Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,683.00 |
1,681.50 |
-1.50 |
-0.1% |
1,633.00 |
High |
1,689.00 |
1,691.75 |
2.75 |
0.2% |
1,689.00 |
Low |
1,672.00 |
1,665.25 |
-6.75 |
-0.4% |
1,631.75 |
Close |
1,683.50 |
1,688.00 |
4.50 |
0.3% |
1,683.50 |
Range |
17.00 |
26.50 |
9.50 |
55.9% |
57.25 |
ATR |
29.29 |
29.09 |
-0.20 |
-0.7% |
0.00 |
Volume |
227,024 |
287,428 |
60,404 |
26.6% |
271,759 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.25 |
1,751.00 |
1,702.50 |
|
R3 |
1,734.75 |
1,724.50 |
1,695.25 |
|
R2 |
1,708.25 |
1,708.25 |
1,692.75 |
|
R1 |
1,698.00 |
1,698.00 |
1,690.50 |
1,703.00 |
PP |
1,681.75 |
1,681.75 |
1,681.75 |
1,684.25 |
S1 |
1,671.50 |
1,671.50 |
1,685.50 |
1,676.50 |
S2 |
1,655.25 |
1,655.25 |
1,683.25 |
|
S3 |
1,628.75 |
1,645.00 |
1,680.75 |
|
S4 |
1,602.25 |
1,618.50 |
1,673.50 |
|
|
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 |
1,691.75 |
1,631.75 |
60.00 |
3.6% |
24.75 |
1.5% |
94% |
True |
False |
111,837 |
10 |
1,691.75 |
1,582.50 |
109.25 |
6.5% |
29.00 |
1.7% |
97% |
True |
False |
56,710 |
20 |
1,691.75 |
1,559.25 |
132.50 |
7.8% |
30.00 |
1.8% |
97% |
True |
False |
28,932 |
40 |
1,691.75 |
1,522.00 |
169.75 |
10.1% |
29.00 |
1.7% |
98% |
True |
False |
14,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.50 |
2.618 |
1,761.25 |
1.618 |
1,734.75 |
1.000 |
1,718.25 |
0.618 |
1,708.25 |
HIGH |
1,691.75 |
0.618 |
1,681.75 |
0.500 |
1,678.50 |
0.382 |
1,675.25 |
LOW |
1,665.25 |
0.618 |
1,648.75 |
1.000 |
1,638.75 |
1.618 |
1,622.25 |
2.618 |
1,595.75 |
4.250 |
1,552.50 |
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