| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,763.0 |
2,715.0 |
-48.0 |
-1.7% |
2,749.0 |
| High |
2,784.0 |
2,780.0 |
-4.0 |
-0.1% |
2,814.0 |
| Low |
2,730.0 |
2,707.0 |
-23.0 |
-0.8% |
2,696.0 |
| Close |
2,739.0 |
2,737.0 |
-2.0 |
-0.1% |
2,776.0 |
| Range |
54.0 |
73.0 |
19.0 |
35.2% |
118.0 |
| ATR |
48.8 |
50.5 |
1.7 |
3.5% |
0.0 |
| Volume |
523 |
3,188 |
2,665 |
509.6% |
10,539 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.3 |
2,921.7 |
2,777.2 |
|
| R3 |
2,887.3 |
2,848.7 |
2,757.1 |
|
| R2 |
2,814.3 |
2,814.3 |
2,750.4 |
|
| R1 |
2,775.7 |
2,775.7 |
2,743.7 |
2,795.0 |
| PP |
2,741.3 |
2,741.3 |
2,741.3 |
2,751.0 |
| S1 |
2,702.7 |
2,702.7 |
2,730.3 |
2,722.0 |
| S2 |
2,668.3 |
2,668.3 |
2,723.6 |
|
| S3 |
2,595.3 |
2,629.7 |
2,716.9 |
|
| S4 |
2,522.3 |
2,556.7 |
2,696.9 |
|
|
| 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 |
2,707.0 |
87.0 |
3.2% |
58.0 |
2.1% |
34% |
False |
True |
1,458 |
| 10 |
2,814.0 |
2,696.0 |
118.0 |
4.3% |
58.2 |
2.1% |
35% |
False |
False |
2,610 |
| 20 |
2,814.0 |
2,688.0 |
126.0 |
4.6% |
44.3 |
1.6% |
39% |
False |
False |
5,367 |
| 40 |
2,818.0 |
2,535.0 |
283.0 |
10.3% |
42.9 |
1.6% |
71% |
False |
False |
2,914 |
| 60 |
2,831.0 |
2,535.0 |
296.0 |
10.8% |
42.1 |
1.5% |
68% |
False |
False |
2,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,090.3 |
|
2.618 |
2,971.1 |
|
1.618 |
2,898.1 |
|
1.000 |
2,853.0 |
|
0.618 |
2,825.1 |
|
HIGH |
2,780.0 |
|
0.618 |
2,752.1 |
|
0.500 |
2,743.5 |
|
0.382 |
2,734.9 |
|
LOW |
2,707.0 |
|
0.618 |
2,661.9 |
|
1.000 |
2,634.0 |
|
1.618 |
2,588.9 |
|
2.618 |
2,515.9 |
|
4.250 |
2,396.8 |
|
|