Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,959.26 |
1,962.15 |
2.89 |
0.1% |
1,908.75 |
High |
1,961.01 |
1,992.80 |
31.79 |
1.6% |
1,961.01 |
Low |
1,945.52 |
1,960.43 |
14.91 |
0.8% |
1,908.41 |
Close |
1,955.83 |
1,989.43 |
33.60 |
1.7% |
1,955.83 |
Range |
15.49 |
32.37 |
16.88 |
109.0% |
52.60 |
ATR |
27.84 |
28.50 |
0.65 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,078.00 |
2,066.08 |
2,007.23 |
|
R3 |
2,045.63 |
2,033.71 |
1,998.33 |
|
R2 |
2,013.26 |
2,013.26 |
1,995.36 |
|
R1 |
2,001.34 |
2,001.34 |
1,992.40 |
2,007.30 |
PP |
1,980.89 |
1,980.89 |
1,980.89 |
1,983.87 |
S1 |
1,968.97 |
1,968.97 |
1,986.46 |
1,974.93 |
S2 |
1,948.52 |
1,948.52 |
1,983.50 |
|
S3 |
1,916.15 |
1,936.60 |
1,980.53 |
|
S4 |
1,883.78 |
1,904.23 |
1,971.63 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,992.80 |
1,913.71 |
79.09 |
4.0% |
22.81 |
1.1% |
96% |
True |
False |
|
10 |
1,992.80 |
1,854.43 |
138.37 |
7.0% |
20.09 |
1.0% |
98% |
True |
False |
|
20 |
1,992.80 |
1,747.32 |
245.48 |
12.3% |
25.42 |
1.3% |
99% |
True |
False |
|
40 |
1,992.80 |
1,747.32 |
245.48 |
12.3% |
25.81 |
1.3% |
99% |
True |
False |
|
60 |
1,992.80 |
1,700.04 |
292.76 |
14.7% |
29.20 |
1.5% |
99% |
True |
False |
|
80 |
1,992.80 |
1,700.04 |
292.76 |
14.7% |
31.17 |
1.6% |
99% |
True |
False |
|
100 |
2,045.86 |
1,700.04 |
345.82 |
17.4% |
35.67 |
1.8% |
84% |
False |
False |
|
120 |
2,059.42 |
1,700.04 |
359.38 |
18.1% |
33.62 |
1.7% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,130.37 |
2.618 |
2,077.54 |
1.618 |
2,045.17 |
1.000 |
2,025.17 |
0.618 |
2,012.80 |
HIGH |
1,992.80 |
0.618 |
1,980.43 |
0.500 |
1,976.62 |
0.382 |
1,972.80 |
LOW |
1,960.43 |
0.618 |
1,940.43 |
1.000 |
1,928.06 |
1.618 |
1,908.06 |
2.618 |
1,875.69 |
4.250 |
1,822.86 |
|
|