| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,805.0 |
2,748.0 |
-57.0 |
-2.0% |
2,893.0 |
| High |
2,812.0 |
2,823.0 |
11.0 |
0.4% |
2,948.0 |
| Low |
2,738.0 |
2,747.0 |
9.0 |
0.3% |
2,860.0 |
| Close |
2,767.0 |
2,810.0 |
43.0 |
1.6% |
2,875.0 |
| Range |
74.0 |
76.0 |
2.0 |
2.7% |
88.0 |
| ATR |
57.0 |
58.4 |
1.4 |
2.4% |
0.0 |
| Volume |
668 |
2,130 |
1,462 |
218.9% |
1,449 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.3 |
2,991.7 |
2,851.8 |
|
| R3 |
2,945.3 |
2,915.7 |
2,830.9 |
|
| R2 |
2,869.3 |
2,869.3 |
2,823.9 |
|
| R1 |
2,839.7 |
2,839.7 |
2,817.0 |
2,854.5 |
| PP |
2,793.3 |
2,793.3 |
2,793.3 |
2,800.8 |
| S1 |
2,763.7 |
2,763.7 |
2,803.0 |
2,778.5 |
| S2 |
2,717.3 |
2,717.3 |
2,796.1 |
|
| S3 |
2,641.3 |
2,687.7 |
2,789.1 |
|
| S4 |
2,565.3 |
2,611.7 |
2,768.2 |
|
|
| 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 |
2,926.0 |
2,738.0 |
188.0 |
6.7% |
66.6 |
2.4% |
38% |
False |
False |
756 |
| 10 |
2,948.0 |
2,738.0 |
210.0 |
7.5% |
62.0 |
2.2% |
34% |
False |
False |
501 |
| 20 |
2,948.0 |
2,726.0 |
222.0 |
7.9% |
52.0 |
1.9% |
38% |
False |
False |
481 |
| 40 |
2,948.0 |
2,702.0 |
246.0 |
8.8% |
49.3 |
1.8% |
44% |
False |
False |
3,689 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.5% |
46.4 |
1.7% |
63% |
False |
False |
2,522 |
| 80 |
2,948.0 |
2,250.0 |
698.0 |
24.8% |
42.4 |
1.5% |
80% |
False |
False |
1,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,146.0 |
|
2.618 |
3,022.0 |
|
1.618 |
2,946.0 |
|
1.000 |
2,899.0 |
|
0.618 |
2,870.0 |
|
HIGH |
2,823.0 |
|
0.618 |
2,794.0 |
|
0.500 |
2,785.0 |
|
0.382 |
2,776.0 |
|
LOW |
2,747.0 |
|
0.618 |
2,700.0 |
|
1.000 |
2,671.0 |
|
1.618 |
2,624.0 |
|
2.618 |
2,548.0 |
|
4.250 |
2,424.0 |
|
|