Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
2,006.53 |
2,021.68 |
15.15 |
0.8% |
1,962.15 |
High |
2,023.85 |
2,026.42 |
2.57 |
0.1% |
2,023.85 |
Low |
2,002.55 |
2,010.53 |
7.98 |
0.4% |
1,960.43 |
Close |
2,023.84 |
2,010.99 |
-12.85 |
-0.6% |
2,023.84 |
Range |
21.30 |
15.89 |
-5.41 |
-25.4% |
63.42 |
ATR |
29.19 |
28.24 |
-0.95 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.65 |
2,053.21 |
2,019.73 |
|
R3 |
2,047.76 |
2,037.32 |
2,015.36 |
|
R2 |
2,031.87 |
2,031.87 |
2,013.90 |
|
R1 |
2,021.43 |
2,021.43 |
2,012.45 |
2,018.71 |
PP |
2,015.98 |
2,015.98 |
2,015.98 |
2,014.62 |
S1 |
2,005.54 |
2,005.54 |
2,009.53 |
2,002.82 |
S2 |
2,000.09 |
2,000.09 |
2,008.08 |
|
S3 |
1,984.20 |
1,989.65 |
2,006.62 |
|
S4 |
1,968.31 |
1,973.76 |
2,002.25 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,192.97 |
2,171.82 |
2,058.72 |
|
R3 |
2,129.55 |
2,108.40 |
2,041.28 |
|
R2 |
2,066.13 |
2,066.13 |
2,035.47 |
|
R1 |
2,044.98 |
2,044.98 |
2,029.65 |
2,055.56 |
PP |
2,002.71 |
2,002.71 |
2,002.71 |
2,007.99 |
S1 |
1,981.56 |
1,981.56 |
2,018.03 |
1,992.14 |
S2 |
1,939.29 |
1,939.29 |
2,012.21 |
|
S3 |
1,875.87 |
1,918.14 |
2,006.40 |
|
S4 |
1,812.45 |
1,854.72 |
1,988.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,026.42 |
1,967.82 |
58.60 |
2.9% |
23.55 |
1.2% |
74% |
True |
False |
|
10 |
2,026.42 |
1,913.71 |
112.71 |
5.6% |
23.18 |
1.2% |
86% |
True |
False |
|
20 |
2,026.42 |
1,755.38 |
271.04 |
13.5% |
22.29 |
1.1% |
94% |
True |
False |
|
40 |
2,026.42 |
1,747.32 |
279.10 |
13.9% |
24.83 |
1.2% |
94% |
True |
False |
|
60 |
2,026.42 |
1,712.92 |
313.50 |
15.6% |
27.82 |
1.4% |
95% |
True |
False |
|
80 |
2,026.42 |
1,700.04 |
326.38 |
16.2% |
30.36 |
1.5% |
95% |
True |
False |
|
100 |
2,026.42 |
1,700.04 |
326.38 |
16.2% |
35.03 |
1.7% |
95% |
True |
False |
|
120 |
2,059.42 |
1,700.04 |
359.38 |
17.9% |
33.65 |
1.7% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,093.95 |
2.618 |
2,068.02 |
1.618 |
2,052.13 |
1.000 |
2,042.31 |
0.618 |
2,036.24 |
HIGH |
2,026.42 |
0.618 |
2,020.35 |
0.500 |
2,018.48 |
0.382 |
2,016.60 |
LOW |
2,010.53 |
0.618 |
2,000.71 |
1.000 |
1,994.64 |
1.618 |
1,984.82 |
2.618 |
1,968.93 |
4.250 |
1,943.00 |
|
|