Day Change Summary |
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Previous |
Current |
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|
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05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
4,593.0 |
4,640.0 |
47.0 |
1.0% |
4,681.0 |
High |
4,628.0 |
4,653.0 |
25.0 |
0.5% |
4,779.0 |
Low |
4,574.0 |
4,589.0 |
15.0 |
0.3% |
4,605.0 |
Close |
4,582.0 |
4,600.0 |
18.0 |
0.4% |
4,608.0 |
Range |
54.0 |
64.0 |
10.0 |
18.5% |
174.0 |
ATR |
63.9 |
64.4 |
0.5 |
0.8% |
0.0 |
Volume |
15,338 |
27,869 |
12,531 |
81.7% |
129,200 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,806.0 |
4,767.0 |
4,635.2 |
|
R3 |
4,742.0 |
4,703.0 |
4,617.6 |
|
R2 |
4,678.0 |
4,678.0 |
4,611.7 |
|
R1 |
4,639.0 |
4,639.0 |
4,605.9 |
4,626.5 |
PP |
4,614.0 |
4,614.0 |
4,614.0 |
4,607.8 |
S1 |
4,575.0 |
4,575.0 |
4,594.1 |
4,562.5 |
S2 |
4,550.0 |
4,550.0 |
4,588.3 |
|
S3 |
4,486.0 |
4,511.0 |
4,582.4 |
|
S4 |
4,422.0 |
4,447.0 |
4,564.8 |
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|
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 |
4,777.0 |
4,574.0 |
203.0 |
4.4% |
50.2 |
1.1% |
13% |
False |
False |
25,500 |
10 |
4,779.0 |
4,574.0 |
205.0 |
4.5% |
51.3 |
1.1% |
13% |
False |
False |
25,220 |
20 |
4,779.0 |
4,515.0 |
264.0 |
5.7% |
51.1 |
1.1% |
32% |
False |
False |
28,736 |
40 |
4,779.0 |
4,260.0 |
519.0 |
11.3% |
46.1 |
1.0% |
66% |
False |
False |
14,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,925.0 |
2.618 |
4,820.6 |
1.618 |
4,756.6 |
1.000 |
4,717.0 |
0.618 |
4,692.6 |
HIGH |
4,653.0 |
0.618 |
4,628.6 |
0.500 |
4,621.0 |
0.382 |
4,613.4 |
LOW |
4,589.0 |
0.618 |
4,549.4 |
1.000 |
4,525.0 |
1.618 |
4,485.4 |
2.618 |
4,421.4 |
4.250 |
4,317.0 |
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