Day Change Summary |
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Previous |
Current |
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29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
2,008.14 |
2,021.49 |
13.35 |
0.7% |
1,962.15 |
High |
2,017.24 |
2,029.65 |
12.41 |
0.6% |
2,023.85 |
Low |
2,000.91 |
1,986.33 |
-14.58 |
-0.7% |
1,960.43 |
Close |
2,009.08 |
1,998.04 |
-11.04 |
-0.5% |
2,023.84 |
Range |
16.33 |
43.32 |
26.99 |
165.3% |
63.42 |
ATR |
28.03 |
29.12 |
1.09 |
3.9% |
0.00 |
Volume |
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Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,134.63 |
2,109.66 |
2,021.87 |
|
R3 |
2,091.31 |
2,066.34 |
2,009.95 |
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R2 |
2,047.99 |
2,047.99 |
2,005.98 |
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R1 |
2,023.02 |
2,023.02 |
2,002.01 |
2,013.85 |
PP |
2,004.67 |
2,004.67 |
2,004.67 |
2,000.09 |
S1 |
1,979.70 |
1,979.70 |
1,994.07 |
1,970.53 |
S2 |
1,961.35 |
1,961.35 |
1,990.10 |
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S3 |
1,918.03 |
1,936.38 |
1,986.13 |
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S4 |
1,874.71 |
1,893.06 |
1,974.21 |
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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 |
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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 |
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S3 |
1,875.87 |
1,918.14 |
2,006.40 |
|
S4 |
1,812.45 |
1,854.72 |
1,988.96 |
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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 |
2,029.65 |
1,979.74 |
49.91 |
2.5% |
26.93 |
1.3% |
37% |
True |
False |
|
10 |
2,029.65 |
1,945.52 |
84.13 |
4.2% |
26.31 |
1.3% |
62% |
True |
False |
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20 |
2,029.65 |
1,817.99 |
211.66 |
10.6% |
22.87 |
1.1% |
85% |
True |
False |
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40 |
2,029.65 |
1,747.32 |
282.33 |
14.1% |
25.77 |
1.3% |
89% |
True |
False |
|
60 |
2,029.65 |
1,747.32 |
282.33 |
14.1% |
27.33 |
1.4% |
89% |
True |
False |
|
80 |
2,029.65 |
1,700.04 |
329.61 |
16.5% |
29.83 |
1.5% |
90% |
True |
False |
|
100 |
2,029.65 |
1,700.04 |
329.61 |
16.5% |
32.76 |
1.6% |
90% |
True |
False |
|
120 |
2,059.42 |
1,700.04 |
359.38 |
18.0% |
34.06 |
1.7% |
83% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,213.76 |
2.618 |
2,143.06 |
1.618 |
2,099.74 |
1.000 |
2,072.97 |
0.618 |
2,056.42 |
HIGH |
2,029.65 |
0.618 |
2,013.10 |
0.500 |
2,007.99 |
0.382 |
2,002.88 |
LOW |
1,986.33 |
0.618 |
1,959.56 |
1.000 |
1,943.01 |
1.618 |
1,916.24 |
2.618 |
1,872.92 |
4.250 |
1,802.22 |
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