| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,021.49 |
2,014.47 |
-7.02 |
-0.3% |
2,021.68 |
| High |
2,029.65 |
2,017.23 |
-12.42 |
-0.6% |
2,029.65 |
| Low |
1,986.33 |
1,987.71 |
1.38 |
0.1% |
1,979.74 |
| Close |
1,998.04 |
1,996.60 |
-1.44 |
-0.1% |
1,996.60 |
| Range |
43.32 |
29.52 |
-13.80 |
-31.9% |
49.91 |
| ATR |
29.12 |
29.15 |
0.03 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.07 |
2,072.36 |
2,012.84 |
|
| R3 |
2,059.55 |
2,042.84 |
2,004.72 |
|
| R2 |
2,030.03 |
2,030.03 |
2,002.01 |
|
| R1 |
2,013.32 |
2,013.32 |
1,999.31 |
2,006.92 |
| PP |
2,000.51 |
2,000.51 |
2,000.51 |
1,997.31 |
| S1 |
1,983.80 |
1,983.80 |
1,993.89 |
1,977.40 |
| S2 |
1,970.99 |
1,970.99 |
1,991.19 |
|
| S3 |
1,941.47 |
1,954.28 |
1,988.48 |
|
| S4 |
1,911.95 |
1,924.76 |
1,980.36 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.73 |
2,124.07 |
2,024.05 |
|
| R3 |
2,101.82 |
2,074.16 |
2,010.33 |
|
| R2 |
2,051.91 |
2,051.91 |
2,005.75 |
|
| R1 |
2,024.25 |
2,024.25 |
2,001.18 |
2,013.13 |
| PP |
2,002.00 |
2,002.00 |
2,002.00 |
1,996.43 |
| S1 |
1,974.34 |
1,974.34 |
1,992.02 |
1,963.22 |
| S2 |
1,952.09 |
1,952.09 |
1,987.45 |
|
| S3 |
1,902.18 |
1,924.43 |
1,982.87 |
|
| S4 |
1,852.27 |
1,874.52 |
1,969.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,029.65 |
1,979.74 |
49.91 |
2.5% |
28.58 |
1.4% |
34% |
False |
False |
|
| 10 |
2,029.65 |
1,960.43 |
69.22 |
3.5% |
27.71 |
1.4% |
52% |
False |
False |
|
| 20 |
2,029.65 |
1,851.60 |
178.05 |
8.9% |
23.22 |
1.2% |
81% |
False |
False |
|
| 40 |
2,029.65 |
1,747.32 |
282.33 |
14.1% |
26.13 |
1.3% |
88% |
False |
False |
|
| 60 |
2,029.65 |
1,747.32 |
282.33 |
14.1% |
27.34 |
1.4% |
88% |
False |
False |
|
| 80 |
2,029.65 |
1,700.04 |
329.61 |
16.5% |
29.58 |
1.5% |
90% |
False |
False |
|
| 100 |
2,029.65 |
1,700.04 |
329.61 |
16.5% |
32.57 |
1.6% |
90% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
18.0% |
34.14 |
1.7% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.69 |
|
2.618 |
2,094.51 |
|
1.618 |
2,064.99 |
|
1.000 |
2,046.75 |
|
0.618 |
2,035.47 |
|
HIGH |
2,017.23 |
|
0.618 |
2,005.95 |
|
0.500 |
2,002.47 |
|
0.382 |
1,998.99 |
|
LOW |
1,987.71 |
|
0.618 |
1,969.47 |
|
1.000 |
1,958.19 |
|
1.618 |
1,939.95 |
|
2.618 |
1,910.43 |
|
4.250 |
1,862.25 |
|
|