| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,361.6 |
1,395.5 |
33.9 |
2.5% |
1,359.0 |
| High |
1,400.9 |
1,405.5 |
4.6 |
0.3% |
1,405.5 |
| Low |
1,361.6 |
1,392.1 |
30.5 |
2.2% |
1,338.0 |
| Close |
1,390.5 |
1,405.5 |
15.0 |
1.1% |
1,405.5 |
| Range |
39.3 |
13.4 |
-25.9 |
-65.9% |
67.5 |
| ATR |
15.3 |
15.3 |
0.0 |
-0.1% |
0.0 |
| Volume |
3,816 |
5,534 |
1,718 |
45.0% |
13,369 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,441.2 |
1,436.8 |
1,412.9 |
|
| R3 |
1,427.8 |
1,423.4 |
1,409.2 |
|
| R2 |
1,414.4 |
1,414.4 |
1,408.0 |
|
| R1 |
1,410.0 |
1,410.0 |
1,406.7 |
1,412.2 |
| PP |
1,401.0 |
1,401.0 |
1,401.0 |
1,402.2 |
| S1 |
1,396.6 |
1,396.6 |
1,404.3 |
1,398.8 |
| S2 |
1,387.6 |
1,387.6 |
1,403.0 |
|
| S3 |
1,374.2 |
1,383.2 |
1,401.8 |
|
| S4 |
1,360.8 |
1,369.8 |
1,398.1 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,585.5 |
1,563.0 |
1,442.6 |
|
| R3 |
1,518.0 |
1,495.5 |
1,424.1 |
|
| R2 |
1,450.5 |
1,450.5 |
1,417.9 |
|
| R1 |
1,428.0 |
1,428.0 |
1,411.7 |
1,439.3 |
| PP |
1,383.0 |
1,383.0 |
1,383.0 |
1,388.6 |
| S1 |
1,360.5 |
1,360.5 |
1,399.3 |
1,371.8 |
| S2 |
1,315.5 |
1,315.5 |
1,393.1 |
|
| S3 |
1,248.0 |
1,293.0 |
1,386.9 |
|
| S4 |
1,180.5 |
1,225.5 |
1,368.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,405.5 |
1,338.0 |
67.5 |
4.8% |
16.1 |
1.1% |
100% |
True |
False |
2,673 |
| 10 |
1,405.5 |
1,338.0 |
67.5 |
4.8% |
8.6 |
0.6% |
100% |
True |
False |
1,470 |
| 20 |
1,405.5 |
1,327.1 |
78.4 |
5.6% |
5.8 |
0.4% |
100% |
True |
False |
971 |
| 40 |
1,405.5 |
1,245.0 |
160.5 |
11.4% |
4.7 |
0.3% |
100% |
True |
False |
586 |
| 60 |
1,405.5 |
1,222.6 |
182.9 |
13.0% |
3.2 |
0.2% |
100% |
True |
False |
481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,462.5 |
|
2.618 |
1,440.6 |
|
1.618 |
1,427.2 |
|
1.000 |
1,418.9 |
|
0.618 |
1,413.8 |
|
HIGH |
1,405.5 |
|
0.618 |
1,400.4 |
|
0.500 |
1,398.8 |
|
0.382 |
1,397.2 |
|
LOW |
1,392.1 |
|
0.618 |
1,383.8 |
|
1.000 |
1,378.7 |
|
1.618 |
1,370.4 |
|
2.618 |
1,357.0 |
|
4.250 |
1,335.2 |
|
|