Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
4,745.0 |
4,731.0 |
-14.0 |
-0.3% |
4,691.0 |
High |
4,777.0 |
4,768.0 |
-9.0 |
-0.2% |
4,749.0 |
Low |
4,739.0 |
4,703.0 |
-36.0 |
-0.8% |
4,649.0 |
Close |
4,746.0 |
4,720.0 |
-26.0 |
-0.5% |
4,725.0 |
Range |
38.0 |
65.0 |
27.0 |
71.1% |
100.0 |
ATR |
60.5 |
60.8 |
0.3 |
0.5% |
0.0 |
Volume |
26,561 |
28,797 |
2,236 |
8.4% |
112,125 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,925.3 |
4,887.7 |
4,755.8 |
|
R3 |
4,860.3 |
4,822.7 |
4,737.9 |
|
R2 |
4,795.3 |
4,795.3 |
4,731.9 |
|
R1 |
4,757.7 |
4,757.7 |
4,726.0 |
4,744.0 |
PP |
4,730.3 |
4,730.3 |
4,730.3 |
4,723.5 |
S1 |
4,692.7 |
4,692.7 |
4,714.0 |
4,679.0 |
S2 |
4,665.3 |
4,665.3 |
4,708.1 |
|
S3 |
4,600.3 |
4,627.7 |
4,702.1 |
|
S4 |
4,535.3 |
4,562.7 |
4,684.3 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,007.7 |
4,966.3 |
4,780.0 |
|
R3 |
4,907.7 |
4,866.3 |
4,752.5 |
|
R2 |
4,807.7 |
4,807.7 |
4,743.3 |
|
R1 |
4,766.3 |
4,766.3 |
4,734.2 |
4,787.0 |
PP |
4,707.7 |
4,707.7 |
4,707.7 |
4,718.0 |
S1 |
4,666.3 |
4,666.3 |
4,715.8 |
4,687.0 |
S2 |
4,607.7 |
4,607.7 |
4,706.7 |
|
S3 |
4,507.7 |
4,566.3 |
4,697.5 |
|
S4 |
4,407.7 |
4,466.3 |
4,670.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,779.0 |
4,649.0 |
130.0 |
2.8% |
57.2 |
1.2% |
55% |
False |
False |
25,894 |
10 |
4,779.0 |
4,649.0 |
130.0 |
2.8% |
47.8 |
1.0% |
55% |
False |
False |
24,609 |
20 |
4,779.0 |
4,426.0 |
353.0 |
7.5% |
50.4 |
1.1% |
83% |
False |
False |
25,198 |
40 |
4,779.0 |
4,260.0 |
519.0 |
11.0% |
43.4 |
0.9% |
89% |
False |
False |
12,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,044.3 |
2.618 |
4,938.2 |
1.618 |
4,873.2 |
1.000 |
4,833.0 |
0.618 |
4,808.2 |
HIGH |
4,768.0 |
0.618 |
4,743.2 |
0.500 |
4,735.5 |
0.382 |
4,727.8 |
LOW |
4,703.0 |
0.618 |
4,662.8 |
1.000 |
4,638.0 |
1.618 |
4,597.8 |
2.618 |
4,532.8 |
4.250 |
4,426.8 |
|
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