Day Change Summary |
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Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
6,300.0 |
6,270.5 |
-29.5 |
-0.5% |
6,179.0 |
High |
6,306.5 |
6,302.5 |
-4.0 |
-0.1% |
6,251.0 |
Low |
6,247.5 |
6,253.0 |
5.5 |
0.1% |
6,085.0 |
Close |
6,289.0 |
6,272.0 |
-17.0 |
-0.3% |
6,236.0 |
Range |
59.0 |
49.5 |
-9.5 |
-16.1% |
166.0 |
ATR |
77.7 |
75.7 |
-2.0 |
-2.6% |
0.0 |
Volume |
7,801 |
10,751 |
2,950 |
37.8% |
4,806 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,424.3 |
6,397.7 |
6,299.2 |
|
R3 |
6,374.8 |
6,348.2 |
6,285.6 |
|
R2 |
6,325.3 |
6,325.3 |
6,281.1 |
|
R1 |
6,298.7 |
6,298.7 |
6,276.5 |
6,312.0 |
PP |
6,275.8 |
6,275.8 |
6,275.8 |
6,282.5 |
S1 |
6,249.2 |
6,249.2 |
6,267.5 |
6,262.5 |
S2 |
6,226.3 |
6,226.3 |
6,262.9 |
|
S3 |
6,176.8 |
6,199.7 |
6,258.4 |
|
S4 |
6,127.3 |
6,150.2 |
6,244.8 |
|
|
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 |
6,216.0 |
95.5 |
1.5% |
50.4 |
0.8% |
59% |
False |
False |
5,261 |
10 |
6,311.5 |
6,085.0 |
226.5 |
3.6% |
60.1 |
1.0% |
83% |
False |
False |
2,996 |
20 |
6,311.5 |
5,863.5 |
448.0 |
7.1% |
69.0 |
1.1% |
91% |
False |
False |
1,661 |
40 |
6,409.0 |
5,863.5 |
545.5 |
8.7% |
69.7 |
1.1% |
75% |
False |
False |
876 |
60 |
6,409.0 |
5,844.0 |
565.0 |
9.0% |
72.3 |
1.2% |
76% |
False |
False |
618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,512.9 |
2.618 |
6,432.1 |
1.618 |
6,382.6 |
1.000 |
6,352.0 |
0.618 |
6,333.1 |
HIGH |
6,302.5 |
0.618 |
6,283.6 |
0.500 |
6,277.8 |
0.382 |
6,271.9 |
LOW |
6,253.0 |
0.618 |
6,222.4 |
1.000 |
6,203.5 |
1.618 |
6,172.9 |
2.618 |
6,123.4 |
4.250 |
6,042.6 |
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