Day Change Summary |
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Previous |
Current |
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23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,095.62 |
1,080.36 |
-15.26 |
-1.4% |
1,088.22 |
High |
1,095.83 |
1,091.75 |
-4.08 |
-0.4% |
1,101.36 |
Low |
1,075.49 |
1,065.23 |
-10.26 |
-1.0% |
1,074.31 |
Close |
1,079.60 |
1,066.95 |
-12.65 |
-1.2% |
1,079.60 |
Range |
20.34 |
26.52 |
6.18 |
30.4% |
27.05 |
ATR |
15.21 |
16.02 |
0.81 |
5.3% |
0.00 |
Volume |
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Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,154.20 |
1,137.10 |
1,081.54 |
|
R3 |
1,127.68 |
1,110.58 |
1,074.24 |
|
R2 |
1,101.16 |
1,101.16 |
1,071.81 |
|
R1 |
1,084.06 |
1,084.06 |
1,069.38 |
1,079.35 |
PP |
1,074.64 |
1,074.64 |
1,074.64 |
1,072.29 |
S1 |
1,057.54 |
1,057.54 |
1,064.52 |
1,052.83 |
S2 |
1,048.12 |
1,048.12 |
1,062.09 |
|
S3 |
1,021.60 |
1,031.02 |
1,059.66 |
|
S4 |
995.08 |
1,004.50 |
1,052.36 |
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Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.24 |
1,149.97 |
1,094.48 |
|
R3 |
1,139.19 |
1,122.92 |
1,087.04 |
|
R2 |
1,112.14 |
1,112.14 |
1,084.56 |
|
R1 |
1,095.87 |
1,095.87 |
1,082.08 |
1,090.48 |
PP |
1,085.09 |
1,085.09 |
1,085.09 |
1,082.40 |
S1 |
1,068.82 |
1,068.82 |
1,077.12 |
1,063.43 |
S2 |
1,058.04 |
1,058.04 |
1,074.64 |
|
S3 |
1,030.99 |
1,041.77 |
1,072.16 |
|
S4 |
1,003.94 |
1,014.72 |
1,064.72 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,101.36 |
1,065.23 |
36.13 |
3.4% |
20.17 |
1.9% |
5% |
False |
True |
|
10 |
1,101.36 |
1,065.23 |
36.13 |
3.4% |
16.09 |
1.5% |
5% |
False |
True |
|
20 |
1,101.36 |
1,019.95 |
81.41 |
7.6% |
14.79 |
1.4% |
58% |
False |
False |
|
40 |
1,101.36 |
991.97 |
109.39 |
10.3% |
14.31 |
1.3% |
69% |
False |
False |
|
60 |
1,101.36 |
978.51 |
122.85 |
11.5% |
14.40 |
1.3% |
72% |
False |
False |
|
80 |
1,101.36 |
869.32 |
232.04 |
21.7% |
14.43 |
1.4% |
85% |
False |
False |
|
100 |
1,101.36 |
869.32 |
232.04 |
21.7% |
14.80 |
1.4% |
85% |
False |
False |
|
120 |
1,101.36 |
869.32 |
232.04 |
21.7% |
15.58 |
1.5% |
85% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,204.46 |
2.618 |
1,161.18 |
1.618 |
1,134.66 |
1.000 |
1,118.27 |
0.618 |
1,108.14 |
HIGH |
1,091.75 |
0.618 |
1,081.62 |
0.500 |
1,078.49 |
0.382 |
1,075.36 |
LOW |
1,065.23 |
0.618 |
1,048.84 |
1.000 |
1,038.71 |
1.618 |
1,022.32 |
2.618 |
995.80 |
4.250 |
952.52 |
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