Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,710.0 |
4,691.0 |
-19.0 |
-0.4% |
4,603.0 |
High |
4,713.0 |
4,715.0 |
2.0 |
0.0% |
4,766.0 |
Low |
4,668.0 |
4,675.0 |
7.0 |
0.1% |
4,533.0 |
Close |
4,682.0 |
4,694.0 |
12.0 |
0.3% |
4,682.0 |
Range |
45.0 |
40.0 |
-5.0 |
-11.1% |
233.0 |
ATR |
60.5 |
59.1 |
-1.5 |
-2.4% |
0.0 |
Volume |
33,705 |
13,926 |
-19,779 |
-58.7% |
270,459 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,814.7 |
4,794.3 |
4,716.0 |
|
R3 |
4,774.7 |
4,754.3 |
4,705.0 |
|
R2 |
4,734.7 |
4,734.7 |
4,701.3 |
|
R1 |
4,714.3 |
4,714.3 |
4,697.7 |
4,724.5 |
PP |
4,694.7 |
4,694.7 |
4,694.7 |
4,699.8 |
S1 |
4,674.3 |
4,674.3 |
4,690.3 |
4,684.5 |
S2 |
4,654.7 |
4,654.7 |
4,686.7 |
|
S3 |
4,614.7 |
4,634.3 |
4,683.0 |
|
S4 |
4,574.7 |
4,594.3 |
4,672.0 |
|
|
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 |
4,540.0 |
226.0 |
4.8% |
58.6 |
1.2% |
68% |
False |
False |
45,051 |
10 |
4,766.0 |
4,489.0 |
277.0 |
5.9% |
53.1 |
1.1% |
74% |
False |
False |
30,503 |
20 |
4,766.0 |
4,388.0 |
378.0 |
8.1% |
45.3 |
1.0% |
81% |
False |
False |
15,350 |
40 |
4,766.0 |
4,130.0 |
636.0 |
13.5% |
35.1 |
0.7% |
89% |
False |
False |
7,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,885.0 |
2.618 |
4,819.7 |
1.618 |
4,779.7 |
1.000 |
4,755.0 |
0.618 |
4,739.7 |
HIGH |
4,715.0 |
0.618 |
4,699.7 |
0.500 |
4,695.0 |
0.382 |
4,690.3 |
LOW |
4,675.0 |
0.618 |
4,650.3 |
1.000 |
4,635.0 |
1.618 |
4,610.3 |
2.618 |
4,570.3 |
4.250 |
4,505.0 |
|
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