Day Change Summary |
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Previous |
Current |
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|
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27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,039.5 |
1,042.1 |
2.6 |
0.3% |
1,053.6 |
High |
1,042.1 |
1,042.1 |
0.0 |
0.0% |
1,066.2 |
Low |
1,034.7 |
1,028.0 |
-6.7 |
-0.6% |
1,047.5 |
Close |
1,034.7 |
1,029.9 |
-4.8 |
-0.5% |
1,055.6 |
Range |
7.4 |
14.1 |
6.7 |
90.5% |
18.7 |
ATR |
14.0 |
14.0 |
0.0 |
0.0% |
0.0 |
Volume |
76 |
100 |
24 |
31.6% |
672 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,075.6 |
1,066.9 |
1,037.7 |
|
R3 |
1,061.5 |
1,052.8 |
1,033.8 |
|
R2 |
1,047.4 |
1,047.4 |
1,032.5 |
|
R1 |
1,038.7 |
1,038.7 |
1,031.2 |
1,036.0 |
PP |
1,033.3 |
1,033.3 |
1,033.3 |
1,032.0 |
S1 |
1,024.6 |
1,024.6 |
1,028.6 |
1,021.9 |
S2 |
1,019.2 |
1,019.2 |
1,027.3 |
|
S3 |
1,005.1 |
1,010.5 |
1,026.0 |
|
S4 |
991.0 |
996.4 |
1,022.1 |
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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 |
|
|
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 |
1,028.0 |
37.9 |
3.7% |
12.5 |
1.2% |
5% |
False |
True |
100 |
10 |
1,066.2 |
1,028.0 |
38.2 |
3.7% |
13.0 |
1.3% |
5% |
False |
True |
128 |
20 |
1,070.2 |
986.8 |
83.4 |
8.1% |
13.4 |
1.3% |
52% |
False |
False |
220 |
40 |
1,070.2 |
952.1 |
118.1 |
11.5% |
14.9 |
1.4% |
66% |
False |
False |
3,061 |
60 |
1,070.2 |
930.2 |
140.0 |
13.6% |
14.4 |
1.4% |
71% |
False |
False |
3,542 |
80 |
1,070.2 |
906.4 |
163.8 |
15.9% |
14.1 |
1.4% |
75% |
False |
False |
3,961 |
100 |
1,070.2 |
906.4 |
163.8 |
15.9% |
14.1 |
1.4% |
75% |
False |
False |
3,469 |
120 |
1,070.2 |
906.4 |
163.8 |
15.9% |
14.3 |
1.4% |
75% |
False |
False |
3,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,102.0 |
2.618 |
1,079.0 |
1.618 |
1,064.9 |
1.000 |
1,056.2 |
0.618 |
1,050.8 |
HIGH |
1,042.1 |
0.618 |
1,036.7 |
0.500 |
1,035.1 |
0.382 |
1,033.4 |
LOW |
1,028.0 |
0.618 |
1,019.3 |
1.000 |
1,013.9 |
1.618 |
1,005.2 |
2.618 |
991.1 |
4.250 |
968.1 |
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