| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,758.0 |
2,791.0 |
33.0 |
1.2% |
2,734.0 |
| High |
2,766.0 |
2,804.0 |
38.0 |
1.4% |
2,775.0 |
| Low |
2,757.0 |
2,774.0 |
17.0 |
0.6% |
2,688.0 |
| Close |
2,767.0 |
2,790.0 |
23.0 |
0.8% |
2,767.0 |
| Range |
9.0 |
30.0 |
21.0 |
233.3% |
87.0 |
| ATR |
45.5 |
44.9 |
-0.6 |
-1.3% |
0.0 |
| Volume |
2,318 |
14,191 |
11,873 |
512.2% |
9,265 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.3 |
2,864.7 |
2,806.5 |
|
| R3 |
2,849.3 |
2,834.7 |
2,798.3 |
|
| R2 |
2,819.3 |
2,819.3 |
2,795.5 |
|
| R1 |
2,804.7 |
2,804.7 |
2,792.8 |
2,797.0 |
| PP |
2,789.3 |
2,789.3 |
2,789.3 |
2,785.5 |
| S1 |
2,774.7 |
2,774.7 |
2,787.3 |
2,767.0 |
| S2 |
2,759.3 |
2,759.3 |
2,784.5 |
|
| S3 |
2,729.3 |
2,744.7 |
2,781.8 |
|
| S4 |
2,699.3 |
2,714.7 |
2,773.5 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.3 |
2,972.7 |
2,814.9 |
|
| R3 |
2,917.3 |
2,885.7 |
2,790.9 |
|
| R2 |
2,830.3 |
2,830.3 |
2,783.0 |
|
| R1 |
2,798.7 |
2,798.7 |
2,775.0 |
2,814.5 |
| PP |
2,743.3 |
2,743.3 |
2,743.3 |
2,751.3 |
| S1 |
2,711.7 |
2,711.7 |
2,759.0 |
2,727.5 |
| S2 |
2,656.3 |
2,656.3 |
2,751.1 |
|
| S3 |
2,569.3 |
2,624.7 |
2,743.1 |
|
| S4 |
2,482.3 |
2,537.7 |
2,719.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,804.0 |
2,688.0 |
116.0 |
4.2% |
33.4 |
1.2% |
88% |
True |
False |
4,592 |
| 10 |
2,804.0 |
2,568.0 |
236.0 |
8.5% |
40.5 |
1.5% |
94% |
True |
False |
2,941 |
| 20 |
2,804.0 |
2,535.0 |
269.0 |
9.6% |
41.9 |
1.5% |
95% |
True |
False |
1,653 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.6% |
39.2 |
1.4% |
86% |
False |
False |
941 |
| 60 |
2,831.0 |
2,481.0 |
350.0 |
12.5% |
40.0 |
1.4% |
88% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.5 |
|
2.618 |
2,882.5 |
|
1.618 |
2,852.5 |
|
1.000 |
2,834.0 |
|
0.618 |
2,822.5 |
|
HIGH |
2,804.0 |
|
0.618 |
2,792.5 |
|
0.500 |
2,789.0 |
|
0.382 |
2,785.5 |
|
LOW |
2,774.0 |
|
0.618 |
2,755.5 |
|
1.000 |
2,744.0 |
|
1.618 |
2,725.5 |
|
2.618 |
2,695.5 |
|
4.250 |
2,646.5 |
|
|