| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,113.23 |
2,100.53 |
-12.70 |
-0.6% |
2,100.21 |
| High |
2,127.26 |
2,123.81 |
-3.45 |
-0.2% |
2,106.24 |
| Low |
2,112.28 |
2,094.84 |
-17.44 |
-0.8% |
2,054.61 |
| Close |
2,113.55 |
2,119.05 |
5.50 |
0.3% |
2,104.21 |
| Range |
14.98 |
28.97 |
13.99 |
93.4% |
51.63 |
| ATR |
29.38 |
29.35 |
-0.03 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,199.48 |
2,188.23 |
2,134.98 |
|
| R3 |
2,170.51 |
2,159.26 |
2,127.02 |
|
| R2 |
2,141.54 |
2,141.54 |
2,124.36 |
|
| R1 |
2,130.29 |
2,130.29 |
2,121.71 |
2,135.92 |
| PP |
2,112.57 |
2,112.57 |
2,112.57 |
2,115.38 |
| S1 |
2,101.32 |
2,101.32 |
2,116.39 |
2,106.95 |
| S2 |
2,083.60 |
2,083.60 |
2,113.74 |
|
| S3 |
2,054.63 |
2,072.35 |
2,111.08 |
|
| S4 |
2,025.66 |
2,043.38 |
2,103.12 |
|
|
| 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 |
2,127.26 |
2,069.45 |
57.81 |
2.7% |
25.38 |
1.2% |
86% |
False |
False |
|
| 10 |
2,127.26 |
2,043.70 |
83.56 |
3.9% |
24.57 |
1.2% |
90% |
False |
False |
|
| 20 |
2,127.26 |
1,963.68 |
163.58 |
7.7% |
26.86 |
1.3% |
95% |
False |
False |
|
| 40 |
2,127.26 |
1,755.38 |
371.88 |
17.5% |
24.86 |
1.2% |
98% |
False |
False |
|
| 60 |
2,127.26 |
1,747.32 |
379.94 |
17.9% |
25.75 |
1.2% |
98% |
False |
False |
|
| 80 |
2,127.26 |
1,719.20 |
408.06 |
19.3% |
27.69 |
1.3% |
98% |
False |
False |
|
| 100 |
2,127.26 |
1,700.04 |
427.22 |
20.2% |
29.49 |
1.4% |
98% |
False |
False |
|
| 120 |
2,127.26 |
1,700.04 |
427.22 |
20.2% |
32.22 |
1.5% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,246.93 |
|
2.618 |
2,199.65 |
|
1.618 |
2,170.68 |
|
1.000 |
2,152.78 |
|
0.618 |
2,141.71 |
|
HIGH |
2,123.81 |
|
0.618 |
2,112.74 |
|
0.500 |
2,109.33 |
|
0.382 |
2,105.91 |
|
LOW |
2,094.84 |
|
0.618 |
2,076.94 |
|
1.000 |
2,065.87 |
|
1.618 |
2,047.97 |
|
2.618 |
2,019.00 |
|
4.250 |
1,971.72 |
|
|