| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,416.0 |
1,407.7 |
-8.3 |
-0.6% |
1,359.0 |
| High |
1,429.1 |
1,416.5 |
-12.6 |
-0.9% |
1,405.5 |
| Low |
1,403.5 |
1,395.6 |
-7.9 |
-0.6% |
1,338.0 |
| Close |
1,419.0 |
1,408.1 |
-10.9 |
-0.8% |
1,405.5 |
| Range |
25.6 |
20.9 |
-4.7 |
-18.4% |
67.5 |
| ATR |
16.5 |
17.0 |
0.5 |
3.0% |
0.0 |
| Volume |
1,762 |
424 |
-1,338 |
-75.9% |
13,369 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,469.4 |
1,459.7 |
1,419.6 |
|
| R3 |
1,448.5 |
1,438.8 |
1,413.8 |
|
| R2 |
1,427.6 |
1,427.6 |
1,411.9 |
|
| R1 |
1,417.9 |
1,417.9 |
1,410.0 |
1,422.8 |
| PP |
1,406.7 |
1,406.7 |
1,406.7 |
1,409.2 |
| S1 |
1,397.0 |
1,397.0 |
1,406.2 |
1,401.9 |
| S2 |
1,385.8 |
1,385.8 |
1,404.3 |
|
| S3 |
1,364.9 |
1,376.1 |
1,402.4 |
|
| S4 |
1,344.0 |
1,355.2 |
1,396.6 |
|
|
| 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 |
1,429.1 |
1,361.6 |
67.5 |
4.8% |
24.4 |
1.7% |
69% |
False |
False |
3,414 |
| 10 |
1,429.1 |
1,338.0 |
91.1 |
6.5% |
15.0 |
1.1% |
77% |
False |
False |
2,135 |
| 20 |
1,429.1 |
1,327.1 |
102.0 |
7.2% |
9.3 |
0.7% |
79% |
False |
False |
1,270 |
| 40 |
1,429.1 |
1,279.9 |
149.2 |
10.6% |
6.2 |
0.4% |
86% |
False |
False |
773 |
| 60 |
1,429.1 |
1,233.9 |
195.2 |
13.9% |
4.4 |
0.3% |
89% |
False |
False |
597 |
| 80 |
1,429.1 |
1,167.9 |
261.2 |
18.5% |
3.7 |
0.3% |
92% |
False |
False |
497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,505.3 |
|
2.618 |
1,471.2 |
|
1.618 |
1,450.3 |
|
1.000 |
1,437.4 |
|
0.618 |
1,429.4 |
|
HIGH |
1,416.5 |
|
0.618 |
1,408.5 |
|
0.500 |
1,406.1 |
|
0.382 |
1,403.6 |
|
LOW |
1,395.6 |
|
0.618 |
1,382.7 |
|
1.000 |
1,374.7 |
|
1.618 |
1,361.8 |
|
2.618 |
1,340.9 |
|
4.250 |
1,306.8 |
|
|