| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,700.07 |
1,709.82 |
9.75 |
0.6% |
1,667.06 |
| High |
1,722.93 |
1,733.22 |
10.29 |
0.6% |
1,733.22 |
| Low |
1,697.94 |
1,709.44 |
11.50 |
0.7% |
1,652.44 |
| Close |
1,721.09 |
1,730.76 |
9.67 |
0.6% |
1,730.76 |
| Range |
24.99 |
23.78 |
-1.21 |
-4.8% |
80.78 |
| ATR |
29.90 |
29.46 |
-0.44 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,795.81 |
1,787.07 |
1,743.84 |
|
| R3 |
1,772.03 |
1,763.29 |
1,737.30 |
|
| R2 |
1,748.25 |
1,748.25 |
1,735.12 |
|
| R1 |
1,739.51 |
1,739.51 |
1,732.94 |
1,743.88 |
| PP |
1,724.47 |
1,724.47 |
1,724.47 |
1,726.66 |
| S1 |
1,715.73 |
1,715.73 |
1,728.58 |
1,720.10 |
| S2 |
1,700.69 |
1,700.69 |
1,726.40 |
|
| S3 |
1,676.91 |
1,691.95 |
1,724.22 |
|
| S4 |
1,653.13 |
1,668.17 |
1,717.68 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.81 |
1,920.07 |
1,775.19 |
|
| R3 |
1,867.03 |
1,839.29 |
1,752.97 |
|
| R2 |
1,786.25 |
1,786.25 |
1,745.57 |
|
| R1 |
1,758.51 |
1,758.51 |
1,738.16 |
1,772.38 |
| PP |
1,705.47 |
1,705.47 |
1,705.47 |
1,712.41 |
| S1 |
1,677.73 |
1,677.73 |
1,723.36 |
1,691.60 |
| S2 |
1,624.69 |
1,624.69 |
1,715.95 |
|
| S3 |
1,543.91 |
1,596.95 |
1,708.55 |
|
| S4 |
1,463.13 |
1,516.17 |
1,686.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,733.22 |
1,652.44 |
80.78 |
4.7% |
25.65 |
1.5% |
97% |
True |
False |
|
| 10 |
1,778.48 |
1,652.44 |
126.04 |
7.3% |
31.85 |
1.8% |
62% |
False |
False |
|
| 20 |
1,780.83 |
1,652.44 |
128.39 |
7.4% |
26.73 |
1.5% |
61% |
False |
False |
|
| 40 |
1,780.83 |
1,652.44 |
128.39 |
7.4% |
25.22 |
1.5% |
61% |
False |
False |
|
| 60 |
1,780.83 |
1,563.14 |
217.69 |
12.6% |
25.09 |
1.4% |
77% |
False |
False |
|
| 80 |
1,780.83 |
1,511.61 |
269.22 |
15.6% |
24.51 |
1.4% |
81% |
False |
False |
|
| 100 |
1,780.83 |
1,394.87 |
385.96 |
22.3% |
24.62 |
1.4% |
87% |
False |
False |
|
| 120 |
1,780.83 |
1,350.95 |
429.88 |
24.8% |
25.40 |
1.5% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,834.29 |
|
2.618 |
1,795.48 |
|
1.618 |
1,771.70 |
|
1.000 |
1,757.00 |
|
0.618 |
1,747.92 |
|
HIGH |
1,733.22 |
|
0.618 |
1,724.14 |
|
0.500 |
1,721.33 |
|
0.382 |
1,718.52 |
|
LOW |
1,709.44 |
|
0.618 |
1,694.74 |
|
1.000 |
1,685.66 |
|
1.618 |
1,670.96 |
|
2.618 |
1,647.18 |
|
4.250 |
1,608.38 |
|
|