| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,023.00 |
2,008.50 |
-14.50 |
-0.7% |
1,950.25 |
| High |
2,024.50 |
2,018.50 |
-6.00 |
-0.3% |
2,018.75 |
| Low |
2,005.75 |
1,974.75 |
-31.00 |
-1.5% |
1,949.00 |
| Close |
2,004.50 |
2,006.00 |
1.50 |
0.1% |
2,015.75 |
| Range |
18.75 |
43.75 |
25.00 |
133.3% |
69.75 |
| ATR |
23.69 |
25.13 |
1.43 |
6.0% |
0.00 |
| Volume |
118 |
240 |
122 |
103.4% |
450 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.00 |
2,112.25 |
2,030.00 |
|
| R3 |
2,087.25 |
2,068.50 |
2,018.00 |
|
| R2 |
2,043.50 |
2,043.50 |
2,014.00 |
|
| R1 |
2,024.75 |
2,024.75 |
2,010.00 |
2,012.25 |
| PP |
1,999.75 |
1,999.75 |
1,999.75 |
1,993.50 |
| S1 |
1,981.00 |
1,981.00 |
2,002.00 |
1,968.50 |
| S2 |
1,956.00 |
1,956.00 |
1,998.00 |
|
| S3 |
1,912.25 |
1,937.25 |
1,994.00 |
|
| S4 |
1,868.50 |
1,893.50 |
1,982.00 |
|
|
| 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 |
2,204.50 |
|
2.618 |
2,133.00 |
|
1.618 |
2,089.25 |
|
1.000 |
2,062.25 |
|
0.618 |
2,045.50 |
|
HIGH |
2,018.50 |
|
0.618 |
2,001.75 |
|
0.500 |
1,996.50 |
|
0.382 |
1,991.50 |
|
LOW |
1,974.75 |
|
0.618 |
1,947.75 |
|
1.000 |
1,931.00 |
|
1.618 |
1,904.00 |
|
2.618 |
1,860.25 |
|
4.250 |
1,788.75 |
|
|