Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
6,284.0 |
6,300.0 |
16.0 |
0.3% |
6,179.0 |
High |
6,308.5 |
6,306.5 |
-2.0 |
0.0% |
6,251.0 |
Low |
6,250.5 |
6,247.5 |
-3.0 |
0.0% |
6,085.0 |
Close |
6,299.0 |
6,289.0 |
-10.0 |
-0.2% |
6,236.0 |
Range |
58.0 |
59.0 |
1.0 |
1.7% |
166.0 |
ATR |
79.2 |
77.7 |
-1.4 |
-1.8% |
0.0 |
Volume |
3,484 |
7,801 |
4,317 |
123.9% |
4,806 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,458.0 |
6,432.5 |
6,321.5 |
|
R3 |
6,399.0 |
6,373.5 |
6,305.2 |
|
R2 |
6,340.0 |
6,340.0 |
6,299.8 |
|
R1 |
6,314.5 |
6,314.5 |
6,294.4 |
6,297.8 |
PP |
6,281.0 |
6,281.0 |
6,281.0 |
6,272.6 |
S1 |
6,255.5 |
6,255.5 |
6,283.6 |
6,238.8 |
S2 |
6,222.0 |
6,222.0 |
6,278.2 |
|
S3 |
6,163.0 |
6,196.5 |
6,272.8 |
|
S4 |
6,104.0 |
6,137.5 |
6,256.6 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,688.7 |
6,628.3 |
6,327.3 |
|
R3 |
6,522.7 |
6,462.3 |
6,281.7 |
|
R2 |
6,356.7 |
6,356.7 |
6,266.4 |
|
R1 |
6,296.3 |
6,296.3 |
6,251.2 |
6,326.5 |
PP |
6,190.7 |
6,190.7 |
6,190.7 |
6,205.8 |
S1 |
6,130.3 |
6,130.3 |
6,220.8 |
6,160.5 |
S2 |
6,024.7 |
6,024.7 |
6,205.6 |
|
S3 |
5,858.7 |
5,964.3 |
6,190.4 |
|
S4 |
5,692.7 |
5,798.3 |
6,144.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,311.5 |
6,153.0 |
158.5 |
2.5% |
60.1 |
1.0% |
86% |
False |
False |
3,242 |
10 |
6,311.5 |
6,085.0 |
226.5 |
3.6% |
57.8 |
0.9% |
90% |
False |
False |
1,945 |
20 |
6,311.5 |
5,863.5 |
448.0 |
7.1% |
73.7 |
1.2% |
95% |
False |
False |
1,126 |
40 |
6,409.0 |
5,863.5 |
545.5 |
8.7% |
72.2 |
1.1% |
78% |
False |
False |
616 |
60 |
6,409.0 |
5,844.0 |
565.0 |
9.0% |
73.1 |
1.2% |
79% |
False |
False |
439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,557.3 |
2.618 |
6,461.0 |
1.618 |
6,402.0 |
1.000 |
6,365.5 |
0.618 |
6,343.0 |
HIGH |
6,306.5 |
0.618 |
6,284.0 |
0.500 |
6,277.0 |
0.382 |
6,270.0 |
LOW |
6,247.5 |
0.618 |
6,211.0 |
1.000 |
6,188.5 |
1.618 |
6,152.0 |
2.618 |
6,093.0 |
4.250 |
5,996.8 |
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