| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
9,575 |
9,575 |
0 |
0.0% |
9,310 |
| High |
9,655 |
9,740 |
85 |
0.9% |
9,665 |
| Low |
9,525 |
9,535 |
10 |
0.1% |
9,190 |
| Close |
9,570 |
9,715 |
145 |
1.5% |
9,570 |
| Range |
130 |
205 |
75 |
57.7% |
475 |
| ATR |
154 |
157 |
4 |
2.4% |
0 |
| Volume |
8,508 |
5,502 |
-3,006 |
-35.3% |
54,009 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,278 |
10,202 |
9,828 |
|
| R3 |
10,073 |
9,997 |
9,772 |
|
| R2 |
9,868 |
9,868 |
9,753 |
|
| R1 |
9,792 |
9,792 |
9,734 |
9,830 |
| PP |
9,663 |
9,663 |
9,663 |
9,683 |
| S1 |
9,587 |
9,587 |
9,696 |
9,625 |
| S2 |
9,458 |
9,458 |
9,678 |
|
| S3 |
9,253 |
9,382 |
9,659 |
|
| S4 |
9,048 |
9,177 |
9,602 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,900 |
10,710 |
9,831 |
|
| R3 |
10,425 |
10,235 |
9,701 |
|
| R2 |
9,950 |
9,950 |
9,657 |
|
| R1 |
9,760 |
9,760 |
9,614 |
9,855 |
| PP |
9,475 |
9,475 |
9,475 |
9,523 |
| S1 |
9,285 |
9,285 |
9,527 |
9,380 |
| S2 |
9,000 |
9,000 |
9,483 |
|
| S3 |
8,525 |
8,810 |
9,440 |
|
| S4 |
8,050 |
8,335 |
9,309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,740 |
9,190 |
550 |
5.7% |
225 |
2.3% |
95% |
True |
False |
10,584 |
| 10 |
9,740 |
8,990 |
750 |
7.7% |
188 |
1.9% |
97% |
True |
False |
8,686 |
| 20 |
9,740 |
8,775 |
965 |
9.9% |
171 |
1.8% |
97% |
True |
False |
4,672 |
| 40 |
9,790 |
8,775 |
1,015 |
10.4% |
96 |
1.0% |
93% |
False |
False |
2,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,611 |
|
2.618 |
10,277 |
|
1.618 |
10,072 |
|
1.000 |
9,945 |
|
0.618 |
9,867 |
|
HIGH |
9,740 |
|
0.618 |
9,662 |
|
0.500 |
9,638 |
|
0.382 |
9,613 |
|
LOW |
9,535 |
|
0.618 |
9,408 |
|
1.000 |
9,330 |
|
1.618 |
9,203 |
|
2.618 |
8,998 |
|
4.250 |
8,664 |
|
|