| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,792.0 |
2,785.0 |
-7.0 |
-0.3% |
2,791.0 |
| High |
2,814.0 |
2,791.0 |
-23.0 |
-0.8% |
2,804.0 |
| Low |
2,774.0 |
2,733.0 |
-41.0 |
-1.5% |
2,730.0 |
| Close |
2,782.0 |
2,741.0 |
-41.0 |
-1.5% |
2,743.0 |
| Range |
40.0 |
58.0 |
18.0 |
45.0% |
74.0 |
| ATR |
44.4 |
45.3 |
1.0 |
2.2% |
0.0 |
| Volume |
1,174 |
1,836 |
662 |
56.4% |
80,277 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.0 |
2,893.0 |
2,772.9 |
|
| R3 |
2,871.0 |
2,835.0 |
2,757.0 |
|
| R2 |
2,813.0 |
2,813.0 |
2,751.6 |
|
| R1 |
2,777.0 |
2,777.0 |
2,746.3 |
2,766.0 |
| PP |
2,755.0 |
2,755.0 |
2,755.0 |
2,749.5 |
| S1 |
2,719.0 |
2,719.0 |
2,735.7 |
2,708.0 |
| S2 |
2,697.0 |
2,697.0 |
2,730.4 |
|
| S3 |
2,639.0 |
2,661.0 |
2,725.1 |
|
| S4 |
2,581.0 |
2,603.0 |
2,709.1 |
|
|
| 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 |
2,814.0 |
2,730.0 |
84.0 |
3.1% |
49.0 |
1.8% |
13% |
False |
False |
7,077 |
| 10 |
2,814.0 |
2,719.0 |
95.0 |
3.5% |
39.5 |
1.4% |
23% |
False |
False |
8,843 |
| 20 |
2,814.0 |
2,565.0 |
249.0 |
9.1% |
41.6 |
1.5% |
71% |
False |
False |
4,960 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.8% |
39.7 |
1.4% |
70% |
False |
False |
2,600 |
| 60 |
2,831.0 |
2,481.0 |
350.0 |
12.8% |
40.8 |
1.5% |
74% |
False |
False |
1,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,037.5 |
|
2.618 |
2,942.8 |
|
1.618 |
2,884.8 |
|
1.000 |
2,849.0 |
|
0.618 |
2,826.8 |
|
HIGH |
2,791.0 |
|
0.618 |
2,768.8 |
|
0.500 |
2,762.0 |
|
0.382 |
2,755.2 |
|
LOW |
2,733.0 |
|
0.618 |
2,697.2 |
|
1.000 |
2,675.0 |
|
1.618 |
2,639.2 |
|
2.618 |
2,581.2 |
|
4.250 |
2,486.5 |
|
|