| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,885.0 |
2,825.0 |
-60.0 |
-2.1% |
2,893.0 |
| High |
2,892.0 |
2,838.0 |
-54.0 |
-1.9% |
2,948.0 |
| Low |
2,812.0 |
2,801.0 |
-11.0 |
-0.4% |
2,860.0 |
| Close |
2,821.0 |
2,820.0 |
-1.0 |
0.0% |
2,875.0 |
| Range |
80.0 |
37.0 |
-43.0 |
-53.8% |
88.0 |
| ATR |
56.5 |
55.1 |
-1.4 |
-2.5% |
0.0 |
| Volume |
383 |
259 |
-124 |
-32.4% |
1,449 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.7 |
2,912.3 |
2,840.4 |
|
| R3 |
2,893.7 |
2,875.3 |
2,830.2 |
|
| R2 |
2,856.7 |
2,856.7 |
2,826.8 |
|
| R1 |
2,838.3 |
2,838.3 |
2,823.4 |
2,829.0 |
| PP |
2,819.7 |
2,819.7 |
2,819.7 |
2,815.0 |
| S1 |
2,801.3 |
2,801.3 |
2,816.6 |
2,792.0 |
| S2 |
2,782.7 |
2,782.7 |
2,813.2 |
|
| S3 |
2,745.7 |
2,764.3 |
2,809.8 |
|
| S4 |
2,708.7 |
2,727.3 |
2,799.7 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.3 |
3,104.7 |
2,923.4 |
|
| R3 |
3,070.3 |
3,016.7 |
2,899.2 |
|
| R2 |
2,982.3 |
2,982.3 |
2,891.1 |
|
| R1 |
2,928.7 |
2,928.7 |
2,883.1 |
2,911.5 |
| PP |
2,894.3 |
2,894.3 |
2,894.3 |
2,885.8 |
| S1 |
2,840.7 |
2,840.7 |
2,866.9 |
2,823.5 |
| S2 |
2,806.3 |
2,806.3 |
2,858.9 |
|
| S3 |
2,718.3 |
2,752.7 |
2,850.8 |
|
| S4 |
2,630.3 |
2,664.7 |
2,826.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,934.0 |
2,801.0 |
133.0 |
4.7% |
59.8 |
2.1% |
14% |
False |
True |
340 |
| 10 |
2,948.0 |
2,801.0 |
147.0 |
5.2% |
54.6 |
1.9% |
13% |
False |
True |
380 |
| 20 |
2,948.0 |
2,726.0 |
222.0 |
7.9% |
52.2 |
1.8% |
42% |
False |
False |
580 |
| 40 |
2,948.0 |
2,668.0 |
280.0 |
9.9% |
46.1 |
1.6% |
54% |
False |
False |
3,622 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.4% |
45.2 |
1.6% |
66% |
False |
False |
2,483 |
| 80 |
2,948.0 |
2,250.0 |
698.0 |
24.8% |
41.4 |
1.5% |
82% |
False |
False |
1,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,995.3 |
|
2.618 |
2,934.9 |
|
1.618 |
2,897.9 |
|
1.000 |
2,875.0 |
|
0.618 |
2,860.9 |
|
HIGH |
2,838.0 |
|
0.618 |
2,823.9 |
|
0.500 |
2,819.5 |
|
0.382 |
2,815.1 |
|
LOW |
2,801.0 |
|
0.618 |
2,778.1 |
|
1.000 |
2,764.0 |
|
1.618 |
2,741.1 |
|
2.618 |
2,704.1 |
|
4.250 |
2,643.8 |
|
|