| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,100.53 |
2,108.11 |
7.58 |
0.4% |
2,100.21 |
| High |
2,123.81 |
2,127.21 |
3.40 |
0.2% |
2,106.24 |
| Low |
2,094.84 |
2,104.99 |
10.15 |
0.5% |
2,054.61 |
| Close |
2,119.05 |
2,125.87 |
6.82 |
0.3% |
2,104.21 |
| Range |
28.97 |
22.22 |
-6.75 |
-23.3% |
51.63 |
| ATR |
29.35 |
28.84 |
-0.51 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.02 |
2,178.16 |
2,138.09 |
|
| R3 |
2,163.80 |
2,155.94 |
2,131.98 |
|
| R2 |
2,141.58 |
2,141.58 |
2,129.94 |
|
| R1 |
2,133.72 |
2,133.72 |
2,127.91 |
2,137.65 |
| PP |
2,119.36 |
2,119.36 |
2,119.36 |
2,121.32 |
| S1 |
2,111.50 |
2,111.50 |
2,123.83 |
2,115.43 |
| S2 |
2,097.14 |
2,097.14 |
2,121.80 |
|
| S3 |
2,074.92 |
2,089.28 |
2,119.76 |
|
| S4 |
2,052.70 |
2,067.06 |
2,113.65 |
|
|
| 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% |
24.30 |
1.1% |
98% |
False |
False |
|
| 10 |
2,127.26 |
2,043.70 |
83.56 |
3.9% |
24.90 |
1.2% |
98% |
False |
False |
|
| 20 |
2,127.26 |
1,963.68 |
163.58 |
7.7% |
27.16 |
1.3% |
99% |
False |
False |
|
| 40 |
2,127.26 |
1,791.41 |
335.85 |
15.8% |
24.76 |
1.2% |
100% |
False |
False |
|
| 60 |
2,127.26 |
1,747.32 |
379.94 |
17.9% |
25.84 |
1.2% |
100% |
False |
False |
|
| 80 |
2,127.26 |
1,736.99 |
390.27 |
18.4% |
27.41 |
1.3% |
100% |
False |
False |
|
| 100 |
2,127.26 |
1,700.04 |
427.22 |
20.1% |
29.21 |
1.4% |
100% |
False |
False |
|
| 120 |
2,127.26 |
1,700.04 |
427.22 |
20.1% |
31.62 |
1.5% |
100% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.65 |
|
2.618 |
2,185.38 |
|
1.618 |
2,163.16 |
|
1.000 |
2,149.43 |
|
0.618 |
2,140.94 |
|
HIGH |
2,127.21 |
|
0.618 |
2,118.72 |
|
0.500 |
2,116.10 |
|
0.382 |
2,113.48 |
|
LOW |
2,104.99 |
|
0.618 |
2,091.26 |
|
1.000 |
2,082.77 |
|
1.618 |
2,069.04 |
|
2.618 |
2,046.82 |
|
4.250 |
2,010.56 |
|
|