Day Change Summary |
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Previous |
Current |
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18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,728.91 |
1,717.37 |
-11.54 |
-0.7% |
1,673.55 |
High |
1,731.87 |
1,735.32 |
3.45 |
0.2% |
1,732.42 |
Low |
1,716.45 |
1,714.10 |
-2.35 |
-0.1% |
1,673.13 |
Close |
1,725.24 |
1,731.58 |
6.34 |
0.4% |
1,725.24 |
Range |
15.42 |
21.22 |
5.80 |
37.6% |
59.29 |
ATR |
23.94 |
23.75 |
-0.19 |
-0.8% |
0.00 |
Volume |
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Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.66 |
1,782.34 |
1,743.25 |
|
R3 |
1,769.44 |
1,761.12 |
1,737.42 |
|
R2 |
1,748.22 |
1,748.22 |
1,735.47 |
|
R1 |
1,739.90 |
1,739.90 |
1,733.53 |
1,744.06 |
PP |
1,727.00 |
1,727.00 |
1,727.00 |
1,729.08 |
S1 |
1,718.68 |
1,718.68 |
1,729.63 |
1,722.84 |
S2 |
1,705.78 |
1,705.78 |
1,727.69 |
|
S3 |
1,684.56 |
1,697.46 |
1,725.74 |
|
S4 |
1,663.34 |
1,676.24 |
1,719.91 |
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Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,888.13 |
1,865.98 |
1,757.85 |
|
R3 |
1,828.84 |
1,806.69 |
1,741.54 |
|
R2 |
1,769.55 |
1,769.55 |
1,736.11 |
|
R1 |
1,747.40 |
1,747.40 |
1,730.67 |
1,758.48 |
PP |
1,710.26 |
1,710.26 |
1,710.26 |
1,715.80 |
S1 |
1,688.11 |
1,688.11 |
1,719.81 |
1,699.19 |
S2 |
1,650.97 |
1,650.97 |
1,714.37 |
|
S3 |
1,591.68 |
1,628.82 |
1,708.94 |
|
S4 |
1,532.39 |
1,569.53 |
1,692.63 |
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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 |
1,735.32 |
1,688.46 |
46.86 |
2.7% |
18.93 |
1.1% |
92% |
True |
False |
|
10 |
1,735.32 |
1,643.44 |
91.88 |
5.3% |
19.11 |
1.1% |
96% |
True |
False |
|
20 |
1,735.32 |
1,585.56 |
149.76 |
8.6% |
23.10 |
1.3% |
98% |
True |
False |
|
40 |
1,735.32 |
1,563.14 |
172.18 |
9.9% |
23.15 |
1.3% |
98% |
True |
False |
|
60 |
1,735.32 |
1,394.87 |
340.45 |
19.7% |
23.53 |
1.4% |
99% |
True |
False |
|
80 |
1,735.32 |
1,394.87 |
340.45 |
19.7% |
24.11 |
1.4% |
99% |
True |
False |
|
100 |
1,735.32 |
1,339.82 |
395.50 |
22.8% |
25.95 |
1.5% |
99% |
True |
False |
|
120 |
1,735.32 |
1,211.60 |
523.72 |
30.2% |
26.43 |
1.5% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,825.51 |
2.618 |
1,790.87 |
1.618 |
1,769.65 |
1.000 |
1,756.54 |
0.618 |
1,748.43 |
HIGH |
1,735.32 |
0.618 |
1,727.21 |
0.500 |
1,724.71 |
0.382 |
1,722.21 |
LOW |
1,714.10 |
0.618 |
1,700.99 |
1.000 |
1,692.88 |
1.618 |
1,679.77 |
2.618 |
1,658.55 |
4.250 |
1,623.92 |
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