Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,688.50 |
1,694.50 |
6.00 |
0.4% |
1,633.00 |
High |
1,702.00 |
1,723.50 |
21.50 |
1.3% |
1,689.00 |
Low |
1,679.75 |
1,693.00 |
13.25 |
0.8% |
1,631.75 |
Close |
1,695.00 |
1,717.75 |
22.75 |
1.3% |
1,683.50 |
Range |
22.25 |
30.50 |
8.25 |
37.1% |
57.25 |
ATR |
28.60 |
28.74 |
0.14 |
0.5% |
0.00 |
Volume |
245,248 |
328,788 |
83,540 |
34.1% |
271,759 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.00 |
1,790.75 |
1,734.50 |
|
R3 |
1,772.50 |
1,760.25 |
1,726.25 |
|
R2 |
1,742.00 |
1,742.00 |
1,723.25 |
|
R1 |
1,729.75 |
1,729.75 |
1,720.50 |
1,736.00 |
PP |
1,711.50 |
1,711.50 |
1,711.50 |
1,714.50 |
S1 |
1,699.25 |
1,699.25 |
1,715.00 |
1,705.50 |
S2 |
1,681.00 |
1,681.00 |
1,712.25 |
|
S3 |
1,650.50 |
1,668.75 |
1,709.25 |
|
S4 |
1,620.00 |
1,638.25 |
1,701.00 |
|
|
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 |
1,723.50 |
1,659.75 |
63.75 |
3.7% |
24.25 |
1.4% |
91% |
True |
False |
224,586 |
10 |
1,723.50 |
1,582.50 |
141.00 |
8.2% |
25.50 |
1.5% |
96% |
True |
False |
113,956 |
20 |
1,723.50 |
1,563.00 |
160.50 |
9.3% |
29.25 |
1.7% |
96% |
True |
False |
57,608 |
40 |
1,723.50 |
1,544.25 |
179.25 |
10.4% |
29.25 |
1.7% |
97% |
True |
False |
28,959 |
60 |
1,723.50 |
1,391.25 |
332.25 |
19.3% |
28.00 |
1.6% |
98% |
True |
False |
19,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,853.00 |
2.618 |
1,803.25 |
1.618 |
1,772.75 |
1.000 |
1,754.00 |
0.618 |
1,742.25 |
HIGH |
1,723.50 |
0.618 |
1,711.75 |
0.500 |
1,708.25 |
0.382 |
1,704.75 |
LOW |
1,693.00 |
0.618 |
1,674.25 |
1.000 |
1,662.50 |
1.618 |
1,643.75 |
2.618 |
1,613.25 |
4.250 |
1,563.50 |
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