| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
21,287 |
21,752 |
465 |
2.2% |
21,058 |
| High |
21,361 |
21,840 |
479 |
2.2% |
21,840 |
| Low |
21,254 |
21,685 |
431 |
2.0% |
21,035 |
| Close |
21,353 |
21,760 |
407 |
1.9% |
21,760 |
| Range |
107 |
155 |
48 |
44.9% |
805 |
| ATR |
373 |
381 |
8 |
2.2% |
0 |
| Volume |
27 |
61 |
34 |
125.9% |
366 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,227 |
22,148 |
21,845 |
|
| R3 |
22,072 |
21,993 |
21,803 |
|
| R2 |
21,917 |
21,917 |
21,788 |
|
| R1 |
21,838 |
21,838 |
21,774 |
21,878 |
| PP |
21,762 |
21,762 |
21,762 |
21,781 |
| S1 |
21,683 |
21,683 |
21,746 |
21,723 |
| S2 |
21,607 |
21,607 |
21,732 |
|
| S3 |
21,452 |
21,528 |
21,717 |
|
| S4 |
21,297 |
21,373 |
21,675 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,960 |
23,665 |
22,203 |
|
| R3 |
23,155 |
22,860 |
21,981 |
|
| R2 |
22,350 |
22,350 |
21,908 |
|
| R1 |
22,055 |
22,055 |
21,834 |
22,203 |
| PP |
21,545 |
21,545 |
21,545 |
21,619 |
| S1 |
21,250 |
21,250 |
21,686 |
21,398 |
| S2 |
20,740 |
20,740 |
21,612 |
|
| S3 |
19,935 |
20,445 |
21,539 |
|
| S4 |
19,130 |
19,640 |
21,317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,840 |
21,035 |
805 |
3.7% |
297 |
1.4% |
90% |
True |
False |
73 |
| 10 |
22,500 |
21,035 |
1,465 |
6.7% |
261 |
1.2% |
49% |
False |
False |
69 |
| 20 |
22,500 |
21,035 |
1,465 |
6.7% |
182 |
0.8% |
49% |
False |
False |
46 |
| 40 |
22,500 |
20,151 |
2,349 |
10.8% |
185 |
0.9% |
68% |
False |
False |
32 |
| 60 |
22,500 |
19,300 |
3,200 |
14.7% |
168 |
0.8% |
77% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,499 |
|
2.618 |
22,246 |
|
1.618 |
22,091 |
|
1.000 |
21,995 |
|
0.618 |
21,936 |
|
HIGH |
21,840 |
|
0.618 |
21,781 |
|
0.500 |
21,763 |
|
0.382 |
21,744 |
|
LOW |
21,685 |
|
0.618 |
21,589 |
|
1.000 |
21,530 |
|
1.618 |
21,434 |
|
2.618 |
21,279 |
|
4.250 |
21,026 |
|
|