| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,800.0 |
2,749.0 |
-51.0 |
-1.8% |
2,791.0 |
| High |
2,802.0 |
2,802.0 |
0.0 |
0.0% |
2,804.0 |
| Low |
2,730.0 |
2,749.0 |
19.0 |
0.7% |
2,730.0 |
| Close |
2,743.0 |
2,786.0 |
43.0 |
1.6% |
2,743.0 |
| Range |
72.0 |
53.0 |
-19.0 |
-26.4% |
74.0 |
| ATR |
43.6 |
44.7 |
1.1 |
2.5% |
0.0 |
| Volume |
9,912 |
50 |
-9,862 |
-99.5% |
80,277 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.0 |
2,915.0 |
2,815.2 |
|
| R3 |
2,885.0 |
2,862.0 |
2,800.6 |
|
| R2 |
2,832.0 |
2,832.0 |
2,795.7 |
|
| R1 |
2,809.0 |
2,809.0 |
2,790.9 |
2,820.5 |
| PP |
2,779.0 |
2,779.0 |
2,779.0 |
2,784.8 |
| S1 |
2,756.0 |
2,756.0 |
2,781.1 |
2,767.5 |
| S2 |
2,726.0 |
2,726.0 |
2,776.3 |
|
| S3 |
2,673.0 |
2,703.0 |
2,771.4 |
|
| S4 |
2,620.0 |
2,650.0 |
2,756.9 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.0 |
2,936.0 |
2,783.7 |
|
| R3 |
2,907.0 |
2,862.0 |
2,763.4 |
|
| R2 |
2,833.0 |
2,833.0 |
2,756.6 |
|
| R1 |
2,788.0 |
2,788.0 |
2,749.8 |
2,773.5 |
| PP |
2,759.0 |
2,759.0 |
2,759.0 |
2,751.8 |
| S1 |
2,714.0 |
2,714.0 |
2,736.2 |
2,699.5 |
| S2 |
2,685.0 |
2,685.0 |
2,729.4 |
|
| S3 |
2,611.0 |
2,640.0 |
2,722.7 |
|
| S4 |
2,537.0 |
2,566.0 |
2,702.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,802.0 |
2,730.0 |
72.0 |
2.6% |
40.4 |
1.5% |
78% |
True |
False |
13,227 |
| 10 |
2,804.0 |
2,688.0 |
116.0 |
4.2% |
36.9 |
1.3% |
84% |
False |
False |
8,909 |
| 20 |
2,804.0 |
2,535.0 |
269.0 |
9.7% |
42.0 |
1.5% |
93% |
False |
False |
4,830 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.6% |
38.4 |
1.4% |
85% |
False |
False |
2,563 |
| 60 |
2,831.0 |
2,481.0 |
350.0 |
12.6% |
40.6 |
1.5% |
87% |
False |
False |
1,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.3 |
|
2.618 |
2,940.8 |
|
1.618 |
2,887.8 |
|
1.000 |
2,855.0 |
|
0.618 |
2,834.8 |
|
HIGH |
2,802.0 |
|
0.618 |
2,781.8 |
|
0.500 |
2,775.5 |
|
0.382 |
2,769.2 |
|
LOW |
2,749.0 |
|
0.618 |
2,716.2 |
|
1.000 |
2,696.0 |
|
1.618 |
2,663.2 |
|
2.618 |
2,610.2 |
|
4.250 |
2,523.8 |
|
|