Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,664.50 |
1,683.00 |
18.50 |
1.1% |
1,633.00 |
High |
1,684.25 |
1,689.00 |
4.75 |
0.3% |
1,689.00 |
Low |
1,659.75 |
1,672.00 |
12.25 |
0.7% |
1,631.75 |
Close |
1,682.75 |
1,683.50 |
0.75 |
0.0% |
1,683.50 |
Range |
24.50 |
17.00 |
-7.50 |
-30.6% |
57.25 |
ATR |
30.23 |
29.29 |
-0.95 |
-3.1% |
0.00 |
Volume |
34,442 |
227,024 |
192,582 |
559.1% |
271,759 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.50 |
1,725.00 |
1,692.75 |
|
R3 |
1,715.50 |
1,708.00 |
1,688.25 |
|
R2 |
1,698.50 |
1,698.50 |
1,686.50 |
|
R1 |
1,691.00 |
1,691.00 |
1,685.00 |
1,694.75 |
PP |
1,681.50 |
1,681.50 |
1,681.50 |
1,683.50 |
S1 |
1,674.00 |
1,674.00 |
1,682.00 |
1,677.75 |
S2 |
1,664.50 |
1,664.50 |
1,680.50 |
|
S3 |
1,647.50 |
1,657.00 |
1,678.75 |
|
S4 |
1,630.50 |
1,640.00 |
1,674.25 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.75 |
1,819.00 |
1,715.00 |
|
R3 |
1,782.50 |
1,761.75 |
1,699.25 |
|
R2 |
1,725.25 |
1,725.25 |
1,694.00 |
|
R1 |
1,704.50 |
1,704.50 |
1,688.75 |
1,715.00 |
PP |
1,668.00 |
1,668.00 |
1,668.00 |
1,673.25 |
S1 |
1,647.25 |
1,647.25 |
1,678.25 |
1,657.50 |
S2 |
1,610.75 |
1,610.75 |
1,673.00 |
|
S3 |
1,553.50 |
1,590.00 |
1,667.75 |
|
S4 |
1,496.25 |
1,532.75 |
1,652.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,689.00 |
1,599.25 |
89.75 |
5.3% |
27.00 |
1.6% |
94% |
True |
False |
54,995 |
10 |
1,689.00 |
1,582.50 |
106.50 |
6.3% |
30.00 |
1.8% |
95% |
True |
False |
28,132 |
20 |
1,689.00 |
1,559.25 |
129.75 |
7.7% |
30.50 |
1.8% |
96% |
True |
False |
14,574 |
40 |
1,689.00 |
1,503.50 |
185.50 |
11.0% |
29.00 |
1.7% |
97% |
True |
False |
7,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.25 |
2.618 |
1,733.50 |
1.618 |
1,716.50 |
1.000 |
1,706.00 |
0.618 |
1,699.50 |
HIGH |
1,689.00 |
0.618 |
1,682.50 |
0.500 |
1,680.50 |
0.382 |
1,678.50 |
LOW |
1,672.00 |
0.618 |
1,661.50 |
1.000 |
1,655.00 |
1.618 |
1,644.50 |
2.618 |
1,627.50 |
4.250 |
1,599.75 |
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