Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,691.0 |
4,673.0 |
-18.0 |
-0.4% |
4,603.0 |
High |
4,715.0 |
4,694.0 |
-21.0 |
-0.4% |
4,766.0 |
Low |
4,675.0 |
4,666.0 |
-9.0 |
-0.2% |
4,533.0 |
Close |
4,694.0 |
4,687.0 |
-7.0 |
-0.1% |
4,682.0 |
Range |
40.0 |
28.0 |
-12.0 |
-30.0% |
233.0 |
ATR |
59.1 |
56.8 |
-2.2 |
-3.8% |
0.0 |
Volume |
13,926 |
18,401 |
4,475 |
32.1% |
270,459 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,766.3 |
4,754.7 |
4,702.4 |
|
R3 |
4,738.3 |
4,726.7 |
4,694.7 |
|
R2 |
4,710.3 |
4,710.3 |
4,692.1 |
|
R1 |
4,698.7 |
4,698.7 |
4,689.6 |
4,704.5 |
PP |
4,682.3 |
4,682.3 |
4,682.3 |
4,685.3 |
S1 |
4,670.7 |
4,670.7 |
4,684.4 |
4,676.5 |
S2 |
4,654.3 |
4,654.3 |
4,681.9 |
|
S3 |
4,626.3 |
4,642.7 |
4,679.3 |
|
S4 |
4,598.3 |
4,614.7 |
4,671.6 |
|
|
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 |
4,588.0 |
178.0 |
3.8% |
52.4 |
1.1% |
56% |
False |
False |
32,139 |
10 |
4,766.0 |
4,515.0 |
251.0 |
5.4% |
50.9 |
1.1% |
69% |
False |
False |
32,252 |
20 |
4,766.0 |
4,416.0 |
350.0 |
7.5% |
46.0 |
1.0% |
77% |
False |
False |
16,269 |
40 |
4,766.0 |
4,146.0 |
620.0 |
13.2% |
35.4 |
0.8% |
87% |
False |
False |
8,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,813.0 |
2.618 |
4,767.3 |
1.618 |
4,739.3 |
1.000 |
4,722.0 |
0.618 |
4,711.3 |
HIGH |
4,694.0 |
0.618 |
4,683.3 |
0.500 |
4,680.0 |
0.382 |
4,676.7 |
LOW |
4,666.0 |
0.618 |
4,648.7 |
1.000 |
4,638.0 |
1.618 |
4,620.7 |
2.618 |
4,592.7 |
4.250 |
4,547.0 |
|
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