Day Change Summary |
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Previous |
Current |
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16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,705.97 |
1,721.58 |
15.61 |
0.9% |
1,651.64 |
High |
1,724.67 |
1,732.42 |
7.75 |
0.4% |
1,689.68 |
Low |
1,699.74 |
1,714.33 |
14.59 |
0.9% |
1,643.44 |
Close |
1,723.73 |
1,721.09 |
-2.64 |
-0.2% |
1,685.46 |
Range |
24.93 |
18.09 |
-6.84 |
-27.4% |
46.24 |
ATR |
25.10 |
24.60 |
-0.50 |
-2.0% |
0.00 |
Volume |
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Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.88 |
1,767.08 |
1,731.04 |
|
R3 |
1,758.79 |
1,748.99 |
1,726.06 |
|
R2 |
1,740.70 |
1,740.70 |
1,724.41 |
|
R1 |
1,730.90 |
1,730.90 |
1,722.75 |
1,726.76 |
PP |
1,722.61 |
1,722.61 |
1,722.61 |
1,720.54 |
S1 |
1,712.81 |
1,712.81 |
1,719.43 |
1,708.67 |
S2 |
1,704.52 |
1,704.52 |
1,717.77 |
|
S3 |
1,686.43 |
1,694.72 |
1,716.12 |
|
S4 |
1,668.34 |
1,676.63 |
1,711.14 |
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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 |
1,732.42 |
1,673.13 |
59.29 |
3.4% |
18.84 |
1.1% |
81% |
True |
False |
|
10 |
1,732.42 |
1,585.56 |
146.86 |
8.5% |
20.95 |
1.2% |
92% |
True |
False |
|
20 |
1,732.42 |
1,585.56 |
146.86 |
8.5% |
23.72 |
1.4% |
92% |
True |
False |
|
40 |
1,732.42 |
1,561.54 |
170.88 |
9.9% |
23.91 |
1.4% |
93% |
True |
False |
|
60 |
1,732.42 |
1,394.87 |
337.55 |
19.6% |
24.02 |
1.4% |
97% |
True |
False |
|
80 |
1,732.42 |
1,389.76 |
342.66 |
19.9% |
24.46 |
1.4% |
97% |
True |
False |
|
100 |
1,732.42 |
1,339.82 |
392.60 |
22.8% |
26.09 |
1.5% |
97% |
True |
False |
|
120 |
1,732.42 |
1,204.96 |
527.46 |
30.6% |
26.57 |
1.5% |
98% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,809.30 |
2.618 |
1,779.78 |
1.618 |
1,761.69 |
1.000 |
1,750.51 |
0.618 |
1,743.60 |
HIGH |
1,732.42 |
0.618 |
1,725.51 |
0.500 |
1,723.38 |
0.382 |
1,721.24 |
LOW |
1,714.33 |
0.618 |
1,703.15 |
1.000 |
1,696.24 |
1.618 |
1,685.06 |
2.618 |
1,666.97 |
4.250 |
1,637.45 |
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