| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,864.0 |
2,886.0 |
22.0 |
0.8% |
2,815.0 |
| High |
2,876.0 |
2,887.0 |
11.0 |
0.4% |
2,880.0 |
| Low |
2,857.0 |
2,850.0 |
-7.0 |
-0.2% |
2,805.0 |
| Close |
2,862.0 |
2,863.0 |
1.0 |
0.0% |
2,862.0 |
| Range |
19.0 |
37.0 |
18.0 |
94.7% |
75.0 |
| ATR |
44.0 |
43.5 |
-0.5 |
-1.1% |
0.0 |
| Volume |
310 |
153 |
-157 |
-50.6% |
3,268 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.7 |
2,957.3 |
2,883.4 |
|
| R3 |
2,940.7 |
2,920.3 |
2,873.2 |
|
| R2 |
2,903.7 |
2,903.7 |
2,869.8 |
|
| R1 |
2,883.3 |
2,883.3 |
2,866.4 |
2,875.0 |
| PP |
2,866.7 |
2,866.7 |
2,866.7 |
2,862.5 |
| S1 |
2,846.3 |
2,846.3 |
2,859.6 |
2,838.0 |
| S2 |
2,829.7 |
2,829.7 |
2,856.2 |
|
| S3 |
2,792.7 |
2,809.3 |
2,852.8 |
|
| S4 |
2,755.7 |
2,772.3 |
2,842.7 |
|
|
| 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 |
2,887.0 |
2,805.0 |
82.0 |
2.9% |
38.6 |
1.3% |
71% |
True |
False |
525 |
| 10 |
2,887.0 |
2,732.0 |
155.0 |
5.4% |
40.1 |
1.4% |
85% |
True |
False |
9,168 |
| 20 |
2,887.0 |
2,671.0 |
216.0 |
7.5% |
44.1 |
1.5% |
89% |
True |
False |
4,928 |
| 40 |
2,887.0 |
2,568.0 |
319.0 |
11.1% |
44.2 |
1.5% |
92% |
True |
False |
5,119 |
| 60 |
2,887.0 |
2,535.0 |
352.0 |
12.3% |
41.9 |
1.5% |
93% |
True |
False |
3,500 |
| 80 |
2,887.0 |
2,518.0 |
369.0 |
12.9% |
42.6 |
1.5% |
93% |
True |
False |
2,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,044.3 |
|
2.618 |
2,983.9 |
|
1.618 |
2,946.9 |
|
1.000 |
2,924.0 |
|
0.618 |
2,909.9 |
|
HIGH |
2,887.0 |
|
0.618 |
2,872.9 |
|
0.500 |
2,868.5 |
|
0.382 |
2,864.1 |
|
LOW |
2,850.0 |
|
0.618 |
2,827.1 |
|
1.000 |
2,813.0 |
|
1.618 |
2,790.1 |
|
2.618 |
2,753.1 |
|
4.250 |
2,692.8 |
|
|