| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,771.0 |
2,766.0 |
-5.0 |
-0.2% |
2,722.0 |
| High |
2,793.0 |
2,781.0 |
-12.0 |
-0.4% |
2,793.0 |
| Low |
2,749.0 |
2,755.0 |
6.0 |
0.2% |
2,671.0 |
| Close |
2,772.0 |
2,773.0 |
1.0 |
0.0% |
2,773.0 |
| Range |
44.0 |
26.0 |
-18.0 |
-40.9% |
122.0 |
| ATR |
51.7 |
49.9 |
-1.8 |
-3.6% |
0.0 |
| Volume |
130 |
188 |
58 |
44.6% |
855 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.7 |
2,836.3 |
2,787.3 |
|
| R3 |
2,821.7 |
2,810.3 |
2,780.2 |
|
| R2 |
2,795.7 |
2,795.7 |
2,777.8 |
|
| R1 |
2,784.3 |
2,784.3 |
2,775.4 |
2,790.0 |
| PP |
2,769.7 |
2,769.7 |
2,769.7 |
2,772.5 |
| S1 |
2,758.3 |
2,758.3 |
2,770.6 |
2,764.0 |
| S2 |
2,743.7 |
2,743.7 |
2,768.2 |
|
| S3 |
2,717.7 |
2,732.3 |
2,765.9 |
|
| S4 |
2,691.7 |
2,706.3 |
2,758.7 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,111.7 |
3,064.3 |
2,840.1 |
|
| R3 |
2,989.7 |
2,942.3 |
2,806.6 |
|
| R2 |
2,867.7 |
2,867.7 |
2,795.4 |
|
| R1 |
2,820.3 |
2,820.3 |
2,784.2 |
2,844.0 |
| PP |
2,745.7 |
2,745.7 |
2,745.7 |
2,757.5 |
| S1 |
2,698.3 |
2,698.3 |
2,761.8 |
2,722.0 |
| S2 |
2,623.7 |
2,623.7 |
2,750.6 |
|
| S3 |
2,501.7 |
2,576.3 |
2,739.5 |
|
| S4 |
2,379.7 |
2,454.3 |
2,705.9 |
|
|
| 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% |
46.6 |
1.7% |
84% |
False |
False |
171 |
| 10 |
2,794.0 |
2,671.0 |
123.0 |
4.4% |
50.3 |
1.8% |
83% |
False |
False |
693 |
| 20 |
2,814.0 |
2,671.0 |
143.0 |
5.2% |
48.9 |
1.8% |
71% |
False |
False |
4,887 |
| 40 |
2,814.0 |
2,535.0 |
279.0 |
10.1% |
45.9 |
1.7% |
85% |
False |
False |
2,918 |
| 60 |
2,831.0 |
2,535.0 |
296.0 |
10.7% |
42.6 |
1.5% |
80% |
False |
False |
2,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.5 |
|
2.618 |
2,849.1 |
|
1.618 |
2,823.1 |
|
1.000 |
2,807.0 |
|
0.618 |
2,797.1 |
|
HIGH |
2,781.0 |
|
0.618 |
2,771.1 |
|
0.500 |
2,768.0 |
|
0.382 |
2,764.9 |
|
LOW |
2,755.0 |
|
0.618 |
2,738.9 |
|
1.000 |
2,729.0 |
|
1.618 |
2,712.9 |
|
2.618 |
2,686.9 |
|
4.250 |
2,644.5 |
|
|