Day Change Summary |
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Previous |
Current |
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26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,055.6 |
1,039.5 |
-16.1 |
-1.5% |
1,053.6 |
High |
1,055.6 |
1,042.1 |
-13.5 |
-1.3% |
1,066.2 |
Low |
1,039.9 |
1,034.7 |
-5.2 |
-0.5% |
1,047.5 |
Close |
1,042.1 |
1,034.7 |
-7.4 |
-0.7% |
1,055.6 |
Range |
15.7 |
7.4 |
-8.3 |
-52.9% |
18.7 |
ATR |
14.5 |
14.0 |
-0.5 |
-3.5% |
0.0 |
Volume |
116 |
76 |
-40 |
-34.5% |
672 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,059.4 |
1,054.4 |
1,038.8 |
|
R3 |
1,052.0 |
1,047.0 |
1,036.7 |
|
R2 |
1,044.6 |
1,044.6 |
1,036.1 |
|
R1 |
1,039.6 |
1,039.6 |
1,035.4 |
1,038.4 |
PP |
1,037.2 |
1,037.2 |
1,037.2 |
1,036.6 |
S1 |
1,032.2 |
1,032.2 |
1,034.0 |
1,031.0 |
S2 |
1,029.8 |
1,029.8 |
1,033.3 |
|
S3 |
1,022.4 |
1,024.8 |
1,032.7 |
|
S4 |
1,015.0 |
1,017.4 |
1,030.6 |
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Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.5 |
1,102.8 |
1,065.9 |
|
R3 |
1,093.8 |
1,084.1 |
1,060.7 |
|
R2 |
1,075.1 |
1,075.1 |
1,059.0 |
|
R1 |
1,065.4 |
1,065.4 |
1,057.3 |
1,070.3 |
PP |
1,056.4 |
1,056.4 |
1,056.4 |
1,058.9 |
S1 |
1,046.7 |
1,046.7 |
1,053.9 |
1,051.6 |
S2 |
1,037.7 |
1,037.7 |
1,052.2 |
|
S3 |
1,019.0 |
1,028.0 |
1,050.5 |
|
S4 |
1,000.3 |
1,009.3 |
1,045.3 |
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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 |
1,065.9 |
1,034.7 |
31.2 |
3.0% |
13.0 |
1.3% |
0% |
False |
True |
126 |
10 |
1,070.2 |
1,034.7 |
35.5 |
3.4% |
12.9 |
1.2% |
0% |
False |
True |
136 |
20 |
1,070.2 |
986.8 |
83.4 |
8.1% |
13.5 |
1.3% |
57% |
False |
False |
502 |
40 |
1,070.2 |
946.4 |
123.8 |
12.0% |
14.8 |
1.4% |
71% |
False |
False |
3,106 |
60 |
1,070.2 |
930.2 |
140.0 |
13.5% |
14.5 |
1.4% |
75% |
False |
False |
3,693 |
80 |
1,070.2 |
906.4 |
163.8 |
15.8% |
14.0 |
1.4% |
78% |
False |
False |
3,979 |
100 |
1,070.2 |
906.4 |
163.8 |
15.8% |
14.1 |
1.4% |
78% |
False |
False |
3,489 |
120 |
1,070.2 |
906.4 |
163.8 |
15.8% |
14.3 |
1.4% |
78% |
False |
False |
3,109 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,073.6 |
2.618 |
1,061.5 |
1.618 |
1,054.1 |
1.000 |
1,049.5 |
0.618 |
1,046.7 |
HIGH |
1,042.1 |
0.618 |
1,039.3 |
0.500 |
1,038.4 |
0.382 |
1,037.5 |
LOW |
1,034.7 |
0.618 |
1,030.1 |
1.000 |
1,027.3 |
1.618 |
1,022.7 |
2.618 |
1,015.3 |
4.250 |
1,003.3 |
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