Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,962.15 |
1,990.19 |
28.04 |
1.4% |
1,908.75 |
High |
1,992.80 |
2,002.79 |
9.99 |
0.5% |
1,961.01 |
Low |
1,960.43 |
1,980.47 |
20.04 |
1.0% |
1,908.41 |
Close |
1,989.43 |
1,989.11 |
-0.32 |
0.0% |
1,955.83 |
Range |
32.37 |
22.32 |
-10.05 |
-31.0% |
52.60 |
ATR |
28.50 |
28.05 |
-0.44 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,057.75 |
2,045.75 |
2,001.39 |
|
R3 |
2,035.43 |
2,023.43 |
1,995.25 |
|
R2 |
2,013.11 |
2,013.11 |
1,993.20 |
|
R1 |
2,001.11 |
2,001.11 |
1,991.16 |
1,995.95 |
PP |
1,990.79 |
1,990.79 |
1,990.79 |
1,988.21 |
S1 |
1,978.79 |
1,978.79 |
1,987.06 |
1,973.63 |
S2 |
1,968.47 |
1,968.47 |
1,985.02 |
|
S3 |
1,946.15 |
1,956.47 |
1,982.97 |
|
S4 |
1,923.83 |
1,934.15 |
1,976.83 |
|
|
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 |
2,002.79 |
1,918.10 |
84.69 |
4.3% |
22.42 |
1.1% |
84% |
True |
False |
|
10 |
2,002.79 |
1,863.53 |
139.26 |
7.0% |
20.76 |
1.0% |
90% |
True |
False |
|
20 |
2,002.79 |
1,747.32 |
255.47 |
12.8% |
24.79 |
1.2% |
95% |
True |
False |
|
40 |
2,002.79 |
1,747.32 |
255.47 |
12.8% |
25.81 |
1.3% |
95% |
True |
False |
|
60 |
2,002.79 |
1,700.04 |
302.75 |
15.2% |
29.11 |
1.5% |
95% |
True |
False |
|
80 |
2,002.79 |
1,700.04 |
302.75 |
15.2% |
31.05 |
1.6% |
95% |
True |
False |
|
100 |
2,044.39 |
1,700.04 |
344.35 |
17.3% |
35.63 |
1.8% |
84% |
False |
False |
|
120 |
2,059.42 |
1,700.04 |
359.38 |
18.1% |
33.68 |
1.7% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,097.65 |
2.618 |
2,061.22 |
1.618 |
2,038.90 |
1.000 |
2,025.11 |
0.618 |
2,016.58 |
HIGH |
2,002.79 |
0.618 |
1,994.26 |
0.500 |
1,991.63 |
0.382 |
1,989.00 |
LOW |
1,980.47 |
0.618 |
1,966.68 |
1.000 |
1,958.15 |
1.618 |
1,944.36 |
2.618 |
1,922.04 |
4.250 |
1,885.61 |
|
|