| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,968.03 |
2,006.53 |
38.50 |
2.0% |
1,962.15 |
| High |
2,002.46 |
2,023.85 |
21.39 |
1.1% |
2,023.85 |
| Low |
1,967.82 |
2,002.55 |
34.73 |
1.8% |
1,960.43 |
| Close |
1,982.15 |
2,023.84 |
41.69 |
2.1% |
2,023.84 |
| Range |
34.64 |
21.30 |
-13.34 |
-38.5% |
63.42 |
| ATR |
28.23 |
29.19 |
0.96 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.65 |
2,073.54 |
2,035.56 |
|
| R3 |
2,059.35 |
2,052.24 |
2,029.70 |
|
| R2 |
2,038.05 |
2,038.05 |
2,027.75 |
|
| R1 |
2,030.94 |
2,030.94 |
2,025.79 |
2,034.50 |
| PP |
2,016.75 |
2,016.75 |
2,016.75 |
2,018.52 |
| S1 |
2,009.64 |
2,009.64 |
2,021.89 |
2,013.20 |
| S2 |
1,995.45 |
1,995.45 |
2,019.94 |
|
| S3 |
1,974.15 |
1,988.34 |
2,017.98 |
|
| S4 |
1,952.85 |
1,967.04 |
2,012.13 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.97 |
2,171.82 |
2,058.72 |
|
| R3 |
2,129.55 |
2,108.40 |
2,041.28 |
|
| R2 |
2,066.13 |
2,066.13 |
2,035.47 |
|
| R1 |
2,044.98 |
2,044.98 |
2,029.65 |
2,055.56 |
| PP |
2,002.71 |
2,002.71 |
2,002.71 |
2,007.99 |
| S1 |
1,981.56 |
1,981.56 |
2,018.03 |
1,992.14 |
| S2 |
1,939.29 |
1,939.29 |
2,012.21 |
|
| S3 |
1,875.87 |
1,918.14 |
2,006.40 |
|
| S4 |
1,812.45 |
1,854.72 |
1,988.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,023.85 |
1,960.43 |
63.42 |
3.1% |
26.85 |
1.3% |
100% |
True |
False |
|
| 10 |
2,023.85 |
1,908.41 |
115.44 |
5.7% |
23.22 |
1.1% |
100% |
True |
False |
|
| 20 |
2,023.85 |
1,747.32 |
276.53 |
13.7% |
23.84 |
1.2% |
100% |
True |
False |
|
| 40 |
2,023.85 |
1,747.32 |
276.53 |
13.7% |
25.45 |
1.3% |
100% |
True |
False |
|
| 60 |
2,023.85 |
1,700.04 |
323.81 |
16.0% |
28.34 |
1.4% |
100% |
True |
False |
|
| 80 |
2,023.85 |
1,700.04 |
323.81 |
16.0% |
30.50 |
1.5% |
100% |
True |
False |
|
| 100 |
2,023.85 |
1,700.04 |
323.81 |
16.0% |
35.21 |
1.7% |
100% |
True |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
17.8% |
33.69 |
1.7% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,114.38 |
|
2.618 |
2,079.61 |
|
1.618 |
2,058.31 |
|
1.000 |
2,045.15 |
|
0.618 |
2,037.01 |
|
HIGH |
2,023.85 |
|
0.618 |
2,015.71 |
|
0.500 |
2,013.20 |
|
0.382 |
2,010.69 |
|
LOW |
2,002.55 |
|
0.618 |
1,989.39 |
|
1.000 |
1,981.25 |
|
1.618 |
1,968.09 |
|
2.618 |
1,946.79 |
|
4.250 |
1,912.03 |
|
|