| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,715.0 |
2,742.0 |
27.0 |
1.0% |
2,794.0 |
| High |
2,780.0 |
2,761.0 |
-19.0 |
-0.7% |
2,794.0 |
| Low |
2,707.0 |
2,706.0 |
-1.0 |
0.0% |
2,706.0 |
| Close |
2,737.0 |
2,717.0 |
-20.0 |
-0.7% |
2,717.0 |
| Range |
73.0 |
55.0 |
-18.0 |
-24.7% |
88.0 |
| ATR |
50.5 |
50.8 |
0.3 |
0.6% |
0.0 |
| Volume |
3,188 |
423 |
-2,765 |
-86.7% |
6,075 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.0 |
2,860.0 |
2,747.3 |
|
| R3 |
2,838.0 |
2,805.0 |
2,732.1 |
|
| R2 |
2,783.0 |
2,783.0 |
2,727.1 |
|
| R1 |
2,750.0 |
2,750.0 |
2,722.0 |
2,739.0 |
| PP |
2,728.0 |
2,728.0 |
2,728.0 |
2,722.5 |
| S1 |
2,695.0 |
2,695.0 |
2,712.0 |
2,684.0 |
| S2 |
2,673.0 |
2,673.0 |
2,706.9 |
|
| S3 |
2,618.0 |
2,640.0 |
2,701.9 |
|
| S4 |
2,563.0 |
2,585.0 |
2,686.8 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.0 |
2,948.0 |
2,765.4 |
|
| R3 |
2,915.0 |
2,860.0 |
2,741.2 |
|
| R2 |
2,827.0 |
2,827.0 |
2,733.1 |
|
| R1 |
2,772.0 |
2,772.0 |
2,725.1 |
2,755.5 |
| PP |
2,739.0 |
2,739.0 |
2,739.0 |
2,730.8 |
| S1 |
2,684.0 |
2,684.0 |
2,708.9 |
2,667.5 |
| S2 |
2,651.0 |
2,651.0 |
2,700.9 |
|
| S3 |
2,563.0 |
2,596.0 |
2,692.8 |
|
| S4 |
2,475.0 |
2,508.0 |
2,668.6 |
|
|
| 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 |
2,706.0 |
88.0 |
3.2% |
54.0 |
2.0% |
13% |
False |
True |
1,215 |
| 10 |
2,814.0 |
2,696.0 |
118.0 |
4.3% |
56.5 |
2.1% |
18% |
False |
False |
1,661 |
| 20 |
2,814.0 |
2,688.0 |
126.0 |
4.6% |
44.4 |
1.6% |
23% |
False |
False |
5,307 |
| 40 |
2,817.0 |
2,535.0 |
282.0 |
10.4% |
43.2 |
1.6% |
65% |
False |
False |
2,923 |
| 60 |
2,831.0 |
2,535.0 |
296.0 |
10.9% |
42.7 |
1.6% |
61% |
False |
False |
2,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,994.8 |
|
2.618 |
2,905.0 |
|
1.618 |
2,850.0 |
|
1.000 |
2,816.0 |
|
0.618 |
2,795.0 |
|
HIGH |
2,761.0 |
|
0.618 |
2,740.0 |
|
0.500 |
2,733.5 |
|
0.382 |
2,727.0 |
|
LOW |
2,706.0 |
|
0.618 |
2,672.0 |
|
1.000 |
2,651.0 |
|
1.618 |
2,617.0 |
|
2.618 |
2,562.0 |
|
4.250 |
2,472.3 |
|
|