| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,980.00 |
2,023.00 |
43.00 |
2.2% |
1,950.25 |
| High |
2,018.75 |
2,024.50 |
5.75 |
0.3% |
2,018.75 |
| Low |
1,977.25 |
2,005.75 |
28.50 |
1.4% |
1,949.00 |
| Close |
2,015.75 |
2,004.50 |
-11.25 |
-0.6% |
2,015.75 |
| Range |
41.50 |
18.75 |
-22.75 |
-54.8% |
69.75 |
| ATR |
24.07 |
23.69 |
-0.38 |
-1.6% |
0.00 |
| Volume |
132 |
118 |
-14 |
-10.6% |
450 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,067.75 |
2,055.00 |
2,014.75 |
|
| R3 |
2,049.00 |
2,036.25 |
2,009.75 |
|
| R2 |
2,030.25 |
2,030.25 |
2,008.00 |
|
| R1 |
2,017.50 |
2,017.50 |
2,006.25 |
2,014.50 |
| PP |
2,011.50 |
2,011.50 |
2,011.50 |
2,010.00 |
| S1 |
1,998.75 |
1,998.75 |
2,002.75 |
1,995.75 |
| S2 |
1,992.75 |
1,992.75 |
2,001.00 |
|
| S3 |
1,974.00 |
1,980.00 |
1,999.25 |
|
| S4 |
1,955.25 |
1,961.25 |
1,994.25 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.75 |
2,179.50 |
2,054.00 |
|
| R3 |
2,134.00 |
2,109.75 |
2,035.00 |
|
| R2 |
2,064.25 |
2,064.25 |
2,028.50 |
|
| R1 |
2,040.00 |
2,040.00 |
2,022.25 |
2,052.00 |
| PP |
1,994.50 |
1,994.50 |
1,994.50 |
2,000.50 |
| S1 |
1,970.25 |
1,970.25 |
2,009.25 |
1,982.50 |
| S2 |
1,924.75 |
1,924.75 |
2,003.00 |
|
| S3 |
1,855.00 |
1,900.50 |
1,996.50 |
|
| S4 |
1,785.25 |
1,830.75 |
1,977.50 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.25 |
|
2.618 |
2,073.50 |
|
1.618 |
2,054.75 |
|
1.000 |
2,043.25 |
|
0.618 |
2,036.00 |
|
HIGH |
2,024.50 |
|
0.618 |
2,017.25 |
|
0.500 |
2,015.00 |
|
0.382 |
2,013.00 |
|
LOW |
2,005.75 |
|
0.618 |
1,994.25 |
|
1.000 |
1,987.00 |
|
1.618 |
1,975.50 |
|
2.618 |
1,956.75 |
|
4.250 |
1,926.00 |
|
|