Day Change Summary |
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Previous |
Current |
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15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,691.28 |
1,705.97 |
14.69 |
0.9% |
1,651.64 |
High |
1,703.46 |
1,724.67 |
21.21 |
1.2% |
1,689.68 |
Low |
1,688.46 |
1,699.74 |
11.28 |
0.7% |
1,643.44 |
Close |
1,699.53 |
1,723.73 |
24.20 |
1.4% |
1,685.46 |
Range |
15.00 |
24.93 |
9.93 |
66.2% |
46.24 |
ATR |
25.09 |
25.10 |
0.00 |
0.0% |
0.00 |
Volume |
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Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.84 |
1,782.21 |
1,737.44 |
|
R3 |
1,765.91 |
1,757.28 |
1,730.59 |
|
R2 |
1,740.98 |
1,740.98 |
1,728.30 |
|
R1 |
1,732.35 |
1,732.35 |
1,726.02 |
1,736.67 |
PP |
1,716.05 |
1,716.05 |
1,716.05 |
1,718.20 |
S1 |
1,707.42 |
1,707.42 |
1,721.44 |
1,711.74 |
S2 |
1,691.12 |
1,691.12 |
1,719.16 |
|
S3 |
1,666.19 |
1,682.49 |
1,716.87 |
|
S4 |
1,641.26 |
1,657.56 |
1,710.02 |
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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 |
1,724.67 |
1,665.49 |
59.18 |
3.4% |
19.38 |
1.1% |
98% |
True |
False |
|
10 |
1,724.67 |
1,585.56 |
139.11 |
8.1% |
20.78 |
1.2% |
99% |
True |
False |
|
20 |
1,724.67 |
1,566.44 |
158.23 |
9.2% |
24.51 |
1.4% |
99% |
True |
False |
|
40 |
1,724.67 |
1,551.16 |
173.51 |
10.1% |
23.99 |
1.4% |
99% |
True |
False |
|
60 |
1,724.67 |
1,394.87 |
329.80 |
19.1% |
24.04 |
1.4% |
100% |
True |
False |
|
80 |
1,724.67 |
1,350.95 |
373.72 |
21.7% |
25.03 |
1.5% |
100% |
True |
False |
|
100 |
1,724.67 |
1,339.82 |
384.85 |
22.3% |
26.18 |
1.5% |
100% |
True |
False |
|
120 |
1,724.67 |
1,204.96 |
519.71 |
30.2% |
26.57 |
1.5% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,830.62 |
2.618 |
1,789.94 |
1.618 |
1,765.01 |
1.000 |
1,749.60 |
0.618 |
1,740.08 |
HIGH |
1,724.67 |
0.618 |
1,715.15 |
0.500 |
1,712.21 |
0.382 |
1,709.26 |
LOW |
1,699.74 |
0.618 |
1,684.33 |
1.000 |
1,674.81 |
1.618 |
1,659.40 |
2.618 |
1,634.47 |
4.250 |
1,593.79 |
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