| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,108.11 |
2,135.13 |
27.02 |
1.3% |
2,100.21 |
| High |
2,127.21 |
2,135.69 |
8.48 |
0.4% |
2,106.24 |
| Low |
2,104.99 |
2,112.09 |
7.10 |
0.3% |
2,054.61 |
| Close |
2,125.87 |
2,129.73 |
3.86 |
0.2% |
2,104.21 |
| Range |
22.22 |
23.60 |
1.38 |
6.2% |
51.63 |
| ATR |
28.84 |
28.47 |
-0.37 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,196.64 |
2,186.78 |
2,142.71 |
|
| R3 |
2,173.04 |
2,163.18 |
2,136.22 |
|
| R2 |
2,149.44 |
2,149.44 |
2,134.06 |
|
| R1 |
2,139.58 |
2,139.58 |
2,131.89 |
2,132.71 |
| PP |
2,125.84 |
2,125.84 |
2,125.84 |
2,122.40 |
| S1 |
2,115.98 |
2,115.98 |
2,127.57 |
2,109.11 |
| S2 |
2,102.24 |
2,102.24 |
2,125.40 |
|
| S3 |
2,078.64 |
2,092.38 |
2,123.24 |
|
| S4 |
2,055.04 |
2,068.78 |
2,116.75 |
|
|
| 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 |
2,135.69 |
2,086.88 |
48.81 |
2.3% |
21.67 |
1.0% |
88% |
True |
False |
|
| 10 |
2,135.69 |
2,054.61 |
81.08 |
3.8% |
25.40 |
1.2% |
93% |
True |
False |
|
| 20 |
2,135.69 |
1,963.68 |
172.01 |
8.1% |
26.17 |
1.2% |
97% |
True |
False |
|
| 40 |
2,135.69 |
1,817.99 |
317.70 |
14.9% |
24.52 |
1.2% |
98% |
True |
False |
|
| 60 |
2,135.69 |
1,747.32 |
388.37 |
18.2% |
25.90 |
1.2% |
98% |
True |
False |
|
| 80 |
2,135.69 |
1,747.32 |
388.37 |
18.2% |
27.04 |
1.3% |
98% |
True |
False |
|
| 100 |
2,135.69 |
1,700.04 |
435.65 |
20.5% |
29.10 |
1.4% |
99% |
True |
False |
|
| 120 |
2,135.69 |
1,700.04 |
435.65 |
20.5% |
31.66 |
1.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,235.99 |
|
2.618 |
2,197.47 |
|
1.618 |
2,173.87 |
|
1.000 |
2,159.29 |
|
0.618 |
2,150.27 |
|
HIGH |
2,135.69 |
|
0.618 |
2,126.67 |
|
0.500 |
2,123.89 |
|
0.382 |
2,121.11 |
|
LOW |
2,112.09 |
|
0.618 |
2,097.51 |
|
1.000 |
2,088.49 |
|
1.618 |
2,073.91 |
|
2.618 |
2,050.31 |
|
4.250 |
2,011.79 |
|
|