| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,742.0 |
2,722.0 |
-20.0 |
-0.7% |
2,794.0 |
| High |
2,761.0 |
2,723.0 |
-38.0 |
-1.4% |
2,794.0 |
| Low |
2,706.0 |
2,671.0 |
-35.0 |
-1.3% |
2,706.0 |
| Close |
2,717.0 |
2,690.0 |
-27.0 |
-1.0% |
2,717.0 |
| Range |
55.0 |
52.0 |
-3.0 |
-5.5% |
88.0 |
| ATR |
50.8 |
50.9 |
0.1 |
0.2% |
0.0 |
| Volume |
423 |
302 |
-121 |
-28.6% |
6,075 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.7 |
2,822.3 |
2,718.6 |
|
| R3 |
2,798.7 |
2,770.3 |
2,704.3 |
|
| R2 |
2,746.7 |
2,746.7 |
2,699.5 |
|
| R1 |
2,718.3 |
2,718.3 |
2,694.8 |
2,706.5 |
| PP |
2,694.7 |
2,694.7 |
2,694.7 |
2,688.8 |
| S1 |
2,666.3 |
2,666.3 |
2,685.2 |
2,654.5 |
| S2 |
2,642.7 |
2,642.7 |
2,680.5 |
|
| S3 |
2,590.7 |
2,614.3 |
2,675.7 |
|
| S4 |
2,538.7 |
2,562.3 |
2,661.4 |
|
|
| 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 |
2,784.0 |
2,671.0 |
113.0 |
4.2% |
57.2 |
2.1% |
17% |
False |
True |
1,240 |
| 10 |
2,814.0 |
2,671.0 |
143.0 |
5.3% |
56.4 |
2.1% |
13% |
False |
True |
1,686 |
| 20 |
2,814.0 |
2,671.0 |
143.0 |
5.3% |
46.7 |
1.7% |
13% |
False |
True |
5,298 |
| 40 |
2,814.0 |
2,535.0 |
279.0 |
10.4% |
44.4 |
1.6% |
56% |
False |
False |
2,931 |
| 60 |
2,831.0 |
2,535.0 |
296.0 |
11.0% |
43.1 |
1.6% |
52% |
False |
False |
2,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,944.0 |
|
2.618 |
2,859.1 |
|
1.618 |
2,807.1 |
|
1.000 |
2,775.0 |
|
0.618 |
2,755.1 |
|
HIGH |
2,723.0 |
|
0.618 |
2,703.1 |
|
0.500 |
2,697.0 |
|
0.382 |
2,690.9 |
|
LOW |
2,671.0 |
|
0.618 |
2,638.9 |
|
1.000 |
2,619.0 |
|
1.618 |
2,586.9 |
|
2.618 |
2,534.9 |
|
4.250 |
2,450.0 |
|
|