Day Change Summary |
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Previous |
Current |
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22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,139.49 |
1,131.10 |
-8.39 |
-0.7% |
1,113.38 |
High |
1,144.38 |
1,136.77 |
-7.61 |
-0.7% |
1,131.47 |
Low |
1,131.58 |
1,122.79 |
-8.79 |
-0.8% |
1,113.38 |
Close |
1,134.28 |
1,124.83 |
-9.45 |
-0.8% |
1,125.59 |
Range |
12.80 |
13.98 |
1.18 |
9.2% |
18.09 |
ATR |
14.23 |
14.21 |
-0.02 |
-0.1% |
0.00 |
Volume |
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Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.07 |
1,161.43 |
1,132.52 |
|
R3 |
1,156.09 |
1,147.45 |
1,128.67 |
|
R2 |
1,142.11 |
1,142.11 |
1,127.39 |
|
R1 |
1,133.47 |
1,133.47 |
1,126.11 |
1,130.80 |
PP |
1,128.13 |
1,128.13 |
1,128.13 |
1,126.80 |
S1 |
1,119.49 |
1,119.49 |
1,123.55 |
1,116.82 |
S2 |
1,114.15 |
1,114.15 |
1,122.27 |
|
S3 |
1,100.17 |
1,105.51 |
1,120.99 |
|
S4 |
1,086.19 |
1,091.53 |
1,117.14 |
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Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.75 |
1,169.76 |
1,135.54 |
|
R3 |
1,159.66 |
1,151.67 |
1,130.56 |
|
R2 |
1,141.57 |
1,141.57 |
1,128.91 |
|
R1 |
1,133.58 |
1,133.58 |
1,127.25 |
1,137.58 |
PP |
1,123.48 |
1,123.48 |
1,123.48 |
1,125.48 |
S1 |
1,115.49 |
1,115.49 |
1,123.93 |
1,119.49 |
S2 |
1,105.39 |
1,105.39 |
1,122.27 |
|
S3 |
1,087.30 |
1,097.40 |
1,120.62 |
|
S4 |
1,069.21 |
1,079.31 |
1,115.64 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,148.59 |
1,122.43 |
26.16 |
2.3% |
13.30 |
1.2% |
9% |
False |
False |
|
10 |
1,148.59 |
1,103.92 |
44.67 |
4.0% |
11.41 |
1.0% |
47% |
False |
False |
|
20 |
1,148.59 |
1,039.70 |
108.89 |
9.7% |
13.49 |
1.2% |
78% |
False |
False |
|
40 |
1,148.59 |
1,039.70 |
108.89 |
9.7% |
14.31 |
1.3% |
78% |
False |
False |
|
60 |
1,148.59 |
1,010.91 |
137.68 |
12.2% |
15.71 |
1.4% |
83% |
False |
False |
|
80 |
1,148.59 |
1,010.91 |
137.68 |
12.2% |
16.86 |
1.5% |
83% |
False |
False |
|
100 |
1,197.50 |
1,010.91 |
186.59 |
16.6% |
19.69 |
1.8% |
61% |
False |
False |
|
120 |
1,219.80 |
1,010.91 |
208.89 |
18.6% |
18.68 |
1.7% |
55% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,196.19 |
2.618 |
1,173.37 |
1.618 |
1,159.39 |
1.000 |
1,150.75 |
0.618 |
1,145.41 |
HIGH |
1,136.77 |
0.618 |
1,131.43 |
0.500 |
1,129.78 |
0.382 |
1,128.13 |
LOW |
1,122.79 |
0.618 |
1,114.15 |
1.000 |
1,108.81 |
1.618 |
1,100.17 |
2.618 |
1,086.19 |
4.250 |
1,063.38 |
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