Day Change Summary |
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Previous |
Current |
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14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,673.55 |
1,691.28 |
17.73 |
1.1% |
1,651.64 |
High |
1,693.76 |
1,703.46 |
9.70 |
0.6% |
1,689.68 |
Low |
1,673.13 |
1,688.46 |
15.33 |
0.9% |
1,643.44 |
Close |
1,693.76 |
1,699.53 |
5.77 |
0.3% |
1,685.46 |
Range |
20.63 |
15.00 |
-5.63 |
-27.3% |
46.24 |
ATR |
25.87 |
25.09 |
-0.78 |
-3.0% |
0.00 |
Volume |
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Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,742.15 |
1,735.84 |
1,707.78 |
|
R3 |
1,727.15 |
1,720.84 |
1,703.66 |
|
R2 |
1,712.15 |
1,712.15 |
1,702.28 |
|
R1 |
1,705.84 |
1,705.84 |
1,700.91 |
1,709.00 |
PP |
1,697.15 |
1,697.15 |
1,697.15 |
1,698.73 |
S1 |
1,690.84 |
1,690.84 |
1,698.16 |
1,694.00 |
S2 |
1,682.15 |
1,682.15 |
1,696.78 |
|
S3 |
1,667.15 |
1,675.84 |
1,695.41 |
|
S4 |
1,652.15 |
1,660.84 |
1,691.28 |
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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 |
1,703.46 |
1,648.92 |
54.54 |
3.2% |
19.86 |
1.2% |
93% |
True |
False |
|
10 |
1,703.46 |
1,585.56 |
117.90 |
6.9% |
24.01 |
1.4% |
97% |
True |
False |
|
20 |
1,703.46 |
1,566.44 |
137.02 |
8.1% |
24.24 |
1.4% |
97% |
True |
False |
|
40 |
1,703.46 |
1,530.80 |
172.66 |
10.2% |
23.92 |
1.4% |
98% |
True |
False |
|
60 |
1,703.46 |
1,394.87 |
308.59 |
18.2% |
24.22 |
1.4% |
99% |
True |
False |
|
80 |
1,703.46 |
1,350.95 |
352.51 |
20.7% |
25.04 |
1.5% |
99% |
True |
False |
|
100 |
1,703.46 |
1,339.82 |
363.64 |
21.4% |
26.27 |
1.5% |
99% |
True |
False |
|
120 |
1,703.46 |
1,204.96 |
498.50 |
29.3% |
26.62 |
1.6% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,767.21 |
2.618 |
1,742.73 |
1.618 |
1,727.73 |
1.000 |
1,718.46 |
0.618 |
1,712.73 |
HIGH |
1,703.46 |
0.618 |
1,697.73 |
0.500 |
1,695.96 |
0.382 |
1,694.19 |
LOW |
1,688.46 |
0.618 |
1,679.19 |
1.000 |
1,673.46 |
1.618 |
1,664.19 |
2.618 |
1,649.19 |
4.250 |
1,624.71 |
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