| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,299.0 |
6,317.0 |
18.0 |
0.3% |
6,234.0 |
| High |
6,324.5 |
6,347.0 |
22.5 |
0.4% |
6,344.0 |
| Low |
6,261.0 |
6,309.5 |
48.5 |
0.8% |
6,137.5 |
| Close |
6,312.5 |
6,328.0 |
15.5 |
0.2% |
6,312.5 |
| Range |
63.5 |
37.5 |
-26.0 |
-40.9% |
206.5 |
| ATR |
92.9 |
89.0 |
-4.0 |
-4.3% |
0.0 |
| Volume |
162 |
216 |
54 |
33.3% |
1,674 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,440.7 |
6,421.8 |
6,348.6 |
|
| R3 |
6,403.2 |
6,384.3 |
6,338.3 |
|
| R2 |
6,365.7 |
6,365.7 |
6,334.9 |
|
| R1 |
6,346.8 |
6,346.8 |
6,331.4 |
6,356.3 |
| PP |
6,328.2 |
6,328.2 |
6,328.2 |
6,332.9 |
| S1 |
6,309.3 |
6,309.3 |
6,324.6 |
6,318.8 |
| S2 |
6,290.7 |
6,290.7 |
6,321.1 |
|
| S3 |
6,253.2 |
6,271.8 |
6,317.7 |
|
| S4 |
6,215.7 |
6,234.3 |
6,307.4 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,884.2 |
6,804.8 |
6,426.1 |
|
| R3 |
6,677.7 |
6,598.3 |
6,369.3 |
|
| R2 |
6,471.2 |
6,471.2 |
6,350.4 |
|
| R1 |
6,391.8 |
6,391.8 |
6,331.4 |
6,431.5 |
| PP |
6,264.7 |
6,264.7 |
6,264.7 |
6,284.5 |
| S1 |
6,185.3 |
6,185.3 |
6,293.6 |
6,225.0 |
| S2 |
6,058.2 |
6,058.2 |
6,274.6 |
|
| S3 |
5,851.7 |
5,978.8 |
6,255.7 |
|
| S4 |
5,645.2 |
5,772.3 |
6,198.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,347.0 |
6,139.0 |
208.0 |
3.3% |
75.2 |
1.2% |
91% |
True |
False |
262 |
| 10 |
6,353.5 |
6,137.5 |
216.0 |
3.4% |
91.0 |
1.4% |
88% |
False |
False |
681 |
| 20 |
6,360.0 |
6,137.5 |
222.5 |
3.5% |
91.2 |
1.4% |
86% |
False |
False |
2,049 |
| 40 |
6,360.0 |
5,863.5 |
496.5 |
7.8% |
83.4 |
1.3% |
94% |
False |
False |
1,321 |
| 60 |
6,409.0 |
5,863.5 |
545.5 |
8.6% |
80.1 |
1.3% |
85% |
False |
False |
908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,506.4 |
|
2.618 |
6,445.2 |
|
1.618 |
6,407.7 |
|
1.000 |
6,384.5 |
|
0.618 |
6,370.2 |
|
HIGH |
6,347.0 |
|
0.618 |
6,332.7 |
|
0.500 |
6,328.3 |
|
0.382 |
6,323.8 |
|
LOW |
6,309.5 |
|
0.618 |
6,286.3 |
|
1.000 |
6,272.0 |
|
1.618 |
6,248.8 |
|
2.618 |
6,211.3 |
|
4.250 |
6,150.1 |
|
|