| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,917.83 |
1,923.97 |
6.14 |
0.3% |
1,862.88 |
| High |
1,938.01 |
1,942.34 |
4.33 |
0.2% |
1,897.93 |
| Low |
1,913.71 |
1,918.10 |
4.39 |
0.2% |
1,854.43 |
| Close |
1,928.59 |
1,939.60 |
11.01 |
0.6% |
1,892.34 |
| Range |
24.30 |
24.24 |
-0.06 |
-0.2% |
43.50 |
| ATR |
30.07 |
29.65 |
-0.42 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,006.07 |
1,997.07 |
1,952.93 |
|
| R3 |
1,981.83 |
1,972.83 |
1,946.27 |
|
| R2 |
1,957.59 |
1,957.59 |
1,944.04 |
|
| R1 |
1,948.59 |
1,948.59 |
1,941.82 |
1,953.09 |
| PP |
1,933.35 |
1,933.35 |
1,933.35 |
1,935.60 |
| S1 |
1,924.35 |
1,924.35 |
1,937.38 |
1,928.85 |
| S2 |
1,909.11 |
1,909.11 |
1,935.16 |
|
| S3 |
1,884.87 |
1,900.11 |
1,932.93 |
|
| S4 |
1,860.63 |
1,875.87 |
1,926.27 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,012.07 |
1,995.70 |
1,916.27 |
|
| R3 |
1,968.57 |
1,952.20 |
1,904.30 |
|
| R2 |
1,925.07 |
1,925.07 |
1,900.32 |
|
| R1 |
1,908.70 |
1,908.70 |
1,896.33 |
1,916.89 |
| PP |
1,881.57 |
1,881.57 |
1,881.57 |
1,885.66 |
| S1 |
1,865.20 |
1,865.20 |
1,888.35 |
1,873.39 |
| S2 |
1,838.07 |
1,838.07 |
1,884.37 |
|
| S3 |
1,794.57 |
1,821.70 |
1,880.38 |
|
| S4 |
1,751.07 |
1,778.20 |
1,868.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,942.34 |
1,879.71 |
62.63 |
3.2% |
19.22 |
1.0% |
96% |
True |
False |
|
| 10 |
1,942.34 |
1,791.41 |
150.93 |
7.8% |
20.99 |
1.1% |
98% |
True |
False |
|
| 20 |
1,942.34 |
1,747.32 |
195.02 |
10.1% |
26.32 |
1.4% |
99% |
True |
False |
|
| 40 |
1,942.34 |
1,747.32 |
195.02 |
10.1% |
26.77 |
1.4% |
99% |
True |
False |
|
| 60 |
1,942.34 |
1,700.04 |
242.30 |
12.5% |
29.81 |
1.5% |
99% |
True |
False |
|
| 80 |
1,942.34 |
1,700.04 |
242.30 |
12.5% |
32.18 |
1.7% |
99% |
True |
False |
|
| 100 |
2,059.42 |
1,700.04 |
359.38 |
18.5% |
35.90 |
1.9% |
67% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
18.5% |
33.52 |
1.7% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,045.36 |
|
2.618 |
2,005.80 |
|
1.618 |
1,981.56 |
|
1.000 |
1,966.58 |
|
0.618 |
1,957.32 |
|
HIGH |
1,942.34 |
|
0.618 |
1,933.08 |
|
0.500 |
1,930.22 |
|
0.382 |
1,927.36 |
|
LOW |
1,918.10 |
|
0.618 |
1,903.12 |
|
1.000 |
1,893.86 |
|
1.618 |
1,878.88 |
|
2.618 |
1,854.64 |
|
4.250 |
1,815.08 |
|
|