| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,078.62 |
2,100.21 |
21.59 |
1.0% |
2,028.53 |
| High |
2,097.73 |
2,105.07 |
7.34 |
0.3% |
2,097.73 |
| Low |
2,062.84 |
2,091.14 |
28.30 |
1.4% |
2,007.13 |
| Close |
2,097.73 |
2,104.14 |
6.41 |
0.3% |
2,097.73 |
| Range |
34.89 |
13.93 |
-20.96 |
-60.1% |
90.60 |
| ATR |
29.92 |
28.78 |
-1.14 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.91 |
2,136.95 |
2,111.80 |
|
| R3 |
2,127.98 |
2,123.02 |
2,107.97 |
|
| R2 |
2,114.05 |
2,114.05 |
2,106.69 |
|
| R1 |
2,109.09 |
2,109.09 |
2,105.42 |
2,111.57 |
| PP |
2,100.12 |
2,100.12 |
2,100.12 |
2,101.36 |
| S1 |
2,095.16 |
2,095.16 |
2,102.86 |
2,097.64 |
| S2 |
2,086.19 |
2,086.19 |
2,101.59 |
|
| S3 |
2,072.26 |
2,081.23 |
2,100.31 |
|
| S4 |
2,058.33 |
2,067.30 |
2,096.48 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,339.33 |
2,309.13 |
2,147.56 |
|
| R3 |
2,248.73 |
2,218.53 |
2,122.65 |
|
| R2 |
2,158.13 |
2,158.13 |
2,114.34 |
|
| R1 |
2,127.93 |
2,127.93 |
2,106.04 |
2,143.03 |
| PP |
2,067.53 |
2,067.53 |
2,067.53 |
2,075.08 |
| S1 |
2,037.33 |
2,037.33 |
2,089.43 |
2,052.43 |
| S2 |
1,976.93 |
1,976.93 |
2,081.12 |
|
| S3 |
1,886.33 |
1,946.73 |
2,072.82 |
|
| S4 |
1,795.73 |
1,856.13 |
2,047.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.07 |
2,007.13 |
97.94 |
4.7% |
24.87 |
1.2% |
99% |
True |
False |
|
| 10 |
2,105.07 |
1,992.65 |
112.42 |
5.3% |
25.47 |
1.2% |
99% |
True |
False |
|
| 20 |
2,105.07 |
1,963.68 |
141.39 |
6.7% |
26.68 |
1.3% |
99% |
True |
False |
|
| 40 |
2,105.07 |
1,747.32 |
357.75 |
17.0% |
26.05 |
1.2% |
100% |
True |
False |
|
| 60 |
2,105.07 |
1,747.32 |
357.75 |
17.0% |
26.10 |
1.2% |
100% |
True |
False |
|
| 80 |
2,105.07 |
1,700.04 |
405.03 |
19.2% |
28.57 |
1.4% |
100% |
True |
False |
|
| 100 |
2,105.07 |
1,700.04 |
405.03 |
19.2% |
30.27 |
1.4% |
100% |
True |
False |
|
| 120 |
2,105.07 |
1,700.04 |
405.03 |
19.2% |
34.17 |
1.6% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.27 |
|
2.618 |
2,141.54 |
|
1.618 |
2,127.61 |
|
1.000 |
2,119.00 |
|
0.618 |
2,113.68 |
|
HIGH |
2,105.07 |
|
0.618 |
2,099.75 |
|
0.500 |
2,098.11 |
|
0.382 |
2,096.46 |
|
LOW |
2,091.14 |
|
0.618 |
2,082.53 |
|
1.000 |
2,077.21 |
|
1.618 |
2,068.60 |
|
2.618 |
2,054.67 |
|
4.250 |
2,031.94 |
|
|