Day Change Summary |
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Previous |
Current |
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21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,990.19 |
1,979.90 |
-10.29 |
-0.5% |
1,908.75 |
High |
2,002.79 |
1,996.45 |
-6.34 |
-0.3% |
1,961.01 |
Low |
1,980.47 |
1,972.83 |
-7.64 |
-0.4% |
1,908.41 |
Close |
1,989.11 |
1,982.76 |
-6.35 |
-0.3% |
1,955.83 |
Range |
22.32 |
23.62 |
1.30 |
5.8% |
52.60 |
ATR |
28.05 |
27.74 |
-0.32 |
-1.1% |
0.00 |
Volume |
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Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,054.87 |
2,042.44 |
1,995.75 |
|
R3 |
2,031.25 |
2,018.82 |
1,989.26 |
|
R2 |
2,007.63 |
2,007.63 |
1,987.09 |
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R1 |
1,995.20 |
1,995.20 |
1,984.93 |
2,001.42 |
PP |
1,984.01 |
1,984.01 |
1,984.01 |
1,987.12 |
S1 |
1,971.58 |
1,971.58 |
1,980.59 |
1,977.80 |
S2 |
1,960.39 |
1,960.39 |
1,978.43 |
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S3 |
1,936.77 |
1,947.96 |
1,976.26 |
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S4 |
1,913.15 |
1,924.34 |
1,969.77 |
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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 |
2,002.79 |
1,931.72 |
71.07 |
3.6% |
22.29 |
1.1% |
72% |
False |
False |
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10 |
2,002.79 |
1,879.71 |
123.08 |
6.2% |
20.76 |
1.0% |
84% |
False |
False |
|
20 |
2,002.79 |
1,747.32 |
255.47 |
12.9% |
24.67 |
1.2% |
92% |
False |
False |
|
40 |
2,002.79 |
1,747.32 |
255.47 |
12.9% |
25.90 |
1.3% |
92% |
False |
False |
|
60 |
2,002.79 |
1,700.04 |
302.75 |
15.3% |
29.02 |
1.5% |
93% |
False |
False |
|
80 |
2,002.79 |
1,700.04 |
302.75 |
15.3% |
30.95 |
1.6% |
93% |
False |
False |
|
100 |
2,039.52 |
1,700.04 |
339.48 |
17.1% |
35.42 |
1.8% |
83% |
False |
False |
|
120 |
2,059.42 |
1,700.04 |
359.38 |
18.1% |
33.58 |
1.7% |
79% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,096.84 |
2.618 |
2,058.29 |
1.618 |
2,034.67 |
1.000 |
2,020.07 |
0.618 |
2,011.05 |
HIGH |
1,996.45 |
0.618 |
1,987.43 |
0.500 |
1,984.64 |
0.382 |
1,981.85 |
LOW |
1,972.83 |
0.618 |
1,958.23 |
1.000 |
1,949.21 |
1.618 |
1,934.61 |
2.618 |
1,910.99 |
4.250 |
1,872.45 |
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