| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,070.75 |
1,060.75 |
-10.00 |
-0.9% |
1,075.25 |
| High |
1,083.50 |
1,064.50 |
-19.00 |
-1.8% |
1,093.75 |
| Low |
1,056.75 |
1,052.50 |
-4.25 |
-0.4% |
1,066.00 |
| Close |
1,061.50 |
1,055.50 |
-6.00 |
-0.6% |
1,072.00 |
| Range |
26.75 |
12.00 |
-14.75 |
-55.1% |
27.75 |
| ATR |
17.65 |
17.24 |
-0.40 |
-2.3% |
0.00 |
| Volume |
5,371 |
4,840 |
-531 |
-9.9% |
16,875 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,093.50 |
1,086.50 |
1,062.00 |
|
| R3 |
1,081.50 |
1,074.50 |
1,058.75 |
|
| R2 |
1,069.50 |
1,069.50 |
1,057.75 |
|
| R1 |
1,062.50 |
1,062.50 |
1,056.50 |
1,060.00 |
| PP |
1,057.50 |
1,057.50 |
1,057.50 |
1,056.25 |
| S1 |
1,050.50 |
1,050.50 |
1,054.50 |
1,048.00 |
| S2 |
1,045.50 |
1,045.50 |
1,053.25 |
|
| S3 |
1,033.50 |
1,038.50 |
1,052.25 |
|
| S4 |
1,021.50 |
1,026.50 |
1,049.00 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.50 |
1,144.00 |
1,087.25 |
|
| R3 |
1,132.75 |
1,116.25 |
1,079.75 |
|
| R2 |
1,105.00 |
1,105.00 |
1,077.00 |
|
| R1 |
1,088.50 |
1,088.50 |
1,074.50 |
1,083.00 |
| PP |
1,077.25 |
1,077.25 |
1,077.25 |
1,074.50 |
| S1 |
1,060.75 |
1,060.75 |
1,069.50 |
1,055.00 |
| S2 |
1,049.50 |
1,049.50 |
1,067.00 |
|
| S3 |
1,021.75 |
1,033.00 |
1,064.25 |
|
| S4 |
994.00 |
1,005.25 |
1,056.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,093.50 |
1,052.50 |
41.00 |
3.9% |
21.75 |
2.1% |
7% |
False |
True |
3,835 |
| 10 |
1,093.75 |
1,052.50 |
41.25 |
3.9% |
19.00 |
1.8% |
7% |
False |
True |
3,401 |
| 20 |
1,093.75 |
1,007.25 |
86.50 |
8.2% |
17.25 |
1.6% |
56% |
False |
False |
2,386 |
| 40 |
1,093.75 |
984.25 |
109.50 |
10.4% |
15.75 |
1.5% |
65% |
False |
False |
1,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,115.50 |
|
2.618 |
1,096.00 |
|
1.618 |
1,084.00 |
|
1.000 |
1,076.50 |
|
0.618 |
1,072.00 |
|
HIGH |
1,064.50 |
|
0.618 |
1,060.00 |
|
0.500 |
1,058.50 |
|
0.382 |
1,057.00 |
|
LOW |
1,052.50 |
|
0.618 |
1,045.00 |
|
1.000 |
1,040.50 |
|
1.618 |
1,033.00 |
|
2.618 |
1,021.00 |
|
4.250 |
1,001.50 |
|
|