| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,791.0 |
2,792.0 |
1.0 |
0.0% |
2,734.0 |
| High |
2,804.0 |
2,797.0 |
-7.0 |
-0.2% |
2,775.0 |
| Low |
2,774.0 |
2,768.0 |
-6.0 |
-0.2% |
2,688.0 |
| Close |
2,790.0 |
2,792.0 |
2.0 |
0.1% |
2,767.0 |
| Range |
30.0 |
29.0 |
-1.0 |
-3.3% |
87.0 |
| ATR |
44.9 |
43.7 |
-1.1 |
-2.5% |
0.0 |
| Volume |
14,191 |
14,631 |
440 |
3.1% |
9,265 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.7 |
2,861.3 |
2,808.0 |
|
| R3 |
2,843.7 |
2,832.3 |
2,800.0 |
|
| R2 |
2,814.7 |
2,814.7 |
2,797.3 |
|
| R1 |
2,803.3 |
2,803.3 |
2,794.7 |
2,806.5 |
| PP |
2,785.7 |
2,785.7 |
2,785.7 |
2,787.3 |
| S1 |
2,774.3 |
2,774.3 |
2,789.3 |
2,777.5 |
| S2 |
2,756.7 |
2,756.7 |
2,786.7 |
|
| S3 |
2,727.7 |
2,745.3 |
2,784.0 |
|
| S4 |
2,698.7 |
2,716.3 |
2,776.1 |
|
|
| 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% |
35.2 |
1.3% |
90% |
False |
False |
7,119 |
| 10 |
2,804.0 |
2,595.0 |
209.0 |
7.5% |
39.3 |
1.4% |
94% |
False |
False |
4,335 |
| 20 |
2,804.0 |
2,535.0 |
269.0 |
9.6% |
41.7 |
1.5% |
96% |
False |
False |
2,276 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.6% |
39.4 |
1.4% |
87% |
False |
False |
1,306 |
| 60 |
2,831.0 |
2,481.0 |
350.0 |
12.5% |
39.7 |
1.4% |
89% |
False |
False |
963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.3 |
|
2.618 |
2,872.9 |
|
1.618 |
2,843.9 |
|
1.000 |
2,826.0 |
|
0.618 |
2,814.9 |
|
HIGH |
2,797.0 |
|
0.618 |
2,785.9 |
|
0.500 |
2,782.5 |
|
0.382 |
2,779.1 |
|
LOW |
2,768.0 |
|
0.618 |
2,750.1 |
|
1.000 |
2,739.0 |
|
1.618 |
2,721.1 |
|
2.618 |
2,692.1 |
|
4.250 |
2,644.8 |
|
|