| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,698.0 |
2,760.0 |
62.0 |
2.3% |
2,794.0 |
| High |
2,764.0 |
2,780.0 |
16.0 |
0.6% |
2,794.0 |
| Low |
2,676.0 |
2,757.0 |
81.0 |
3.0% |
2,706.0 |
| Close |
2,744.0 |
2,764.0 |
20.0 |
0.7% |
2,717.0 |
| Range |
88.0 |
23.0 |
-65.0 |
-73.9% |
88.0 |
| ATR |
53.6 |
52.3 |
-1.3 |
-2.3% |
0.0 |
| Volume |
161 |
74 |
-87 |
-54.0% |
6,075 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.0 |
2,823.0 |
2,776.7 |
|
| R3 |
2,813.0 |
2,800.0 |
2,770.3 |
|
| R2 |
2,790.0 |
2,790.0 |
2,768.2 |
|
| R1 |
2,777.0 |
2,777.0 |
2,766.1 |
2,783.5 |
| PP |
2,767.0 |
2,767.0 |
2,767.0 |
2,770.3 |
| S1 |
2,754.0 |
2,754.0 |
2,761.9 |
2,760.5 |
| S2 |
2,744.0 |
2,744.0 |
2,759.8 |
|
| S3 |
2,721.0 |
2,731.0 |
2,757.7 |
|
| S4 |
2,698.0 |
2,708.0 |
2,751.4 |
|
|
| 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 |
2,780.0 |
2,671.0 |
109.0 |
3.9% |
58.2 |
2.1% |
85% |
True |
False |
829 |
| 10 |
2,794.0 |
2,671.0 |
123.0 |
4.5% |
57.7 |
2.1% |
76% |
False |
False |
1,409 |
| 20 |
2,814.0 |
2,671.0 |
143.0 |
5.2% |
48.6 |
1.8% |
65% |
False |
False |
5,126 |
| 40 |
2,814.0 |
2,535.0 |
279.0 |
10.1% |
45.3 |
1.6% |
82% |
False |
False |
2,915 |
| 60 |
2,831.0 |
2,535.0 |
296.0 |
10.7% |
43.9 |
1.6% |
77% |
False |
False |
2,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.8 |
|
2.618 |
2,840.2 |
|
1.618 |
2,817.2 |
|
1.000 |
2,803.0 |
|
0.618 |
2,794.2 |
|
HIGH |
2,780.0 |
|
0.618 |
2,771.2 |
|
0.500 |
2,768.5 |
|
0.382 |
2,765.8 |
|
LOW |
2,757.0 |
|
0.618 |
2,742.8 |
|
1.000 |
2,734.0 |
|
1.618 |
2,719.8 |
|
2.618 |
2,696.8 |
|
4.250 |
2,659.3 |
|
|