| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,775.0 |
9.0 |
0.3% |
2,722.0 |
| High |
2,781.0 |
2,782.0 |
1.0 |
0.0% |
2,793.0 |
| Low |
2,755.0 |
2,769.0 |
14.0 |
0.5% |
2,671.0 |
| Close |
2,773.0 |
2,775.0 |
2.0 |
0.1% |
2,773.0 |
| Range |
26.0 |
13.0 |
-13.0 |
-50.0% |
122.0 |
| ATR |
49.9 |
47.2 |
-2.6 |
-5.3% |
0.0 |
| Volume |
188 |
127 |
-61 |
-32.4% |
855 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.3 |
2,807.7 |
2,782.2 |
|
| R3 |
2,801.3 |
2,794.7 |
2,778.6 |
|
| R2 |
2,788.3 |
2,788.3 |
2,777.4 |
|
| R1 |
2,781.7 |
2,781.7 |
2,776.2 |
2,781.5 |
| PP |
2,775.3 |
2,775.3 |
2,775.3 |
2,775.3 |
| S1 |
2,768.7 |
2,768.7 |
2,773.8 |
2,768.5 |
| S2 |
2,762.3 |
2,762.3 |
2,772.6 |
|
| S3 |
2,749.3 |
2,755.7 |
2,771.4 |
|
| S4 |
2,736.3 |
2,742.7 |
2,767.9 |
|
|
| 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 |
2,676.0 |
117.0 |
4.2% |
38.8 |
1.4% |
85% |
False |
False |
136 |
| 10 |
2,793.0 |
2,671.0 |
122.0 |
4.4% |
48.0 |
1.7% |
85% |
False |
False |
688 |
| 20 |
2,814.0 |
2,671.0 |
143.0 |
5.2% |
48.0 |
1.7% |
73% |
False |
False |
4,184 |
| 40 |
2,814.0 |
2,535.0 |
279.0 |
10.1% |
45.0 |
1.6% |
86% |
False |
False |
2,918 |
| 60 |
2,831.0 |
2,535.0 |
296.0 |
10.7% |
42.1 |
1.5% |
81% |
False |
False |
2,022 |
| 80 |
2,831.0 |
2,481.0 |
350.0 |
12.6% |
42.0 |
1.5% |
84% |
False |
False |
1,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.3 |
|
2.618 |
2,816.0 |
|
1.618 |
2,803.0 |
|
1.000 |
2,795.0 |
|
0.618 |
2,790.0 |
|
HIGH |
2,782.0 |
|
0.618 |
2,777.0 |
|
0.500 |
2,775.5 |
|
0.382 |
2,774.0 |
|
LOW |
2,769.0 |
|
0.618 |
2,761.0 |
|
1.000 |
2,756.0 |
|
1.618 |
2,748.0 |
|
2.618 |
2,735.0 |
|
4.250 |
2,713.8 |
|
|