Day Change Summary |
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Previous |
Current |
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13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,908.75 |
1,917.83 |
9.08 |
0.5% |
1,862.88 |
High |
1,924.61 |
1,938.01 |
13.40 |
0.7% |
1,897.93 |
Low |
1,908.41 |
1,913.71 |
5.30 |
0.3% |
1,854.43 |
Close |
1,921.67 |
1,928.59 |
6.92 |
0.4% |
1,892.34 |
Range |
16.20 |
24.30 |
8.10 |
50.0% |
43.50 |
ATR |
30.51 |
30.07 |
-0.44 |
-1.5% |
0.00 |
Volume |
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Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.67 |
1,988.43 |
1,941.96 |
|
R3 |
1,975.37 |
1,964.13 |
1,935.27 |
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R2 |
1,951.07 |
1,951.07 |
1,933.05 |
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R1 |
1,939.83 |
1,939.83 |
1,930.82 |
1,945.45 |
PP |
1,926.77 |
1,926.77 |
1,926.77 |
1,929.58 |
S1 |
1,915.53 |
1,915.53 |
1,926.36 |
1,921.15 |
S2 |
1,902.47 |
1,902.47 |
1,924.14 |
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S3 |
1,878.17 |
1,891.23 |
1,921.91 |
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S4 |
1,853.87 |
1,866.93 |
1,915.23 |
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Weekly Pivots for week ending 10-Sep-2010 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.07 |
1,995.70 |
1,916.27 |
|
R3 |
1,968.57 |
1,952.20 |
1,904.30 |
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R2 |
1,925.07 |
1,925.07 |
1,900.32 |
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R1 |
1,908.70 |
1,908.70 |
1,896.33 |
1,916.89 |
PP |
1,881.57 |
1,881.57 |
1,881.57 |
1,885.66 |
S1 |
1,865.20 |
1,865.20 |
1,888.35 |
1,873.39 |
S2 |
1,838.07 |
1,838.07 |
1,884.37 |
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S3 |
1,794.57 |
1,821.70 |
1,880.38 |
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S4 |
1,751.07 |
1,778.20 |
1,868.42 |
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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 |
1,938.01 |
1,863.53 |
74.48 |
3.9% |
19.10 |
1.0% |
87% |
True |
False |
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10 |
1,938.01 |
1,755.38 |
182.63 |
9.5% |
21.18 |
1.1% |
95% |
True |
False |
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20 |
1,938.01 |
1,747.32 |
190.69 |
9.9% |
26.58 |
1.4% |
95% |
True |
False |
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40 |
1,938.01 |
1,747.32 |
190.69 |
9.9% |
27.58 |
1.4% |
95% |
True |
False |
|
60 |
1,939.77 |
1,700.04 |
239.73 |
12.4% |
30.31 |
1.6% |
95% |
False |
False |
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80 |
1,939.77 |
1,700.04 |
239.73 |
12.4% |
32.71 |
1.7% |
95% |
False |
False |
|
100 |
2,059.42 |
1,700.04 |
359.38 |
18.6% |
35.85 |
1.9% |
64% |
False |
False |
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120 |
2,059.42 |
1,700.04 |
359.38 |
18.6% |
33.55 |
1.7% |
64% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,041.29 |
2.618 |
2,001.63 |
1.618 |
1,977.33 |
1.000 |
1,962.31 |
0.618 |
1,953.03 |
HIGH |
1,938.01 |
0.618 |
1,928.73 |
0.500 |
1,925.86 |
0.382 |
1,922.99 |
LOW |
1,913.71 |
0.618 |
1,898.69 |
1.000 |
1,889.41 |
1.618 |
1,874.39 |
2.618 |
1,850.09 |
4.250 |
1,810.44 |
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