| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,115 |
11,090 |
-25 |
-0.2% |
11,310 |
| High |
11,177 |
11,090 |
-87 |
-0.8% |
11,334 |
| Low |
11,058 |
10,881 |
-177 |
-1.6% |
11,042 |
| Close |
11,105 |
10,916 |
-189 |
-1.7% |
11,083 |
| Range |
119 |
209 |
90 |
75.6% |
292 |
| ATR |
122 |
129 |
7 |
6.0% |
0 |
| Volume |
65 |
57 |
-8 |
-12.3% |
246 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,589 |
11,462 |
11,031 |
|
| R3 |
11,380 |
11,253 |
10,974 |
|
| R2 |
11,171 |
11,171 |
10,954 |
|
| R1 |
11,044 |
11,044 |
10,935 |
11,003 |
| PP |
10,962 |
10,962 |
10,962 |
10,942 |
| S1 |
10,835 |
10,835 |
10,897 |
10,794 |
| S2 |
10,753 |
10,753 |
10,878 |
|
| S3 |
10,544 |
10,626 |
10,859 |
|
| S4 |
10,335 |
10,417 |
10,801 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,029 |
11,848 |
11,244 |
|
| R3 |
11,737 |
11,556 |
11,163 |
|
| R2 |
11,445 |
11,445 |
11,137 |
|
| R1 |
11,264 |
11,264 |
11,110 |
11,209 |
| PP |
11,153 |
11,153 |
11,153 |
11,125 |
| S1 |
10,972 |
10,972 |
11,056 |
10,917 |
| S2 |
10,861 |
10,861 |
11,030 |
|
| S3 |
10,569 |
10,680 |
11,003 |
|
| S4 |
10,277 |
10,388 |
10,923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,267 |
10,881 |
386 |
3.5% |
135 |
1.2% |
9% |
False |
True |
54 |
| 10 |
11,352 |
10,881 |
471 |
4.3% |
129 |
1.2% |
7% |
False |
True |
51 |
| 20 |
11,352 |
10,841 |
511 |
4.7% |
126 |
1.2% |
15% |
False |
False |
66 |
| 40 |
11,352 |
10,512 |
840 |
7.7% |
130 |
1.2% |
48% |
False |
False |
61 |
| 60 |
11,352 |
9,790 |
1,562 |
14.3% |
115 |
1.1% |
72% |
False |
False |
44 |
| 80 |
11,352 |
9,790 |
1,562 |
14.3% |
88 |
0.8% |
72% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,978 |
|
2.618 |
11,637 |
|
1.618 |
11,428 |
|
1.000 |
11,299 |
|
0.618 |
11,219 |
|
HIGH |
11,090 |
|
0.618 |
11,010 |
|
0.500 |
10,986 |
|
0.382 |
10,961 |
|
LOW |
10,881 |
|
0.618 |
10,752 |
|
1.000 |
10,672 |
|
1.618 |
10,543 |
|
2.618 |
10,334 |
|
4.250 |
9,993 |
|
|