Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
4,731.0 |
4,630.0 |
-101.0 |
-2.1% |
4,681.0 |
High |
4,768.0 |
4,635.0 |
-133.0 |
-2.8% |
4,779.0 |
Low |
4,703.0 |
4,605.0 |
-98.0 |
-2.1% |
4,605.0 |
Close |
4,720.0 |
4,608.0 |
-112.0 |
-2.4% |
4,608.0 |
Range |
65.0 |
30.0 |
-35.0 |
-53.8% |
174.0 |
ATR |
60.8 |
64.7 |
3.9 |
6.4% |
0.0 |
Volume |
28,797 |
28,936 |
139 |
0.5% |
129,200 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,706.0 |
4,687.0 |
4,624.5 |
|
R3 |
4,676.0 |
4,657.0 |
4,616.3 |
|
R2 |
4,646.0 |
4,646.0 |
4,613.5 |
|
R1 |
4,627.0 |
4,627.0 |
4,610.8 |
4,621.5 |
PP |
4,616.0 |
4,616.0 |
4,616.0 |
4,613.3 |
S1 |
4,597.0 |
4,597.0 |
4,605.3 |
4,591.5 |
S2 |
4,586.0 |
4,586.0 |
4,602.5 |
|
S3 |
4,556.0 |
4,567.0 |
4,599.8 |
|
S4 |
4,526.0 |
4,537.0 |
4,591.5 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,186.0 |
5,071.0 |
4,703.7 |
|
R3 |
5,012.0 |
4,897.0 |
4,655.9 |
|
R2 |
4,838.0 |
4,838.0 |
4,639.9 |
|
R1 |
4,723.0 |
4,723.0 |
4,624.0 |
4,693.5 |
PP |
4,664.0 |
4,664.0 |
4,664.0 |
4,649.3 |
S1 |
4,549.0 |
4,549.0 |
4,592.1 |
4,519.5 |
S2 |
4,490.0 |
4,490.0 |
4,576.1 |
|
S3 |
4,316.0 |
4,375.0 |
4,560.2 |
|
S4 |
4,142.0 |
4,201.0 |
4,512.3 |
|
|
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 |
4,605.0 |
174.0 |
3.8% |
44.4 |
1.0% |
2% |
False |
True |
25,840 |
10 |
4,779.0 |
4,605.0 |
174.0 |
3.8% |
46.3 |
1.0% |
2% |
False |
True |
24,132 |
20 |
4,779.0 |
4,453.0 |
326.0 |
7.1% |
49.4 |
1.1% |
48% |
False |
False |
26,633 |
40 |
4,779.0 |
4,260.0 |
519.0 |
11.3% |
44.1 |
1.0% |
67% |
False |
False |
13,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,762.5 |
2.618 |
4,713.5 |
1.618 |
4,683.5 |
1.000 |
4,665.0 |
0.618 |
4,653.5 |
HIGH |
4,635.0 |
0.618 |
4,623.5 |
0.500 |
4,620.0 |
0.382 |
4,616.5 |
LOW |
4,605.0 |
0.618 |
4,586.5 |
1.000 |
4,575.0 |
1.618 |
4,556.5 |
2.618 |
4,526.5 |
4.250 |
4,477.5 |
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