Day Change Summary |
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Previous |
Current |
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|
|
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06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
4,640.0 |
4,660.0 |
20.0 |
0.4% |
4,681.0 |
High |
4,653.0 |
4,720.0 |
67.0 |
1.4% |
4,779.0 |
Low |
4,589.0 |
4,654.0 |
65.0 |
1.4% |
4,605.0 |
Close |
4,600.0 |
4,715.0 |
115.0 |
2.5% |
4,608.0 |
Range |
64.0 |
66.0 |
2.0 |
3.1% |
174.0 |
ATR |
64.4 |
68.4 |
4.0 |
6.2% |
0.0 |
Volume |
27,869 |
27,525 |
-344 |
-1.2% |
129,200 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.3 |
4,870.7 |
4,751.3 |
|
R3 |
4,828.3 |
4,804.7 |
4,733.2 |
|
R2 |
4,762.3 |
4,762.3 |
4,727.1 |
|
R1 |
4,738.7 |
4,738.7 |
4,721.1 |
4,750.5 |
PP |
4,696.3 |
4,696.3 |
4,696.3 |
4,702.3 |
S1 |
4,672.7 |
4,672.7 |
4,709.0 |
4,684.5 |
S2 |
4,630.3 |
4,630.3 |
4,702.9 |
|
S3 |
4,564.3 |
4,606.7 |
4,696.9 |
|
S4 |
4,498.3 |
4,540.7 |
4,678.7 |
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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 |
4,768.0 |
4,574.0 |
194.0 |
4.1% |
55.8 |
1.2% |
73% |
False |
False |
25,693 |
10 |
4,779.0 |
4,574.0 |
205.0 |
4.3% |
54.0 |
1.1% |
69% |
False |
False |
25,839 |
20 |
4,779.0 |
4,533.0 |
246.0 |
5.2% |
51.9 |
1.1% |
74% |
False |
False |
30,001 |
40 |
4,779.0 |
4,260.0 |
519.0 |
11.0% |
46.8 |
1.0% |
88% |
False |
False |
15,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,000.5 |
2.618 |
4,892.8 |
1.618 |
4,826.8 |
1.000 |
4,786.0 |
0.618 |
4,760.8 |
HIGH |
4,720.0 |
0.618 |
4,694.8 |
0.500 |
4,687.0 |
0.382 |
4,679.2 |
LOW |
4,654.0 |
0.618 |
4,613.2 |
1.000 |
4,588.0 |
1.618 |
4,547.2 |
2.618 |
4,481.2 |
4.250 |
4,373.5 |
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