| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
9,550 |
9,570 |
20 |
0.2% |
9,575 |
| High |
9,590 |
9,645 |
55 |
0.6% |
9,740 |
| Low |
9,455 |
9,530 |
75 |
0.8% |
9,280 |
| Close |
9,515 |
9,560 |
45 |
0.5% |
9,545 |
| Range |
135 |
115 |
-20 |
-14.8% |
460 |
| ATR |
162 |
160 |
-2 |
-1.4% |
0 |
| Volume |
11,824 |
8,827 |
-2,997 |
-25.3% |
43,661 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,923 |
9,857 |
9,623 |
|
| R3 |
9,808 |
9,742 |
9,592 |
|
| R2 |
9,693 |
9,693 |
9,581 |
|
| R1 |
9,627 |
9,627 |
9,571 |
9,603 |
| PP |
9,578 |
9,578 |
9,578 |
9,566 |
| S1 |
9,512 |
9,512 |
9,550 |
9,488 |
| S2 |
9,463 |
9,463 |
9,539 |
|
| S3 |
9,348 |
9,397 |
9,529 |
|
| S4 |
9,233 |
9,282 |
9,497 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,902 |
10,683 |
9,798 |
|
| R3 |
10,442 |
10,223 |
9,672 |
|
| R2 |
9,982 |
9,982 |
9,629 |
|
| R1 |
9,763 |
9,763 |
9,587 |
9,643 |
| PP |
9,522 |
9,522 |
9,522 |
9,461 |
| S1 |
9,303 |
9,303 |
9,503 |
9,183 |
| S2 |
9,062 |
9,062 |
9,461 |
|
| S3 |
8,602 |
8,843 |
9,419 |
|
| S4 |
8,142 |
8,383 |
9,292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,645 |
9,280 |
365 |
3.8% |
159 |
1.7% |
77% |
True |
False |
8,849 |
| 10 |
9,740 |
9,280 |
460 |
4.8% |
168 |
1.8% |
61% |
False |
False |
8,911 |
| 20 |
9,740 |
8,960 |
780 |
8.2% |
174 |
1.8% |
77% |
False |
False |
7,867 |
| 40 |
9,740 |
8,775 |
965 |
10.1% |
123 |
1.3% |
81% |
False |
False |
3,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,134 |
|
2.618 |
9,946 |
|
1.618 |
9,831 |
|
1.000 |
9,760 |
|
0.618 |
9,716 |
|
HIGH |
9,645 |
|
0.618 |
9,601 |
|
0.500 |
9,588 |
|
0.382 |
9,574 |
|
LOW |
9,530 |
|
0.618 |
9,459 |
|
1.000 |
9,415 |
|
1.618 |
9,344 |
|
2.618 |
9,229 |
|
4.250 |
9,041 |
|
|