| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,755.0 |
2,763.0 |
8.0 |
0.3% |
2,749.0 |
| High |
2,775.0 |
2,784.0 |
9.0 |
0.3% |
2,814.0 |
| Low |
2,723.0 |
2,730.0 |
7.0 |
0.3% |
2,696.0 |
| Close |
2,759.0 |
2,739.0 |
-20.0 |
-0.7% |
2,776.0 |
| Range |
52.0 |
54.0 |
2.0 |
3.8% |
118.0 |
| ATR |
48.4 |
48.8 |
0.4 |
0.8% |
0.0 |
| Volume |
1,764 |
523 |
-1,241 |
-70.4% |
10,539 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.0 |
2,880.0 |
2,768.7 |
|
| R3 |
2,859.0 |
2,826.0 |
2,753.9 |
|
| R2 |
2,805.0 |
2,805.0 |
2,748.9 |
|
| R1 |
2,772.0 |
2,772.0 |
2,744.0 |
2,761.5 |
| PP |
2,751.0 |
2,751.0 |
2,751.0 |
2,745.8 |
| S1 |
2,718.0 |
2,718.0 |
2,734.1 |
2,707.5 |
| S2 |
2,697.0 |
2,697.0 |
2,729.1 |
|
| S3 |
2,643.0 |
2,664.0 |
2,724.2 |
|
| S4 |
2,589.0 |
2,610.0 |
2,709.3 |
|
|
| 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% |
57.2 |
2.1% |
44% |
False |
False |
1,988 |
| 10 |
2,814.0 |
2,696.0 |
118.0 |
4.3% |
53.1 |
1.9% |
36% |
False |
False |
4,532 |
| 20 |
2,814.0 |
2,680.0 |
134.0 |
4.9% |
42.3 |
1.5% |
44% |
False |
False |
5,288 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.8% |
41.8 |
1.5% |
69% |
False |
False |
2,842 |
| 60 |
2,831.0 |
2,535.0 |
296.0 |
10.8% |
41.1 |
1.5% |
69% |
False |
False |
2,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,013.5 |
|
2.618 |
2,925.4 |
|
1.618 |
2,871.4 |
|
1.000 |
2,838.0 |
|
0.618 |
2,817.4 |
|
HIGH |
2,784.0 |
|
0.618 |
2,763.4 |
|
0.500 |
2,757.0 |
|
0.382 |
2,750.6 |
|
LOW |
2,730.0 |
|
0.618 |
2,696.6 |
|
1.000 |
2,676.0 |
|
1.618 |
2,642.6 |
|
2.618 |
2,588.6 |
|
4.250 |
2,500.5 |
|
|