| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,845.0 |
2,883.0 |
38.0 |
1.3% |
2,862.0 |
| High |
2,886.0 |
2,885.0 |
-1.0 |
0.0% |
2,886.0 |
| Low |
2,845.0 |
2,849.0 |
4.0 |
0.1% |
2,796.0 |
| Close |
2,872.0 |
2,861.0 |
-11.0 |
-0.4% |
2,861.0 |
| Range |
41.0 |
36.0 |
-5.0 |
-12.2% |
90.0 |
| ATR |
48.7 |
47.8 |
-0.9 |
-1.9% |
0.0 |
| Volume |
373 |
394 |
21 |
5.6% |
2,230 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,973.0 |
2,953.0 |
2,880.8 |
|
| R3 |
2,937.0 |
2,917.0 |
2,870.9 |
|
| R2 |
2,901.0 |
2,901.0 |
2,867.6 |
|
| R1 |
2,881.0 |
2,881.0 |
2,864.3 |
2,873.0 |
| PP |
2,865.0 |
2,865.0 |
2,865.0 |
2,861.0 |
| S1 |
2,845.0 |
2,845.0 |
2,857.7 |
2,837.0 |
| S2 |
2,829.0 |
2,829.0 |
2,854.4 |
|
| S3 |
2,793.0 |
2,809.0 |
2,851.1 |
|
| S4 |
2,757.0 |
2,773.0 |
2,841.2 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.7 |
3,079.3 |
2,910.5 |
|
| R3 |
3,027.7 |
2,989.3 |
2,885.8 |
|
| R2 |
2,937.7 |
2,937.7 |
2,877.5 |
|
| R1 |
2,899.3 |
2,899.3 |
2,869.3 |
2,873.5 |
| PP |
2,847.7 |
2,847.7 |
2,847.7 |
2,834.8 |
| S1 |
2,809.3 |
2,809.3 |
2,852.8 |
2,783.5 |
| S2 |
2,757.7 |
2,757.7 |
2,844.5 |
|
| S3 |
2,667.7 |
2,719.3 |
2,836.3 |
|
| S4 |
2,577.7 |
2,629.3 |
2,811.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,886.0 |
2,796.0 |
90.0 |
3.1% |
47.2 |
1.6% |
72% |
False |
False |
446 |
| 10 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
46.6 |
1.6% |
54% |
False |
False |
13,195 |
| 20 |
2,916.0 |
2,732.0 |
184.0 |
6.4% |
42.2 |
1.5% |
70% |
False |
False |
11,180 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.6% |
45.5 |
1.6% |
78% |
False |
False |
8,033 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
44.6 |
1.6% |
86% |
False |
False |
5,672 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
42.5 |
1.5% |
86% |
False |
False |
4,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,038.0 |
|
2.618 |
2,979.2 |
|
1.618 |
2,943.2 |
|
1.000 |
2,921.0 |
|
0.618 |
2,907.2 |
|
HIGH |
2,885.0 |
|
0.618 |
2,871.2 |
|
0.500 |
2,867.0 |
|
0.382 |
2,862.8 |
|
LOW |
2,849.0 |
|
0.618 |
2,826.8 |
|
1.000 |
2,813.0 |
|
1.618 |
2,790.8 |
|
2.618 |
2,754.8 |
|
4.250 |
2,696.0 |
|
|