588.64 |
1,588.64 |
1,646.13 |
|
| S3 |
1,474.10 |
1,513.35 |
1,635.63 |
|
| S4 |
1,359.56 |
1,398.81 |
1,604.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,778.48 |
1,663.94 |
114.54 |
6.9% |
38.04 |
2.3% |
3% |
False |
True |
|
| 10 |
1,780.83 |
1,663.94 |
116.89 |
7.0% |
32.40 |
1.9% |
3% |
False |
True |
|
| 20 |
1,780.83 |
1,660.37 |
120.46 |
7.2% |
25.31 |
1.5% |
6% |
False |
False |
|
| 40 |
1,780.83 |
1,606.47 |
174.36 |
10.5% |
24.74 |
1.5% |
35% |
False |
False |
|
| 60 |
1,780.83 |
1,563.14 |
217.69 |
13.1% |
24.91 |
1.5% |
48% |
False |
False |
|
| 80 |
1,780.83 |
1,402.19 |
378.64 |
22.7% |
24.68 |
1.5% |
70% |
False |
False |
|
| 100 |
1,780.83 |
1,394.87 |
385.96 |
23.2% |
24.57 |
1.5% |
71% |
False |
False |
|
| 120 |
1,780.83 |
1,339.82 |
441.01 |
26.5% |
25.49 |
1.5% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,921.14 |
|
2.618 |
1,841.19 |
|
1.618 |
1,792.20 |
|
1.000 |
1,761.92 |
|
0.618 |
1,743.21 |
|
HIGH |
1,712.93 |
|
0.618 |
1,694.22 |
|
0.500 |
1,688.44 |
|
0.382 |
1,682.65 |
|
LOW |
1,663.94 |
|
0.618 |
1,633.66 |
|
1.000 |
1,614.95 |
|
1.618 |
1,584.67 |
|
2.618 |
1,535.68 |
|
4.250 |
1,455.73 |
|
|