| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,842.0 |
2,864.0 |
22.0 |
0.8% |
2,815.0 |
| High |
2,880.0 |
2,876.0 |
-4.0 |
-0.1% |
2,880.0 |
| Low |
2,830.0 |
2,857.0 |
27.0 |
1.0% |
2,805.0 |
| Close |
2,869.0 |
2,862.0 |
-7.0 |
-0.2% |
2,862.0 |
| Range |
50.0 |
19.0 |
-31.0 |
-62.0% |
75.0 |
| ATR |
46.0 |
44.0 |
-1.9 |
-4.2% |
0.0 |
| Volume |
325 |
310 |
-15 |
-4.6% |
3,268 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.0 |
2,911.0 |
2,872.5 |
|
| R3 |
2,903.0 |
2,892.0 |
2,867.2 |
|
| R2 |
2,884.0 |
2,884.0 |
2,865.5 |
|
| R1 |
2,873.0 |
2,873.0 |
2,863.7 |
2,869.0 |
| PP |
2,865.0 |
2,865.0 |
2,865.0 |
2,863.0 |
| S1 |
2,854.0 |
2,854.0 |
2,860.3 |
2,850.0 |
| S2 |
2,846.0 |
2,846.0 |
2,858.5 |
|
| S3 |
2,827.0 |
2,835.0 |
2,856.8 |
|
| S4 |
2,808.0 |
2,816.0 |
2,851.6 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,074.0 |
3,043.0 |
2,903.3 |
|
| R3 |
2,999.0 |
2,968.0 |
2,882.6 |
|
| R2 |
2,924.0 |
2,924.0 |
2,875.8 |
|
| R1 |
2,893.0 |
2,893.0 |
2,868.9 |
2,908.5 |
| PP |
2,849.0 |
2,849.0 |
2,849.0 |
2,856.8 |
| S1 |
2,818.0 |
2,818.0 |
2,855.1 |
2,833.5 |
| S2 |
2,774.0 |
2,774.0 |
2,848.3 |
|
| S3 |
2,699.0 |
2,743.0 |
2,841.4 |
|
| S4 |
2,624.0 |
2,668.0 |
2,820.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,880.0 |
2,805.0 |
75.0 |
2.6% |
39.4 |
1.4% |
76% |
False |
False |
653 |
| 10 |
2,880.0 |
2,732.0 |
148.0 |
5.2% |
37.7 |
1.3% |
88% |
False |
False |
9,166 |
| 20 |
2,880.0 |
2,671.0 |
209.0 |
7.3% |
44.0 |
1.5% |
91% |
False |
False |
4,929 |
| 40 |
2,880.0 |
2,568.0 |
312.0 |
10.9% |
44.0 |
1.5% |
94% |
False |
False |
5,116 |
| 60 |
2,880.0 |
2,535.0 |
345.0 |
12.1% |
41.6 |
1.5% |
95% |
False |
False |
3,498 |
| 80 |
2,880.0 |
2,481.0 |
399.0 |
13.9% |
42.2 |
1.5% |
95% |
False |
False |
2,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.8 |
|
2.618 |
2,925.7 |
|
1.618 |
2,906.7 |
|
1.000 |
2,895.0 |
|
0.618 |
2,887.7 |
|
HIGH |
2,876.0 |
|
0.618 |
2,868.7 |
|
0.500 |
2,866.5 |
|
0.382 |
2,864.3 |
|
LOW |
2,857.0 |
|
0.618 |
2,845.3 |
|
1.000 |
2,838.0 |
|
1.618 |
2,826.3 |
|
2.618 |
2,807.3 |
|
4.250 |
2,776.3 |
|
|