| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,114.43 |
2,093.72 |
-20.71 |
-1.0% |
2,179.70 |
| High |
2,126.15 |
2,111.06 |
-15.09 |
-0.7% |
2,200.15 |
| Low |
2,085.27 |
2,090.34 |
5.07 |
0.2% |
2,122.42 |
| Close |
2,093.62 |
2,100.00 |
6.38 |
0.3% |
2,137.95 |
| Range |
40.88 |
20.72 |
-20.16 |
-49.3% |
77.73 |
| ATR |
30.13 |
29.46 |
-0.67 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,162.63 |
2,152.03 |
2,111.40 |
|
| R3 |
2,141.91 |
2,131.31 |
2,105.70 |
|
| R2 |
2,121.19 |
2,121.19 |
2,103.80 |
|
| R1 |
2,110.59 |
2,110.59 |
2,101.90 |
2,115.89 |
| PP |
2,100.47 |
2,100.47 |
2,100.47 |
2,103.12 |
| S1 |
2,089.87 |
2,089.87 |
2,098.10 |
2,095.17 |
| S2 |
2,079.75 |
2,079.75 |
2,096.20 |
|
| S3 |
2,059.03 |
2,069.15 |
2,094.30 |
|
| S4 |
2,038.31 |
2,048.43 |
2,088.60 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.70 |
2,340.05 |
2,180.70 |
|
| R3 |
2,308.97 |
2,262.32 |
2,159.33 |
|
| R2 |
2,231.24 |
2,231.24 |
2,152.20 |
|
| R1 |
2,184.59 |
2,184.59 |
2,145.08 |
2,169.05 |
| PP |
2,153.51 |
2,153.51 |
2,153.51 |
2,145.74 |
| S1 |
2,106.86 |
2,106.86 |
2,130.82 |
2,091.32 |
| S2 |
2,075.78 |
2,075.78 |
2,123.70 |
|
| S3 |
1,998.05 |
2,029.13 |
2,116.57 |
|
| S4 |
1,920.32 |
1,951.40 |
2,095.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,177.21 |
2,085.27 |
91.94 |
4.4% |
33.14 |
1.6% |
16% |
False |
False |
|
| 10 |
2,200.15 |
2,085.27 |
114.88 |
5.5% |
26.65 |
1.3% |
13% |
False |
False |
|
| 20 |
2,200.15 |
2,069.45 |
130.70 |
6.2% |
24.79 |
1.2% |
23% |
False |
False |
|
| 40 |
2,200.15 |
1,963.68 |
236.47 |
11.3% |
26.08 |
1.2% |
58% |
False |
False |
|
| 60 |
2,200.15 |
1,747.32 |
452.83 |
21.6% |
25.61 |
1.2% |
78% |
False |
False |
|
| 80 |
2,200.15 |
1,747.32 |
452.83 |
21.6% |
25.99 |
1.2% |
78% |
False |
False |
|
| 100 |
2,200.15 |
1,700.04 |
500.11 |
23.8% |
27.84 |
1.3% |
80% |
False |
False |
|
| 120 |
2,200.15 |
1,700.04 |
500.11 |
23.8% |
29.33 |
1.4% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,199.12 |
|
2.618 |
2,165.30 |
|
1.618 |
2,144.58 |
|
1.000 |
2,131.78 |
|
0.618 |
2,123.86 |
|
HIGH |
2,111.06 |
|
0.618 |
2,103.14 |
|
0.500 |
2,100.70 |
|
0.382 |
2,098.26 |
|
LOW |
2,090.34 |
|
0.618 |
2,077.54 |
|
1.000 |
2,069.62 |
|
1.618 |
2,056.82 |
|
2.618 |
2,036.10 |
|
4.250 |
2,002.28 |
|
|