Day Change Summary |
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Previous |
Current |
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11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,684.84 |
1,673.55 |
-11.29 |
-0.7% |
1,651.64 |
High |
1,689.68 |
1,693.76 |
4.08 |
0.2% |
1,689.68 |
Low |
1,674.14 |
1,673.13 |
-1.01 |
-0.1% |
1,643.44 |
Close |
1,685.46 |
1,693.76 |
8.30 |
0.5% |
1,685.46 |
Range |
15.54 |
20.63 |
5.09 |
32.8% |
46.24 |
ATR |
26.27 |
25.87 |
-0.40 |
-1.5% |
0.00 |
Volume |
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Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,748.77 |
1,741.90 |
1,705.11 |
|
R3 |
1,728.14 |
1,721.27 |
1,699.43 |
|
R2 |
1,707.51 |
1,707.51 |
1,697.54 |
|
R1 |
1,700.64 |
1,700.64 |
1,695.65 |
1,704.08 |
PP |
1,686.88 |
1,686.88 |
1,686.88 |
1,688.60 |
S1 |
1,680.01 |
1,680.01 |
1,691.87 |
1,683.45 |
S2 |
1,666.25 |
1,666.25 |
1,689.98 |
|
S3 |
1,645.62 |
1,659.38 |
1,688.09 |
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S4 |
1,624.99 |
1,638.75 |
1,682.41 |
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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 |
1,693.76 |
1,643.44 |
50.32 |
3.0% |
19.29 |
1.1% |
100% |
True |
False |
|
10 |
1,693.76 |
1,585.56 |
108.20 |
6.4% |
24.06 |
1.4% |
100% |
True |
False |
|
20 |
1,693.76 |
1,563.14 |
130.62 |
7.7% |
24.50 |
1.4% |
100% |
True |
False |
|
40 |
1,693.76 |
1,529.45 |
164.31 |
9.7% |
23.94 |
1.4% |
100% |
True |
False |
|
60 |
1,693.76 |
1,394.87 |
298.89 |
17.6% |
24.26 |
1.4% |
100% |
True |
False |
|
80 |
1,693.76 |
1,350.95 |
342.81 |
20.2% |
25.33 |
1.5% |
100% |
True |
False |
|
100 |
1,693.76 |
1,321.42 |
372.34 |
22.0% |
26.37 |
1.6% |
100% |
True |
False |
|
120 |
1,693.76 |
1,204.96 |
488.80 |
28.9% |
26.96 |
1.6% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,781.44 |
2.618 |
1,747.77 |
1.618 |
1,727.14 |
1.000 |
1,714.39 |
0.618 |
1,706.51 |
HIGH |
1,693.76 |
0.618 |
1,685.88 |
0.500 |
1,683.45 |
0.382 |
1,681.01 |
LOW |
1,673.13 |
0.618 |
1,660.38 |
1.000 |
1,652.50 |
1.618 |
1,639.75 |
2.618 |
1,619.12 |
4.250 |
1,585.45 |
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