| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,013.57 |
2,008.14 |
-5.43 |
-0.3% |
1,962.15 |
| High |
2,017.57 |
2,017.24 |
-0.33 |
0.0% |
2,023.85 |
| Low |
1,979.74 |
2,000.91 |
21.17 |
1.1% |
1,960.43 |
| Close |
2,012.43 |
2,009.08 |
-3.35 |
-0.2% |
2,023.84 |
| Range |
37.83 |
16.33 |
-21.50 |
-56.8% |
63.42 |
| ATR |
28.93 |
28.03 |
-0.90 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.07 |
2,049.90 |
2,018.06 |
|
| R3 |
2,041.74 |
2,033.57 |
2,013.57 |
|
| R2 |
2,025.41 |
2,025.41 |
2,012.07 |
|
| R1 |
2,017.24 |
2,017.24 |
2,010.58 |
2,021.33 |
| PP |
2,009.08 |
2,009.08 |
2,009.08 |
2,011.12 |
| S1 |
2,000.91 |
2,000.91 |
2,007.58 |
2,005.00 |
| S2 |
1,992.75 |
1,992.75 |
2,006.09 |
|
| S3 |
1,976.42 |
1,984.58 |
2,004.59 |
|
| S4 |
1,960.09 |
1,968.25 |
2,000.10 |
|
|
| 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% |
25.20 |
1.3% |
70% |
False |
False |
|
| 10 |
2,026.42 |
1,931.72 |
94.70 |
4.7% |
23.75 |
1.2% |
82% |
False |
False |
|
| 20 |
2,026.42 |
1,791.41 |
235.01 |
11.7% |
22.37 |
1.1% |
93% |
False |
False |
|
| 40 |
2,026.42 |
1,747.32 |
279.10 |
13.9% |
25.18 |
1.3% |
94% |
False |
False |
|
| 60 |
2,026.42 |
1,736.99 |
289.43 |
14.4% |
27.49 |
1.4% |
94% |
False |
False |
|
| 80 |
2,026.42 |
1,700.04 |
326.38 |
16.2% |
29.73 |
1.5% |
95% |
False |
False |
|
| 100 |
2,026.42 |
1,700.04 |
326.38 |
16.2% |
32.51 |
1.6% |
95% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
17.9% |
33.78 |
1.7% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,086.64 |
|
2.618 |
2,059.99 |
|
1.618 |
2,043.66 |
|
1.000 |
2,033.57 |
|
0.618 |
2,027.33 |
|
HIGH |
2,017.24 |
|
0.618 |
2,011.00 |
|
0.500 |
2,009.08 |
|
0.382 |
2,007.15 |
|
LOW |
2,000.91 |
|
0.618 |
1,990.82 |
|
1.000 |
1,984.58 |
|
1.618 |
1,974.49 |
|
2.618 |
1,958.16 |
|
4.250 |
1,931.51 |
|
|