| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4,630.0 |
4,661.0 |
31.0 |
0.7% |
4,708.0 |
| High |
4,657.0 |
4,733.0 |
76.0 |
1.6% |
4,710.0 |
| Low |
4,626.0 |
4,646.0 |
20.0 |
0.4% |
4,587.0 |
| Close |
4,649.0 |
4,718.0 |
69.0 |
1.5% |
4,649.0 |
| Range |
31.0 |
87.0 |
56.0 |
180.6% |
123.0 |
| ATR |
54.0 |
56.4 |
2.4 |
4.4% |
0.0 |
| Volume |
16,889 |
34,822 |
17,933 |
106.2% |
134,560 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,960.0 |
4,926.0 |
4,765.9 |
|
| R3 |
4,873.0 |
4,839.0 |
4,741.9 |
|
| R2 |
4,786.0 |
4,786.0 |
4,734.0 |
|
| R1 |
4,752.0 |
4,752.0 |
4,726.0 |
4,769.0 |
| PP |
4,699.0 |
4,699.0 |
4,699.0 |
4,707.5 |
| S1 |
4,665.0 |
4,665.0 |
4,710.0 |
4,682.0 |
| S2 |
4,612.0 |
4,612.0 |
4,702.1 |
|
| S3 |
4,525.0 |
4,578.0 |
4,694.1 |
|
| S4 |
4,438.0 |
4,491.0 |
4,670.2 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,017.7 |
4,956.3 |
4,716.7 |
|
| R3 |
4,894.7 |
4,833.3 |
4,682.8 |
|
| R2 |
4,771.7 |
4,771.7 |
4,671.6 |
|
| R1 |
4,710.3 |
4,710.3 |
4,660.3 |
4,679.5 |
| PP |
4,648.7 |
4,648.7 |
4,648.7 |
4,633.3 |
| S1 |
4,587.3 |
4,587.3 |
4,637.7 |
4,556.5 |
| S2 |
4,525.7 |
4,525.7 |
4,626.5 |
|
| S3 |
4,402.7 |
4,464.3 |
4,615.2 |
|
| S4 |
4,279.7 |
4,341.3 |
4,581.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,733.0 |
4,587.0 |
146.0 |
3.1% |
49.2 |
1.0% |
90% |
True |
False |
29,157 |
| 10 |
4,733.0 |
4,587.0 |
146.0 |
3.1% |
53.2 |
1.1% |
90% |
True |
False |
28,077 |
| 20 |
4,733.0 |
4,573.0 |
160.0 |
3.4% |
50.2 |
1.1% |
91% |
True |
False |
27,302 |
| 40 |
4,733.0 |
4,419.0 |
314.0 |
6.7% |
43.6 |
0.9% |
95% |
True |
False |
23,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,102.8 |
|
2.618 |
4,960.8 |
|
1.618 |
4,873.8 |
|
1.000 |
4,820.0 |
|
0.618 |
4,786.8 |
|
HIGH |
4,733.0 |
|
0.618 |
4,699.8 |
|
0.500 |
4,689.5 |
|
0.382 |
4,679.2 |
|
LOW |
4,646.0 |
|
0.618 |
4,592.2 |
|
1.000 |
4,559.0 |
|
1.618 |
4,505.2 |
|
2.618 |
4,418.2 |
|
4.250 |
4,276.3 |
|
|