Day Change Summary |
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Previous |
Current |
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22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,979.90 |
1,968.03 |
-11.87 |
-0.6% |
1,908.75 |
High |
1,996.45 |
2,002.46 |
6.01 |
0.3% |
1,961.01 |
Low |
1,972.83 |
1,967.82 |
-5.01 |
-0.3% |
1,908.41 |
Close |
1,982.76 |
1,982.15 |
-0.61 |
0.0% |
1,955.83 |
Range |
23.62 |
34.64 |
11.02 |
46.7% |
52.60 |
ATR |
27.74 |
28.23 |
0.49 |
1.8% |
0.00 |
Volume |
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Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,088.06 |
2,069.75 |
2,001.20 |
|
R3 |
2,053.42 |
2,035.11 |
1,991.68 |
|
R2 |
2,018.78 |
2,018.78 |
1,988.50 |
|
R1 |
2,000.47 |
2,000.47 |
1,985.33 |
2,009.63 |
PP |
1,984.14 |
1,984.14 |
1,984.14 |
1,988.72 |
S1 |
1,965.83 |
1,965.83 |
1,978.97 |
1,974.99 |
S2 |
1,949.50 |
1,949.50 |
1,975.80 |
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S3 |
1,914.86 |
1,931.19 |
1,972.62 |
|
S4 |
1,880.22 |
1,896.55 |
1,963.10 |
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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 |
1,945.52 |
57.27 |
2.9% |
25.69 |
1.3% |
64% |
False |
False |
|
10 |
2,002.79 |
1,879.71 |
123.08 |
6.2% |
22.71 |
1.1% |
83% |
False |
False |
|
20 |
2,002.79 |
1,747.32 |
255.47 |
12.9% |
24.41 |
1.2% |
92% |
False |
False |
|
40 |
2,002.79 |
1,747.32 |
255.47 |
12.9% |
26.07 |
1.3% |
92% |
False |
False |
|
60 |
2,002.79 |
1,700.04 |
302.75 |
15.3% |
28.68 |
1.4% |
93% |
False |
False |
|
80 |
2,002.79 |
1,700.04 |
302.75 |
15.3% |
30.82 |
1.6% |
93% |
False |
False |
|
100 |
2,003.59 |
1,700.04 |
303.55 |
15.3% |
35.48 |
1.8% |
93% |
False |
False |
|
120 |
2,059.42 |
1,700.04 |
359.38 |
18.1% |
33.68 |
1.7% |
78% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,149.68 |
2.618 |
2,093.15 |
1.618 |
2,058.51 |
1.000 |
2,037.10 |
0.618 |
2,023.87 |
HIGH |
2,002.46 |
0.618 |
1,989.23 |
0.500 |
1,985.14 |
0.382 |
1,981.05 |
LOW |
1,967.82 |
0.618 |
1,946.41 |
1.000 |
1,933.18 |
1.618 |
1,911.77 |
2.618 |
1,877.13 |
4.250 |
1,820.60 |
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