| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,021.68 |
2,013.57 |
-8.11 |
-0.4% |
1,962.15 |
| High |
2,026.42 |
2,017.57 |
-8.85 |
-0.4% |
2,023.85 |
| Low |
2,010.53 |
1,979.74 |
-30.79 |
-1.5% |
1,960.43 |
| Close |
2,010.99 |
2,012.43 |
1.44 |
0.1% |
2,023.84 |
| Range |
15.89 |
37.83 |
21.94 |
138.1% |
63.42 |
| ATR |
28.24 |
28.93 |
0.68 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.74 |
2,102.41 |
2,033.24 |
|
| R3 |
2,078.91 |
2,064.58 |
2,022.83 |
|
| R2 |
2,041.08 |
2,041.08 |
2,019.37 |
|
| R1 |
2,026.75 |
2,026.75 |
2,015.90 |
2,015.00 |
| PP |
2,003.25 |
2,003.25 |
2,003.25 |
1,997.37 |
| S1 |
1,988.92 |
1,988.92 |
2,008.96 |
1,977.17 |
| S2 |
1,965.42 |
1,965.42 |
2,005.49 |
|
| S3 |
1,927.59 |
1,951.09 |
2,002.03 |
|
| S4 |
1,889.76 |
1,913.26 |
1,991.62 |
|
|
| 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 |
2,026.42 |
1,967.82 |
58.60 |
2.9% |
26.66 |
1.3% |
76% |
False |
False |
|
| 10 |
2,026.42 |
1,918.10 |
108.32 |
5.4% |
24.54 |
1.2% |
87% |
False |
False |
|
| 20 |
2,026.42 |
1,755.38 |
271.04 |
13.5% |
22.86 |
1.1% |
95% |
False |
False |
|
| 40 |
2,026.42 |
1,747.32 |
279.10 |
13.9% |
25.20 |
1.3% |
95% |
False |
False |
|
| 60 |
2,026.42 |
1,719.20 |
307.22 |
15.3% |
27.96 |
1.4% |
95% |
False |
False |
|
| 80 |
2,026.42 |
1,700.04 |
326.38 |
16.2% |
30.15 |
1.5% |
96% |
False |
False |
|
| 100 |
2,026.42 |
1,700.04 |
326.38 |
16.2% |
33.29 |
1.7% |
96% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
17.9% |
33.78 |
1.7% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.35 |
|
2.618 |
2,116.61 |
|
1.618 |
2,078.78 |
|
1.000 |
2,055.40 |
|
0.618 |
2,040.95 |
|
HIGH |
2,017.57 |
|
0.618 |
2,003.12 |
|
0.500 |
1,998.66 |
|
0.382 |
1,994.19 |
|
LOW |
1,979.74 |
|
0.618 |
1,956.36 |
|
1.000 |
1,941.91 |
|
1.618 |
1,918.53 |
|
2.618 |
1,880.70 |
|
4.250 |
1,818.96 |
|
|