| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
21,190 |
21,600 |
410 |
1.9% |
21,995 |
| High |
21,196 |
21,800 |
604 |
2.8% |
22,155 |
| Low |
21,060 |
21,567 |
507 |
2.4% |
21,060 |
| Close |
21,195 |
21,574 |
379 |
1.8% |
21,574 |
| Range |
136 |
233 |
97 |
71.3% |
1,095 |
| ATR |
337 |
356 |
19 |
5.7% |
0 |
| Volume |
26 |
172 |
146 |
561.5% |
297 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,346 |
22,193 |
21,702 |
|
| R3 |
22,113 |
21,960 |
21,638 |
|
| R2 |
21,880 |
21,880 |
21,617 |
|
| R1 |
21,727 |
21,727 |
21,595 |
21,687 |
| PP |
21,647 |
21,647 |
21,647 |
21,627 |
| S1 |
21,494 |
21,494 |
21,553 |
21,454 |
| S2 |
21,414 |
21,414 |
21,531 |
|
| S3 |
21,181 |
21,261 |
21,510 |
|
| S4 |
20,948 |
21,028 |
21,446 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,881 |
24,323 |
22,176 |
|
| R3 |
23,786 |
23,228 |
21,875 |
|
| R2 |
22,691 |
22,691 |
21,775 |
|
| R1 |
22,133 |
22,133 |
21,674 |
21,865 |
| PP |
21,596 |
21,596 |
21,596 |
21,462 |
| S1 |
21,038 |
21,038 |
21,474 |
20,770 |
| S2 |
20,501 |
20,501 |
21,373 |
|
| S3 |
19,406 |
19,943 |
21,273 |
|
| S4 |
18,311 |
18,848 |
20,972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,500 |
21,060 |
1,440 |
6.7% |
224 |
1.0% |
36% |
False |
False |
64 |
| 10 |
22,500 |
21,060 |
1,440 |
6.7% |
165 |
0.8% |
36% |
False |
False |
48 |
| 20 |
22,500 |
20,151 |
2,349 |
10.9% |
153 |
0.7% |
61% |
False |
False |
31 |
| 40 |
22,500 |
19,455 |
3,045 |
14.1% |
180 |
0.8% |
70% |
False |
False |
26 |
| 60 |
22,500 |
19,300 |
3,200 |
14.8% |
168 |
0.8% |
71% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,790 |
|
2.618 |
22,410 |
|
1.618 |
22,177 |
|
1.000 |
22,033 |
|
0.618 |
21,944 |
|
HIGH |
21,800 |
|
0.618 |
21,711 |
|
0.500 |
21,684 |
|
0.382 |
21,656 |
|
LOW |
21,567 |
|
0.618 |
21,423 |
|
1.000 |
21,334 |
|
1.618 |
21,190 |
|
2.618 |
20,957 |
|
4.250 |
20,577 |
|
|