Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,725.0 |
4,710.0 |
-15.0 |
-0.3% |
4,603.0 |
High |
4,766.0 |
4,713.0 |
-53.0 |
-1.1% |
4,766.0 |
Low |
4,706.0 |
4,668.0 |
-38.0 |
-0.8% |
4,533.0 |
Close |
4,727.0 |
4,682.0 |
-45.0 |
-1.0% |
4,682.0 |
Range |
60.0 |
45.0 |
-15.0 |
-25.0% |
233.0 |
ATR |
60.7 |
60.5 |
-0.1 |
-0.2% |
0.0 |
Volume |
36,814 |
33,705 |
-3,109 |
-8.4% |
270,459 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,822.7 |
4,797.3 |
4,706.8 |
|
R3 |
4,777.7 |
4,752.3 |
4,694.4 |
|
R2 |
4,732.7 |
4,732.7 |
4,690.3 |
|
R1 |
4,707.3 |
4,707.3 |
4,686.1 |
4,697.5 |
PP |
4,687.7 |
4,687.7 |
4,687.7 |
4,682.8 |
S1 |
4,662.3 |
4,662.3 |
4,677.9 |
4,652.5 |
S2 |
4,642.7 |
4,642.7 |
4,673.8 |
|
S3 |
4,597.7 |
4,617.3 |
4,669.6 |
|
S4 |
4,552.7 |
4,572.3 |
4,657.3 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,359.3 |
5,253.7 |
4,810.2 |
|
R3 |
5,126.3 |
5,020.7 |
4,746.1 |
|
R2 |
4,893.3 |
4,893.3 |
4,724.7 |
|
R1 |
4,787.7 |
4,787.7 |
4,703.4 |
4,840.5 |
PP |
4,660.3 |
4,660.3 |
4,660.3 |
4,686.8 |
S1 |
4,554.7 |
4,554.7 |
4,660.6 |
4,607.5 |
S2 |
4,427.3 |
4,427.3 |
4,639.3 |
|
S3 |
4,194.3 |
4,321.7 |
4,617.9 |
|
S4 |
3,961.3 |
4,088.7 |
4,553.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,766.0 |
4,533.0 |
233.0 |
5.0% |
65.2 |
1.4% |
64% |
False |
False |
54,091 |
10 |
4,766.0 |
4,453.0 |
313.0 |
6.7% |
52.5 |
1.1% |
73% |
False |
False |
29,135 |
20 |
4,766.0 |
4,350.0 |
416.0 |
8.9% |
46.8 |
1.0% |
80% |
False |
False |
14,676 |
40 |
4,766.0 |
4,109.0 |
657.0 |
14.0% |
34.2 |
0.7% |
87% |
False |
False |
7,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,904.3 |
2.618 |
4,830.8 |
1.618 |
4,785.8 |
1.000 |
4,758.0 |
0.618 |
4,740.8 |
HIGH |
4,713.0 |
0.618 |
4,695.8 |
0.500 |
4,690.5 |
0.382 |
4,685.2 |
LOW |
4,668.0 |
0.618 |
4,640.2 |
1.000 |
4,623.0 |
1.618 |
4,595.2 |
2.618 |
4,550.2 |
4.250 |
4,476.8 |
|
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