| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
9,100 |
9,140 |
40 |
0.4% |
9,175 |
| High |
9,170 |
9,310 |
140 |
1.5% |
9,310 |
| Low |
9,060 |
9,135 |
75 |
0.8% |
8,990 |
| Close |
9,140 |
9,290 |
150 |
1.6% |
9,290 |
| Range |
110 |
175 |
65 |
59.1% |
320 |
| ATR |
125 |
129 |
4 |
2.9% |
0 |
| Volume |
8,796 |
7,021 |
-1,775 |
-20.2% |
29,105 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,770 |
9,705 |
9,386 |
|
| R3 |
9,595 |
9,530 |
9,338 |
|
| R2 |
9,420 |
9,420 |
9,322 |
|
| R1 |
9,355 |
9,355 |
9,306 |
9,388 |
| PP |
9,245 |
9,245 |
9,245 |
9,261 |
| S1 |
9,180 |
9,180 |
9,274 |
9,213 |
| S2 |
9,070 |
9,070 |
9,258 |
|
| S3 |
8,895 |
9,005 |
9,242 |
|
| S4 |
8,720 |
8,830 |
9,194 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,157 |
10,043 |
9,466 |
|
| R3 |
9,837 |
9,723 |
9,378 |
|
| R2 |
9,517 |
9,517 |
9,349 |
|
| R1 |
9,403 |
9,403 |
9,319 |
9,460 |
| PP |
9,197 |
9,197 |
9,197 |
9,225 |
| S1 |
9,083 |
9,083 |
9,261 |
9,140 |
| S2 |
8,877 |
8,877 |
9,231 |
|
| S3 |
8,557 |
8,763 |
9,202 |
|
| S4 |
8,237 |
8,443 |
9,114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,310 |
8,990 |
320 |
3.4% |
147 |
1.6% |
94% |
True |
False |
5,821 |
| 10 |
9,310 |
8,775 |
535 |
5.8% |
173 |
1.9% |
96% |
True |
False |
3,386 |
| 20 |
9,340 |
8,775 |
565 |
6.1% |
117 |
1.3% |
91% |
False |
False |
1,699 |
| 40 |
9,790 |
8,775 |
1,015 |
10.9% |
65 |
0.7% |
51% |
False |
False |
853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,054 |
|
2.618 |
9,768 |
|
1.618 |
9,593 |
|
1.000 |
9,485 |
|
0.618 |
9,418 |
|
HIGH |
9,310 |
|
0.618 |
9,243 |
|
0.500 |
9,223 |
|
0.382 |
9,202 |
|
LOW |
9,135 |
|
0.618 |
9,027 |
|
1.000 |
8,960 |
|
1.618 |
8,852 |
|
2.618 |
8,677 |
|
4.250 |
8,391 |
|
|