| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,711.0 |
2,794.0 |
83.0 |
3.1% |
2,749.0 |
| High |
2,785.0 |
2,794.0 |
9.0 |
0.3% |
2,814.0 |
| Low |
2,710.0 |
2,758.0 |
48.0 |
1.8% |
2,696.0 |
| Close |
2,776.0 |
2,762.0 |
-14.0 |
-0.5% |
2,776.0 |
| Range |
75.0 |
36.0 |
-39.0 |
-52.0% |
118.0 |
| ATR |
49.0 |
48.1 |
-0.9 |
-1.9% |
0.0 |
| Volume |
1,641 |
177 |
-1,464 |
-89.2% |
10,539 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.3 |
2,856.7 |
2,781.8 |
|
| R3 |
2,843.3 |
2,820.7 |
2,771.9 |
|
| R2 |
2,807.3 |
2,807.3 |
2,768.6 |
|
| R1 |
2,784.7 |
2,784.7 |
2,765.3 |
2,778.0 |
| PP |
2,771.3 |
2,771.3 |
2,771.3 |
2,768.0 |
| S1 |
2,748.7 |
2,748.7 |
2,758.7 |
2,742.0 |
| S2 |
2,735.3 |
2,735.3 |
2,755.4 |
|
| S3 |
2,699.3 |
2,712.7 |
2,752.1 |
|
| S4 |
2,663.3 |
2,676.7 |
2,742.2 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.0 |
3,064.0 |
2,840.9 |
|
| R3 |
2,998.0 |
2,946.0 |
2,808.5 |
|
| R2 |
2,880.0 |
2,880.0 |
2,797.6 |
|
| R1 |
2,828.0 |
2,828.0 |
2,786.8 |
2,854.0 |
| PP |
2,762.0 |
2,762.0 |
2,762.0 |
2,775.0 |
| S1 |
2,710.0 |
2,710.0 |
2,765.2 |
2,736.0 |
| S2 |
2,644.0 |
2,644.0 |
2,754.4 |
|
| S3 |
2,526.0 |
2,592.0 |
2,743.6 |
|
| S4 |
2,408.0 |
2,474.0 |
2,711.1 |
|
|
| 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 |
2,696.0 |
118.0 |
4.3% |
55.6 |
2.0% |
56% |
False |
False |
2,133 |
| 10 |
2,814.0 |
2,696.0 |
118.0 |
4.3% |
48.0 |
1.7% |
56% |
False |
False |
7,680 |
| 20 |
2,814.0 |
2,568.0 |
246.0 |
8.9% |
44.3 |
1.6% |
79% |
False |
False |
5,310 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.7% |
40.9 |
1.5% |
77% |
False |
False |
2,787 |
| 60 |
2,831.0 |
2,518.0 |
313.0 |
11.3% |
42.1 |
1.5% |
78% |
False |
False |
1,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.0 |
|
2.618 |
2,888.2 |
|
1.618 |
2,852.2 |
|
1.000 |
2,830.0 |
|
0.618 |
2,816.2 |
|
HIGH |
2,794.0 |
|
0.618 |
2,780.2 |
|
0.500 |
2,776.0 |
|
0.382 |
2,771.8 |
|
LOW |
2,758.0 |
|
0.618 |
2,735.8 |
|
1.000 |
2,722.0 |
|
1.618 |
2,699.8 |
|
2.618 |
2,663.8 |
|
4.250 |
2,605.0 |
|
|