| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,178.36 |
2,153.82 |
-24.54 |
-1.1% |
2,135.57 |
| High |
2,189.37 |
2,177.21 |
-12.16 |
-0.6% |
2,193.65 |
| Low |
2,162.62 |
2,145.09 |
-17.53 |
-0.8% |
2,117.59 |
| Close |
2,187.74 |
2,173.11 |
-14.63 |
-0.7% |
2,186.71 |
| Range |
26.75 |
32.12 |
5.37 |
20.1% |
76.06 |
| ATR |
26.53 |
27.69 |
1.15 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,261.50 |
2,249.42 |
2,190.78 |
|
| R3 |
2,229.38 |
2,217.30 |
2,181.94 |
|
| R2 |
2,197.26 |
2,197.26 |
2,179.00 |
|
| R1 |
2,185.18 |
2,185.18 |
2,176.05 |
2,191.22 |
| PP |
2,165.14 |
2,165.14 |
2,165.14 |
2,168.16 |
| S1 |
2,153.06 |
2,153.06 |
2,170.17 |
2,159.10 |
| S2 |
2,133.02 |
2,133.02 |
2,167.22 |
|
| S3 |
2,100.90 |
2,120.94 |
2,164.28 |
|
| S4 |
2,068.78 |
2,088.82 |
2,155.44 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.16 |
2,366.50 |
2,228.54 |
|
| R3 |
2,318.10 |
2,290.44 |
2,207.63 |
|
| R2 |
2,242.04 |
2,242.04 |
2,200.65 |
|
| R1 |
2,214.38 |
2,214.38 |
2,193.68 |
2,228.21 |
| PP |
2,165.98 |
2,165.98 |
2,165.98 |
2,172.90 |
| S1 |
2,138.32 |
2,138.32 |
2,179.74 |
2,152.15 |
| S2 |
2,089.92 |
2,089.92 |
2,172.77 |
|
| S3 |
2,013.86 |
2,062.26 |
2,165.79 |
|
| S4 |
1,937.80 |
1,986.20 |
2,144.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,200.15 |
2,145.09 |
55.06 |
2.5% |
23.65 |
1.1% |
51% |
False |
True |
|
| 10 |
2,200.15 |
2,117.59 |
82.56 |
3.8% |
21.70 |
1.0% |
67% |
False |
False |
|
| 20 |
2,200.15 |
2,054.61 |
145.54 |
6.7% |
23.55 |
1.1% |
81% |
False |
False |
|
| 40 |
2,200.15 |
1,945.52 |
254.63 |
11.7% |
25.09 |
1.2% |
89% |
False |
False |
|
| 60 |
2,200.15 |
1,747.32 |
452.83 |
20.8% |
25.33 |
1.2% |
94% |
False |
False |
|
| 80 |
2,200.15 |
1,747.32 |
452.83 |
20.8% |
25.57 |
1.2% |
94% |
False |
False |
|
| 100 |
2,200.15 |
1,700.04 |
500.11 |
23.0% |
27.70 |
1.3% |
95% |
False |
False |
|
| 120 |
2,200.15 |
1,700.04 |
500.11 |
23.0% |
29.74 |
1.4% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,313.72 |
|
2.618 |
2,261.30 |
|
1.618 |
2,229.18 |
|
1.000 |
2,209.33 |
|
0.618 |
2,197.06 |
|
HIGH |
2,177.21 |
|
0.618 |
2,164.94 |
|
0.500 |
2,161.15 |
|
0.382 |
2,157.36 |
|
LOW |
2,145.09 |
|
0.618 |
2,125.24 |
|
1.000 |
2,112.97 |
|
1.618 |
2,093.12 |
|
2.618 |
2,061.00 |
|
4.250 |
2,008.58 |
|
|