Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,716.0 |
4,715.0 |
-1.0 |
0.0% |
4,603.0 |
High |
4,749.0 |
4,739.0 |
-10.0 |
-0.2% |
4,766.0 |
Low |
4,710.0 |
4,699.0 |
-11.0 |
-0.2% |
4,533.0 |
Close |
4,746.0 |
4,726.0 |
-20.0 |
-0.4% |
4,682.0 |
Range |
39.0 |
40.0 |
1.0 |
2.6% |
233.0 |
ATR |
57.2 |
56.5 |
-0.7 |
-1.3% |
0.0 |
Volume |
21,334 |
29,255 |
7,921 |
37.1% |
270,459 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,841.3 |
4,823.7 |
4,748.0 |
|
R3 |
4,801.3 |
4,783.7 |
4,737.0 |
|
R2 |
4,761.3 |
4,761.3 |
4,733.3 |
|
R1 |
4,743.7 |
4,743.7 |
4,729.7 |
4,752.5 |
PP |
4,721.3 |
4,721.3 |
4,721.3 |
4,725.8 |
S1 |
4,703.7 |
4,703.7 |
4,722.3 |
4,712.5 |
S2 |
4,681.3 |
4,681.3 |
4,718.7 |
|
S3 |
4,641.3 |
4,663.7 |
4,715.0 |
|
S4 |
4,601.3 |
4,623.7 |
4,704.0 |
|
|
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 |
4,749.0 |
4,666.0 |
83.0 |
1.8% |
38.4 |
0.8% |
72% |
False |
False |
23,324 |
10 |
4,766.0 |
4,533.0 |
233.0 |
4.9% |
49.9 |
1.1% |
83% |
False |
False |
36,706 |
20 |
4,766.0 |
4,418.0 |
348.0 |
7.4% |
47.0 |
1.0% |
89% |
False |
False |
18,777 |
40 |
4,766.0 |
4,185.0 |
581.0 |
12.3% |
37.4 |
0.8% |
93% |
False |
False |
9,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,909.0 |
2.618 |
4,843.7 |
1.618 |
4,803.7 |
1.000 |
4,779.0 |
0.618 |
4,763.7 |
HIGH |
4,739.0 |
0.618 |
4,723.7 |
0.500 |
4,719.0 |
0.382 |
4,714.3 |
LOW |
4,699.0 |
0.618 |
4,674.3 |
1.000 |
4,659.0 |
1.618 |
4,634.3 |
2.618 |
4,594.3 |
4.250 |
4,529.0 |
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