| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,722.0 |
2,698.0 |
-24.0 |
-0.9% |
2,794.0 |
| High |
2,723.0 |
2,764.0 |
41.0 |
1.5% |
2,794.0 |
| Low |
2,671.0 |
2,676.0 |
5.0 |
0.2% |
2,706.0 |
| Close |
2,690.0 |
2,744.0 |
54.0 |
2.0% |
2,717.0 |
| Range |
52.0 |
88.0 |
36.0 |
69.2% |
88.0 |
| ATR |
50.9 |
53.6 |
2.6 |
5.2% |
0.0 |
| Volume |
302 |
161 |
-141 |
-46.7% |
6,075 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,992.0 |
2,956.0 |
2,792.4 |
|
| R3 |
2,904.0 |
2,868.0 |
2,768.2 |
|
| R2 |
2,816.0 |
2,816.0 |
2,760.1 |
|
| R1 |
2,780.0 |
2,780.0 |
2,752.1 |
2,798.0 |
| PP |
2,728.0 |
2,728.0 |
2,728.0 |
2,737.0 |
| S1 |
2,692.0 |
2,692.0 |
2,735.9 |
2,710.0 |
| S2 |
2,640.0 |
2,640.0 |
2,727.9 |
|
| S3 |
2,552.0 |
2,604.0 |
2,719.8 |
|
| S4 |
2,464.0 |
2,516.0 |
2,695.6 |
|
|
| 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 |
4.1% |
64.4 |
2.3% |
65% |
False |
False |
919 |
| 10 |
2,794.0 |
2,671.0 |
123.0 |
4.5% |
61.2 |
2.2% |
59% |
False |
False |
1,585 |
| 20 |
2,814.0 |
2,671.0 |
143.0 |
5.2% |
50.1 |
1.8% |
51% |
False |
False |
5,206 |
| 40 |
2,814.0 |
2,535.0 |
279.0 |
10.2% |
45.7 |
1.7% |
75% |
False |
False |
2,934 |
| 60 |
2,831.0 |
2,535.0 |
296.0 |
10.8% |
44.2 |
1.6% |
71% |
False |
False |
2,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,138.0 |
|
2.618 |
2,994.4 |
|
1.618 |
2,906.4 |
|
1.000 |
2,852.0 |
|
0.618 |
2,818.4 |
|
HIGH |
2,764.0 |
|
0.618 |
2,730.4 |
|
0.500 |
2,720.0 |
|
0.382 |
2,709.6 |
|
LOW |
2,676.0 |
|
0.618 |
2,621.6 |
|
1.000 |
2,588.0 |
|
1.618 |
2,533.6 |
|
2.618 |
2,445.6 |
|
4.250 |
2,302.0 |
|
|