| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,114.00 |
1,140.00 |
26.00 |
2.3% |
1,113.00 |
| High |
1,139.00 |
1,144.00 |
5.00 |
0.4% |
1,139.00 |
| Low |
1,113.75 |
1,132.00 |
18.25 |
1.6% |
1,112.25 |
| Close |
1,138.00 |
1,132.50 |
-5.50 |
-0.5% |
1,138.00 |
| Range |
25.25 |
12.00 |
-13.25 |
-52.5% |
26.75 |
| ATR |
16.61 |
16.28 |
-0.33 |
-2.0% |
0.00 |
| Volume |
491 |
803 |
312 |
63.5% |
4,266 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,172.25 |
1,164.25 |
1,139.00 |
|
| R3 |
1,160.25 |
1,152.25 |
1,135.75 |
|
| R2 |
1,148.25 |
1,148.25 |
1,134.75 |
|
| R1 |
1,140.25 |
1,140.25 |
1,133.50 |
1,138.25 |
| PP |
1,136.25 |
1,136.25 |
1,136.25 |
1,135.00 |
| S1 |
1,128.25 |
1,128.25 |
1,131.50 |
1,126.25 |
| S2 |
1,124.25 |
1,124.25 |
1,130.25 |
|
| S3 |
1,112.25 |
1,116.25 |
1,129.25 |
|
| S4 |
1,100.25 |
1,104.25 |
1,126.00 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,210.00 |
1,200.75 |
1,152.75 |
|
| R3 |
1,183.25 |
1,174.00 |
1,145.25 |
|
| R2 |
1,156.50 |
1,156.50 |
1,143.00 |
|
| R1 |
1,147.25 |
1,147.25 |
1,140.50 |
1,152.00 |
| PP |
1,129.75 |
1,129.75 |
1,129.75 |
1,132.00 |
| S1 |
1,120.50 |
1,120.50 |
1,135.50 |
1,125.00 |
| S2 |
1,103.00 |
1,103.00 |
1,133.00 |
|
| S3 |
1,076.25 |
1,093.75 |
1,130.75 |
|
| S4 |
1,049.50 |
1,067.00 |
1,123.25 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,195.00 |
|
2.618 |
1,175.50 |
|
1.618 |
1,163.50 |
|
1.000 |
1,156.00 |
|
0.618 |
1,151.50 |
|
HIGH |
1,144.00 |
|
0.618 |
1,139.50 |
|
0.500 |
1,138.00 |
|
0.382 |
1,136.50 |
|
LOW |
1,132.00 |
|
0.618 |
1,124.50 |
|
1.000 |
1,120.00 |
|
1.618 |
1,112.50 |
|
2.618 |
1,100.50 |
|
4.250 |
1,081.00 |
|
|