Day Change Summary |
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Previous |
Current |
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04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4,630.0 |
4,606.0 |
-24.0 |
-0.5% |
4,669.0 |
High |
4,664.0 |
4,640.0 |
-24.0 |
-0.5% |
4,720.0 |
Low |
4,620.0 |
4,573.0 |
-47.0 |
-1.0% |
4,576.0 |
Close |
4,637.0 |
4,627.0 |
-10.0 |
-0.2% |
4,586.0 |
Range |
44.0 |
67.0 |
23.0 |
52.3% |
144.0 |
ATR |
54.6 |
55.5 |
0.9 |
1.6% |
0.0 |
Volume |
19,225 |
34,815 |
15,590 |
81.1% |
144,614 |
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Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,814.3 |
4,787.7 |
4,663.9 |
|
R3 |
4,747.3 |
4,720.7 |
4,645.4 |
|
R2 |
4,680.3 |
4,680.3 |
4,639.3 |
|
R1 |
4,653.7 |
4,653.7 |
4,633.1 |
4,667.0 |
PP |
4,613.3 |
4,613.3 |
4,613.3 |
4,620.0 |
S1 |
4,586.7 |
4,586.7 |
4,620.9 |
4,600.0 |
S2 |
4,546.3 |
4,546.3 |
4,614.7 |
|
S3 |
4,479.3 |
4,519.7 |
4,608.6 |
|
S4 |
4,412.3 |
4,452.7 |
4,590.2 |
|
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Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,059.3 |
4,966.7 |
4,665.2 |
|
R3 |
4,915.3 |
4,822.7 |
4,625.6 |
|
R2 |
4,771.3 |
4,771.3 |
4,612.4 |
|
R1 |
4,678.7 |
4,678.7 |
4,599.2 |
4,653.0 |
PP |
4,627.3 |
4,627.3 |
4,627.3 |
4,614.5 |
S1 |
4,534.7 |
4,534.7 |
4,572.8 |
4,509.0 |
S2 |
4,483.3 |
4,483.3 |
4,559.6 |
|
S3 |
4,339.3 |
4,390.7 |
4,546.4 |
|
S4 |
4,195.3 |
4,246.7 |
4,506.8 |
|
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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 |
4,720.0 |
4,573.0 |
147.0 |
3.2% |
62.4 |
1.3% |
37% |
False |
True |
30,893 |
10 |
4,720.0 |
4,573.0 |
147.0 |
3.2% |
48.7 |
1.1% |
37% |
False |
True |
25,066 |
20 |
4,720.0 |
4,551.0 |
169.0 |
3.7% |
44.4 |
1.0% |
45% |
False |
False |
28,589 |
40 |
4,720.0 |
4,320.0 |
400.0 |
8.6% |
37.0 |
0.8% |
77% |
False |
False |
14,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,924.8 |
2.618 |
4,815.4 |
1.618 |
4,748.4 |
1.000 |
4,707.0 |
0.618 |
4,681.4 |
HIGH |
4,640.0 |
0.618 |
4,614.4 |
0.500 |
4,606.5 |
0.382 |
4,598.6 |
LOW |
4,573.0 |
0.618 |
4,531.6 |
1.000 |
4,506.0 |
1.618 |
4,464.6 |
2.618 |
4,397.6 |
4.250 |
4,288.3 |
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