| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,097.17 |
2,089.22 |
-7.95 |
-0.4% |
2,100.21 |
| High |
2,106.24 |
2,105.44 |
-0.80 |
0.0% |
2,106.24 |
| Low |
2,069.45 |
2,086.88 |
17.43 |
0.8% |
2,054.61 |
| Close |
2,090.10 |
2,104.21 |
14.11 |
0.7% |
2,104.21 |
| Range |
36.79 |
18.56 |
-18.23 |
-49.6% |
51.63 |
| ATR |
30.74 |
29.87 |
-0.87 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.52 |
2,147.93 |
2,114.42 |
|
| R3 |
2,135.96 |
2,129.37 |
2,109.31 |
|
| R2 |
2,117.40 |
2,117.40 |
2,107.61 |
|
| R1 |
2,110.81 |
2,110.81 |
2,105.91 |
2,114.11 |
| PP |
2,098.84 |
2,098.84 |
2,098.84 |
2,100.49 |
| S1 |
2,092.25 |
2,092.25 |
2,102.51 |
2,095.55 |
| S2 |
2,080.28 |
2,080.28 |
2,100.81 |
|
| S3 |
2,061.72 |
2,073.69 |
2,099.11 |
|
| S4 |
2,043.16 |
2,055.13 |
2,094.00 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.24 |
2,225.36 |
2,132.61 |
|
| R3 |
2,191.61 |
2,173.73 |
2,118.41 |
|
| R2 |
2,139.98 |
2,139.98 |
2,113.68 |
|
| R1 |
2,122.10 |
2,122.10 |
2,108.94 |
2,131.04 |
| PP |
2,088.35 |
2,088.35 |
2,088.35 |
2,092.83 |
| S1 |
2,070.47 |
2,070.47 |
2,099.48 |
2,079.41 |
| S2 |
2,036.72 |
2,036.72 |
2,094.74 |
|
| S3 |
1,985.09 |
2,018.84 |
2,090.01 |
|
| S4 |
1,933.46 |
1,967.21 |
2,075.81 |
|
|
| 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% |
25.87 |
1.2% |
96% |
False |
False |
|
| 10 |
2,106.24 |
2,007.13 |
99.11 |
4.7% |
25.54 |
1.2% |
98% |
False |
False |
|
| 20 |
2,106.24 |
1,963.68 |
142.56 |
6.8% |
27.35 |
1.3% |
99% |
False |
False |
|
| 40 |
2,106.24 |
1,747.32 |
358.92 |
17.1% |
25.60 |
1.2% |
99% |
False |
False |
|
| 60 |
2,106.24 |
1,747.32 |
358.92 |
17.1% |
26.08 |
1.2% |
99% |
False |
False |
|
| 80 |
2,106.24 |
1,700.04 |
406.20 |
19.3% |
28.10 |
1.3% |
100% |
False |
False |
|
| 100 |
2,106.24 |
1,700.04 |
406.20 |
19.3% |
29.87 |
1.4% |
100% |
False |
False |
|
| 120 |
2,106.24 |
1,700.04 |
406.20 |
19.3% |
33.90 |
1.6% |
100% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.32 |
|
2.618 |
2,154.03 |
|
1.618 |
2,135.47 |
|
1.000 |
2,124.00 |
|
0.618 |
2,116.91 |
|
HIGH |
2,105.44 |
|
0.618 |
2,098.35 |
|
0.500 |
2,096.16 |
|
0.382 |
2,093.97 |
|
LOW |
2,086.88 |
|
0.618 |
2,075.41 |
|
1.000 |
2,068.32 |
|
1.618 |
2,056.85 |
|
2.618 |
2,038.29 |
|
4.250 |
2,008.00 |
|
|