| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
21,470 |
21,250 |
-220 |
-1.0% |
21,995 |
| High |
21,470 |
21,593 |
123 |
0.6% |
22,155 |
| Low |
21,058 |
21,230 |
172 |
0.8% |
21,060 |
| Close |
21,026 |
21,458 |
432 |
2.1% |
21,574 |
| Range |
412 |
363 |
-49 |
-11.9% |
1,095 |
| ATR |
372 |
386 |
14 |
3.7% |
0 |
| Volume |
83 |
96 |
13 |
15.7% |
297 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,516 |
22,350 |
21,658 |
|
| R3 |
22,153 |
21,987 |
21,558 |
|
| R2 |
21,790 |
21,790 |
21,525 |
|
| R1 |
21,624 |
21,624 |
21,491 |
21,707 |
| PP |
21,427 |
21,427 |
21,427 |
21,469 |
| S1 |
21,261 |
21,261 |
21,425 |
21,344 |
| S2 |
21,064 |
21,064 |
21,391 |
|
| S3 |
20,701 |
20,898 |
21,358 |
|
| S4 |
20,338 |
20,535 |
21,258 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,881 |
24,323 |
22,176 |
|
| R3 |
23,786 |
23,228 |
21,875 |
|
| R2 |
22,691 |
22,691 |
21,775 |
|
| R1 |
22,133 |
22,133 |
21,674 |
21,865 |
| PP |
21,596 |
21,596 |
21,596 |
21,462 |
| S1 |
21,038 |
21,038 |
21,474 |
20,770 |
| S2 |
20,501 |
20,501 |
21,373 |
|
| S3 |
19,406 |
19,943 |
21,273 |
|
| S4 |
18,311 |
18,848 |
20,972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,800 |
21,035 |
765 |
3.6% |
319 |
1.5% |
55% |
False |
False |
95 |
| 10 |
22,500 |
21,035 |
1,465 |
6.8% |
272 |
1.3% |
29% |
False |
False |
71 |
| 20 |
22,500 |
20,970 |
1,530 |
7.1% |
192 |
0.9% |
32% |
False |
False |
43 |
| 40 |
22,500 |
20,151 |
2,349 |
10.9% |
193 |
0.9% |
56% |
False |
False |
32 |
| 60 |
22,500 |
19,300 |
3,200 |
14.9% |
172 |
0.8% |
67% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,136 |
|
2.618 |
22,543 |
|
1.618 |
22,180 |
|
1.000 |
21,956 |
|
0.618 |
21,817 |
|
HIGH |
21,593 |
|
0.618 |
21,454 |
|
0.500 |
21,412 |
|
0.382 |
21,369 |
|
LOW |
21,230 |
|
0.618 |
21,006 |
|
1.000 |
20,867 |
|
1.618 |
20,643 |
|
2.618 |
20,280 |
|
4.250 |
19,687 |
|
|