| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,794.0 |
2,755.0 |
-39.0 |
-1.4% |
2,749.0 |
| High |
2,794.0 |
2,775.0 |
-19.0 |
-0.7% |
2,814.0 |
| Low |
2,758.0 |
2,723.0 |
-35.0 |
-1.3% |
2,696.0 |
| Close |
2,762.0 |
2,759.0 |
-3.0 |
-0.1% |
2,776.0 |
| Range |
36.0 |
52.0 |
16.0 |
44.4% |
118.0 |
| ATR |
48.1 |
48.4 |
0.3 |
0.6% |
0.0 |
| Volume |
177 |
1,764 |
1,587 |
896.6% |
10,539 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.3 |
2,885.7 |
2,787.6 |
|
| R3 |
2,856.3 |
2,833.7 |
2,773.3 |
|
| R2 |
2,804.3 |
2,804.3 |
2,768.5 |
|
| R1 |
2,781.7 |
2,781.7 |
2,763.8 |
2,793.0 |
| PP |
2,752.3 |
2,752.3 |
2,752.3 |
2,758.0 |
| S1 |
2,729.7 |
2,729.7 |
2,754.2 |
2,741.0 |
| S2 |
2,700.3 |
2,700.3 |
2,749.5 |
|
| S3 |
2,648.3 |
2,677.7 |
2,744.7 |
|
| S4 |
2,596.3 |
2,625.7 |
2,730.4 |
|
|
| 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 |
2,794.0 |
2,696.0 |
98.0 |
3.6% |
58.0 |
2.1% |
64% |
False |
False |
2,251 |
| 10 |
2,814.0 |
2,696.0 |
118.0 |
4.3% |
50.3 |
1.8% |
53% |
False |
False |
6,393 |
| 20 |
2,814.0 |
2,595.0 |
219.0 |
7.9% |
44.8 |
1.6% |
75% |
False |
False |
5,364 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.7% |
41.5 |
1.5% |
76% |
False |
False |
2,831 |
| 60 |
2,831.0 |
2,518.0 |
313.0 |
11.3% |
42.2 |
1.5% |
77% |
False |
False |
1,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,996.0 |
|
2.618 |
2,911.1 |
|
1.618 |
2,859.1 |
|
1.000 |
2,827.0 |
|
0.618 |
2,807.1 |
|
HIGH |
2,775.0 |
|
0.618 |
2,755.1 |
|
0.500 |
2,749.0 |
|
0.382 |
2,742.9 |
|
LOW |
2,723.0 |
|
0.618 |
2,690.9 |
|
1.000 |
2,671.0 |
|
1.618 |
2,638.9 |
|
2.618 |
2,586.9 |
|
4.250 |
2,502.0 |
|
|