Day Change Summary |
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Previous |
Current |
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10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,668.64 |
1,684.84 |
16.20 |
1.0% |
1,651.64 |
High |
1,686.27 |
1,689.68 |
3.41 |
0.2% |
1,689.68 |
Low |
1,665.49 |
1,674.14 |
8.65 |
0.5% |
1,643.44 |
Close |
1,686.16 |
1,685.46 |
-0.70 |
0.0% |
1,685.46 |
Range |
20.78 |
15.54 |
-5.24 |
-25.2% |
46.24 |
ATR |
27.10 |
26.27 |
-0.83 |
-3.0% |
0.00 |
Volume |
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Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.71 |
1,723.13 |
1,694.01 |
|
R3 |
1,714.17 |
1,707.59 |
1,689.73 |
|
R2 |
1,698.63 |
1,698.63 |
1,688.31 |
|
R1 |
1,692.05 |
1,692.05 |
1,686.88 |
1,695.34 |
PP |
1,683.09 |
1,683.09 |
1,683.09 |
1,684.74 |
S1 |
1,676.51 |
1,676.51 |
1,684.04 |
1,679.80 |
S2 |
1,667.55 |
1,667.55 |
1,682.61 |
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S3 |
1,652.01 |
1,660.97 |
1,681.19 |
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S4 |
1,636.47 |
1,645.43 |
1,676.91 |
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Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.58 |
1,794.76 |
1,710.89 |
|
R3 |
1,765.34 |
1,748.52 |
1,698.18 |
|
R2 |
1,719.10 |
1,719.10 |
1,693.94 |
|
R1 |
1,702.28 |
1,702.28 |
1,689.70 |
1,710.69 |
PP |
1,672.86 |
1,672.86 |
1,672.86 |
1,677.07 |
S1 |
1,656.04 |
1,656.04 |
1,681.22 |
1,664.45 |
S2 |
1,626.62 |
1,626.62 |
1,676.98 |
|
S3 |
1,580.38 |
1,609.80 |
1,672.74 |
|
S4 |
1,534.14 |
1,563.56 |
1,660.03 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,689.68 |
1,606.47 |
83.21 |
4.9% |
21.85 |
1.3% |
95% |
True |
False |
|
10 |
1,689.68 |
1,585.56 |
104.12 |
6.2% |
25.66 |
1.5% |
96% |
True |
False |
|
20 |
1,689.68 |
1,563.14 |
126.54 |
7.5% |
24.84 |
1.5% |
97% |
True |
False |
|
40 |
1,689.68 |
1,511.61 |
178.07 |
10.6% |
23.81 |
1.4% |
98% |
True |
False |
|
60 |
1,689.68 |
1,394.87 |
294.81 |
17.5% |
24.23 |
1.4% |
99% |
True |
False |
|
80 |
1,689.68 |
1,350.95 |
338.73 |
20.1% |
25.50 |
1.5% |
99% |
True |
False |
|
100 |
1,689.68 |
1,317.51 |
372.17 |
22.1% |
26.61 |
1.6% |
99% |
True |
False |
|
120 |
1,689.68 |
1,204.96 |
484.72 |
28.8% |
26.97 |
1.6% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,755.73 |
2.618 |
1,730.36 |
1.618 |
1,714.82 |
1.000 |
1,705.22 |
0.618 |
1,699.28 |
HIGH |
1,689.68 |
0.618 |
1,683.74 |
0.500 |
1,681.91 |
0.382 |
1,680.08 |
LOW |
1,674.14 |
0.618 |
1,664.54 |
1.000 |
1,658.60 |
1.618 |
1,649.00 |
2.618 |
1,633.46 |
4.250 |
1,608.10 |
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