| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,021.21 |
2,016.08 |
-5.13 |
-0.3% |
2,021.68 |
| High |
2,024.92 |
2,017.44 |
-7.48 |
-0.4% |
2,029.65 |
| Low |
1,992.65 |
1,996.25 |
3.60 |
0.2% |
1,979.74 |
| Close |
2,006.52 |
2,011.63 |
5.11 |
0.3% |
1,996.60 |
| Range |
32.27 |
21.19 |
-11.08 |
-34.3% |
49.91 |
| ATR |
31.13 |
30.42 |
-0.71 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.01 |
2,063.01 |
2,023.28 |
|
| R3 |
2,050.82 |
2,041.82 |
2,017.46 |
|
| R2 |
2,029.63 |
2,029.63 |
2,015.51 |
|
| R1 |
2,020.63 |
2,020.63 |
2,013.57 |
2,014.54 |
| PP |
2,008.44 |
2,008.44 |
2,008.44 |
2,005.39 |
| S1 |
1,999.44 |
1,999.44 |
2,009.69 |
1,993.35 |
| S2 |
1,987.25 |
1,987.25 |
2,007.75 |
|
| S3 |
1,966.06 |
1,978.25 |
2,005.80 |
|
| S4 |
1,944.87 |
1,957.06 |
1,999.98 |
|
|
| 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 |
2,026.46 |
1,963.68 |
62.78 |
3.1% |
29.44 |
1.5% |
76% |
False |
False |
|
| 10 |
2,029.65 |
1,963.68 |
65.97 |
3.3% |
28.19 |
1.4% |
73% |
False |
False |
|
| 20 |
2,029.65 |
1,879.71 |
149.94 |
7.5% |
25.45 |
1.3% |
88% |
False |
False |
|
| 40 |
2,029.65 |
1,747.32 |
282.33 |
14.0% |
26.55 |
1.3% |
94% |
False |
False |
|
| 60 |
2,029.65 |
1,747.32 |
282.33 |
14.0% |
27.69 |
1.4% |
94% |
False |
False |
|
| 80 |
2,029.65 |
1,700.04 |
329.61 |
16.4% |
29.20 |
1.5% |
95% |
False |
False |
|
| 100 |
2,029.65 |
1,700.04 |
329.61 |
16.4% |
32.09 |
1.6% |
95% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
17.9% |
34.32 |
1.7% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,107.50 |
|
2.618 |
2,072.92 |
|
1.618 |
2,051.73 |
|
1.000 |
2,038.63 |
|
0.618 |
2,030.54 |
|
HIGH |
2,017.44 |
|
0.618 |
2,009.35 |
|
0.500 |
2,006.85 |
|
0.382 |
2,004.34 |
|
LOW |
1,996.25 |
|
0.618 |
1,983.15 |
|
1.000 |
1,975.06 |
|
1.618 |
1,961.96 |
|
2.618 |
1,940.77 |
|
4.250 |
1,906.19 |
|
|