| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,075.47 |
2,097.17 |
21.70 |
1.0% |
2,028.53 |
| High |
2,100.15 |
2,106.24 |
6.09 |
0.3% |
2,097.73 |
| Low |
2,072.54 |
2,069.45 |
-3.09 |
-0.1% |
2,007.13 |
| Close |
2,085.75 |
2,090.10 |
4.35 |
0.2% |
2,097.73 |
| Range |
27.61 |
36.79 |
9.18 |
33.2% |
90.60 |
| ATR |
30.27 |
30.74 |
0.47 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,198.97 |
2,181.32 |
2,110.33 |
|
| R3 |
2,162.18 |
2,144.53 |
2,100.22 |
|
| R2 |
2,125.39 |
2,125.39 |
2,096.84 |
|
| R1 |
2,107.74 |
2,107.74 |
2,093.47 |
2,098.17 |
| PP |
2,088.60 |
2,088.60 |
2,088.60 |
2,083.81 |
| S1 |
2,070.95 |
2,070.95 |
2,086.73 |
2,061.38 |
| S2 |
2,051.81 |
2,051.81 |
2,083.36 |
|
| S3 |
2,015.02 |
2,034.16 |
2,079.98 |
|
| S4 |
1,978.23 |
1,997.37 |
2,069.87 |
|
|
| 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 |
2,106.24 |
2,054.61 |
51.63 |
2.5% |
29.13 |
1.4% |
69% |
True |
False |
|
| 10 |
2,106.24 |
1,999.89 |
106.35 |
5.1% |
26.79 |
1.3% |
85% |
True |
False |
|
| 20 |
2,106.24 |
1,963.68 |
142.56 |
6.8% |
27.49 |
1.3% |
89% |
True |
False |
|
| 40 |
2,106.24 |
1,747.32 |
358.92 |
17.2% |
25.95 |
1.2% |
96% |
True |
False |
|
| 60 |
2,106.24 |
1,747.32 |
358.92 |
17.2% |
26.54 |
1.3% |
96% |
True |
False |
|
| 80 |
2,106.24 |
1,700.04 |
406.20 |
19.4% |
28.39 |
1.4% |
96% |
True |
False |
|
| 100 |
2,106.24 |
1,700.04 |
406.20 |
19.4% |
30.15 |
1.4% |
96% |
True |
False |
|
| 120 |
2,106.24 |
1,700.04 |
406.20 |
19.4% |
34.15 |
1.6% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,262.60 |
|
2.618 |
2,202.56 |
|
1.618 |
2,165.77 |
|
1.000 |
2,143.03 |
|
0.618 |
2,128.98 |
|
HIGH |
2,106.24 |
|
0.618 |
2,092.19 |
|
0.500 |
2,087.85 |
|
0.382 |
2,083.50 |
|
LOW |
2,069.45 |
|
0.618 |
2,046.71 |
|
1.000 |
2,032.66 |
|
1.618 |
2,009.92 |
|
2.618 |
1,973.13 |
|
4.250 |
1,913.09 |
|
|