| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,760.0 |
2,771.0 |
11.0 |
0.4% |
2,794.0 |
| High |
2,780.0 |
2,793.0 |
13.0 |
0.5% |
2,794.0 |
| Low |
2,757.0 |
2,749.0 |
-8.0 |
-0.3% |
2,706.0 |
| Close |
2,764.0 |
2,772.0 |
8.0 |
0.3% |
2,717.0 |
| Range |
23.0 |
44.0 |
21.0 |
91.3% |
88.0 |
| ATR |
52.3 |
51.7 |
-0.6 |
-1.1% |
0.0 |
| Volume |
74 |
130 |
56 |
75.7% |
6,075 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,903.3 |
2,881.7 |
2,796.2 |
|
| R3 |
2,859.3 |
2,837.7 |
2,784.1 |
|
| R2 |
2,815.3 |
2,815.3 |
2,780.1 |
|
| R1 |
2,793.7 |
2,793.7 |
2,776.0 |
2,804.5 |
| PP |
2,771.3 |
2,771.3 |
2,771.3 |
2,776.8 |
| S1 |
2,749.7 |
2,749.7 |
2,768.0 |
2,760.5 |
| S2 |
2,727.3 |
2,727.3 |
2,763.9 |
|
| S3 |
2,683.3 |
2,705.7 |
2,759.9 |
|
| S4 |
2,639.3 |
2,661.7 |
2,747.8 |
|
|
| 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 |
2,793.0 |
2,671.0 |
122.0 |
4.4% |
52.4 |
1.9% |
83% |
True |
False |
218 |
| 10 |
2,794.0 |
2,671.0 |
123.0 |
4.4% |
55.2 |
2.0% |
82% |
False |
False |
838 |
| 20 |
2,814.0 |
2,671.0 |
143.0 |
5.2% |
48.0 |
1.7% |
71% |
False |
False |
4,993 |
| 40 |
2,814.0 |
2,535.0 |
279.0 |
10.1% |
45.5 |
1.6% |
85% |
False |
False |
2,918 |
| 60 |
2,831.0 |
2,535.0 |
296.0 |
10.7% |
43.8 |
1.6% |
80% |
False |
False |
2,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,980.0 |
|
2.618 |
2,908.2 |
|
1.618 |
2,864.2 |
|
1.000 |
2,837.0 |
|
0.618 |
2,820.2 |
|
HIGH |
2,793.0 |
|
0.618 |
2,776.2 |
|
0.500 |
2,771.0 |
|
0.382 |
2,765.8 |
|
LOW |
2,749.0 |
|
0.618 |
2,721.8 |
|
1.000 |
2,705.0 |
|
1.618 |
2,677.8 |
|
2.618 |
2,633.8 |
|
4.250 |
2,562.0 |
|
|