| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,168.25 |
1,172.50 |
4.25 |
0.4% |
1,157.50 |
| High |
1,176.75 |
1,173.75 |
-3.00 |
-0.3% |
1,175.25 |
| Low |
1,159.50 |
1,150.50 |
-9.00 |
-0.8% |
1,146.75 |
| Close |
1,173.00 |
1,158.50 |
-14.50 |
-1.2% |
1,169.50 |
| Range |
17.25 |
23.25 |
6.00 |
34.8% |
28.50 |
| ATR |
15.99 |
16.51 |
0.52 |
3.2% |
0.00 |
| Volume |
2,114 |
570 |
-1,544 |
-73.0% |
6,744 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,230.75 |
1,217.75 |
1,171.25 |
|
| R3 |
1,207.50 |
1,194.50 |
1,165.00 |
|
| R2 |
1,184.25 |
1,184.25 |
1,162.75 |
|
| R1 |
1,171.25 |
1,171.25 |
1,160.75 |
1,166.00 |
| PP |
1,161.00 |
1,161.00 |
1,161.00 |
1,158.25 |
| S1 |
1,148.00 |
1,148.00 |
1,156.25 |
1,143.00 |
| S2 |
1,137.75 |
1,137.75 |
1,154.25 |
|
| S3 |
1,114.50 |
1,124.75 |
1,152.00 |
|
| S4 |
1,091.25 |
1,101.50 |
1,145.75 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.25 |
1,238.00 |
1,185.25 |
|
| R3 |
1,220.75 |
1,209.50 |
1,177.25 |
|
| R2 |
1,192.25 |
1,192.25 |
1,174.75 |
|
| R1 |
1,181.00 |
1,181.00 |
1,172.00 |
1,186.50 |
| PP |
1,163.75 |
1,163.75 |
1,163.75 |
1,166.75 |
| S1 |
1,152.50 |
1,152.50 |
1,167.00 |
1,158.00 |
| S2 |
1,135.25 |
1,135.25 |
1,164.25 |
|
| S3 |
1,106.75 |
1,124.00 |
1,161.75 |
|
| S4 |
1,078.25 |
1,095.50 |
1,153.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,176.75 |
1,150.50 |
26.25 |
2.3% |
18.00 |
1.6% |
30% |
False |
True |
1,602 |
| 10 |
1,176.75 |
1,140.50 |
36.25 |
3.1% |
15.75 |
1.4% |
50% |
False |
False |
1,390 |
| 20 |
1,176.75 |
1,112.75 |
64.00 |
5.5% |
16.25 |
1.4% |
71% |
False |
False |
1,053 |
| 40 |
1,176.75 |
1,028.25 |
148.50 |
12.8% |
16.25 |
1.4% |
88% |
False |
False |
666 |
| 60 |
1,176.75 |
1,028.25 |
148.50 |
12.8% |
15.75 |
1.4% |
88% |
False |
False |
452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,272.50 |
|
2.618 |
1,234.50 |
|
1.618 |
1,211.25 |
|
1.000 |
1,197.00 |
|
0.618 |
1,188.00 |
|
HIGH |
1,173.75 |
|
0.618 |
1,164.75 |
|
0.500 |
1,162.00 |
|
0.382 |
1,159.50 |
|
LOW |
1,150.50 |
|
0.618 |
1,136.25 |
|
1.000 |
1,127.25 |
|
1.618 |
1,113.00 |
|
2.618 |
1,089.75 |
|
4.250 |
1,051.75 |
|
|