Day Change Summary |
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Previous |
Current |
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16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,937.18 |
1,959.26 |
22.08 |
1.1% |
1,908.75 |
High |
1,949.39 |
1,961.01 |
11.62 |
0.6% |
1,961.01 |
Low |
1,931.72 |
1,945.52 |
13.80 |
0.7% |
1,908.41 |
Close |
1,948.11 |
1,955.83 |
7.72 |
0.4% |
1,955.83 |
Range |
17.67 |
15.49 |
-2.18 |
-12.3% |
52.60 |
ATR |
28.79 |
27.84 |
-0.95 |
-3.3% |
0.00 |
Volume |
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Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.59 |
1,993.70 |
1,964.35 |
|
R3 |
1,985.10 |
1,978.21 |
1,960.09 |
|
R2 |
1,969.61 |
1,969.61 |
1,958.67 |
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R1 |
1,962.72 |
1,962.72 |
1,957.25 |
1,958.42 |
PP |
1,954.12 |
1,954.12 |
1,954.12 |
1,951.97 |
S1 |
1,947.23 |
1,947.23 |
1,954.41 |
1,942.93 |
S2 |
1,938.63 |
1,938.63 |
1,952.99 |
|
S3 |
1,923.14 |
1,931.74 |
1,951.57 |
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S4 |
1,907.65 |
1,916.25 |
1,947.31 |
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Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,099.55 |
2,080.29 |
1,984.76 |
|
R3 |
2,046.95 |
2,027.69 |
1,970.30 |
|
R2 |
1,994.35 |
1,994.35 |
1,965.47 |
|
R1 |
1,975.09 |
1,975.09 |
1,960.65 |
1,984.72 |
PP |
1,941.75 |
1,941.75 |
1,941.75 |
1,946.57 |
S1 |
1,922.49 |
1,922.49 |
1,951.01 |
1,932.12 |
S2 |
1,889.15 |
1,889.15 |
1,946.19 |
|
S3 |
1,836.55 |
1,869.89 |
1,941.37 |
|
S4 |
1,783.95 |
1,817.29 |
1,926.90 |
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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 |
1,961.01 |
1,908.41 |
52.60 |
2.7% |
19.58 |
1.0% |
90% |
True |
False |
|
10 |
1,961.01 |
1,851.60 |
109.41 |
5.6% |
18.72 |
1.0% |
95% |
True |
False |
|
20 |
1,961.01 |
1,747.32 |
213.69 |
10.9% |
24.77 |
1.3% |
98% |
True |
False |
|
40 |
1,961.01 |
1,747.32 |
213.69 |
10.9% |
25.73 |
1.3% |
98% |
True |
False |
|
60 |
1,961.01 |
1,700.04 |
260.97 |
13.3% |
29.19 |
1.5% |
98% |
True |
False |
|
80 |
1,961.01 |
1,700.04 |
260.97 |
13.3% |
31.49 |
1.6% |
98% |
True |
False |
|
100 |
2,045.86 |
1,700.04 |
345.82 |
17.7% |
35.61 |
1.8% |
74% |
False |
False |
|
120 |
2,059.42 |
1,700.04 |
359.38 |
18.4% |
33.51 |
1.7% |
71% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,026.84 |
2.618 |
2,001.56 |
1.618 |
1,986.07 |
1.000 |
1,976.50 |
0.618 |
1,970.58 |
HIGH |
1,961.01 |
0.618 |
1,955.09 |
0.500 |
1,953.27 |
0.382 |
1,951.44 |
LOW |
1,945.52 |
0.618 |
1,935.95 |
1.000 |
1,930.03 |
1.618 |
1,920.46 |
2.618 |
1,904.97 |
4.250 |
1,879.69 |
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