| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,391.4 |
1,380.0 |
-11.4 |
-0.8% |
1,399.0 |
| High |
1,395.8 |
1,383.7 |
-12.1 |
-0.9% |
1,429.1 |
| Low |
1,368.5 |
1,365.0 |
-3.5 |
-0.3% |
1,368.5 |
| Close |
1,373.8 |
1,376.8 |
3.0 |
0.2% |
1,373.8 |
| Range |
27.3 |
18.7 |
-8.6 |
-31.5% |
60.6 |
| ATR |
18.4 |
18.4 |
0.0 |
0.1% |
0.0 |
| Volume |
488 |
2,122 |
1,634 |
334.8% |
8,513 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.3 |
1,422.7 |
1,387.1 |
|
| R3 |
1,412.6 |
1,404.0 |
1,381.9 |
|
| R2 |
1,393.9 |
1,393.9 |
1,380.2 |
|
| R1 |
1,385.3 |
1,385.3 |
1,378.5 |
1,380.3 |
| PP |
1,375.2 |
1,375.2 |
1,375.2 |
1,372.6 |
| S1 |
1,366.6 |
1,366.6 |
1,375.1 |
1,361.6 |
| S2 |
1,356.5 |
1,356.5 |
1,373.4 |
|
| S3 |
1,337.8 |
1,347.9 |
1,371.7 |
|
| S4 |
1,319.1 |
1,329.2 |
1,366.5 |
|
|
| 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 |
1,365.0 |
64.1 |
4.7% |
19.5 |
1.4% |
18% |
False |
True |
1,020 |
| 10 |
1,429.1 |
1,338.0 |
91.1 |
6.6% |
20.1 |
1.5% |
43% |
False |
False |
2,373 |
| 20 |
1,429.1 |
1,327.1 |
102.0 |
7.4% |
11.0 |
0.8% |
49% |
False |
False |
1,294 |
| 40 |
1,429.1 |
1,280.4 |
148.7 |
10.8% |
7.4 |
0.5% |
65% |
False |
False |
831 |
| 60 |
1,429.1 |
1,233.9 |
195.2 |
14.2% |
5.2 |
0.4% |
73% |
False |
False |
638 |
| 80 |
1,429.1 |
1,167.9 |
261.2 |
19.0% |
4.2 |
0.3% |
80% |
False |
False |
523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,463.2 |
|
2.618 |
1,432.7 |
|
1.618 |
1,414.0 |
|
1.000 |
1,402.4 |
|
0.618 |
1,395.3 |
|
HIGH |
1,383.7 |
|
0.618 |
1,376.6 |
|
0.500 |
1,374.4 |
|
0.382 |
1,372.1 |
|
LOW |
1,365.0 |
|
0.618 |
1,353.4 |
|
1.000 |
1,346.3 |
|
1.618 |
1,334.7 |
|
2.618 |
1,316.0 |
|
4.250 |
1,285.5 |
|
|