| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,417.0 |
1,391.4 |
-25.6 |
-1.8% |
1,399.0 |
| High |
1,417.0 |
1,395.8 |
-21.2 |
-1.5% |
1,429.1 |
| Low |
1,412.1 |
1,368.5 |
-43.6 |
-3.1% |
1,368.5 |
| Close |
1,412.4 |
1,373.8 |
-38.6 |
-2.7% |
1,373.8 |
| Range |
4.9 |
27.3 |
22.4 |
457.1% |
60.6 |
| ATR |
16.4 |
18.4 |
2.0 |
11.9% |
0.0 |
| Volume |
305 |
488 |
183 |
60.0% |
8,513 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,461.3 |
1,444.8 |
1,388.8 |
|
| R3 |
1,434.0 |
1,417.5 |
1,381.3 |
|
| R2 |
1,406.7 |
1,406.7 |
1,378.8 |
|
| R1 |
1,390.2 |
1,390.2 |
1,376.3 |
1,384.8 |
| PP |
1,379.4 |
1,379.4 |
1,379.4 |
1,376.7 |
| S1 |
1,362.9 |
1,362.9 |
1,371.3 |
1,357.5 |
| S2 |
1,352.1 |
1,352.1 |
1,368.8 |
|
| S3 |
1,324.8 |
1,335.6 |
1,366.3 |
|
| S4 |
1,297.5 |
1,308.3 |
1,358.8 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,572.3 |
1,533.6 |
1,407.1 |
|
| R3 |
1,511.7 |
1,473.0 |
1,390.5 |
|
| R2 |
1,451.1 |
1,451.1 |
1,384.9 |
|
| R1 |
1,412.4 |
1,412.4 |
1,379.4 |
1,401.5 |
| PP |
1,390.5 |
1,390.5 |
1,390.5 |
1,385.0 |
| S1 |
1,351.8 |
1,351.8 |
1,368.2 |
1,340.9 |
| S2 |
1,329.9 |
1,329.9 |
1,362.7 |
|
| S3 |
1,269.3 |
1,291.2 |
1,357.1 |
|
| S4 |
1,208.7 |
1,230.6 |
1,340.5 |
|
|
| 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 |
1,368.5 |
60.6 |
4.4% |
20.3 |
1.5% |
9% |
False |
True |
1,702 |
| 10 |
1,429.1 |
1,338.0 |
91.1 |
6.6% |
18.2 |
1.3% |
39% |
False |
False |
2,188 |
| 20 |
1,429.1 |
1,327.1 |
102.0 |
7.4% |
10.5 |
0.8% |
46% |
False |
False |
1,197 |
| 40 |
1,429.1 |
1,280.4 |
148.7 |
10.8% |
7.0 |
0.5% |
63% |
False |
False |
779 |
| 60 |
1,429.1 |
1,233.9 |
195.2 |
14.2% |
4.9 |
0.4% |
72% |
False |
False |
605 |
| 80 |
1,429.1 |
1,167.9 |
261.2 |
19.0% |
4.1 |
0.3% |
79% |
False |
False |
497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,511.8 |
|
2.618 |
1,467.3 |
|
1.618 |
1,440.0 |
|
1.000 |
1,423.1 |
|
0.618 |
1,412.7 |
|
HIGH |
1,395.8 |
|
0.618 |
1,385.4 |
|
0.500 |
1,382.2 |
|
0.382 |
1,378.9 |
|
LOW |
1,368.5 |
|
0.618 |
1,351.6 |
|
1.000 |
1,341.2 |
|
1.618 |
1,324.3 |
|
2.618 |
1,297.0 |
|
4.250 |
1,252.5 |
|
|