Day Change Summary |
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Previous |
Current |
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21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,717.37 |
1,740.13 |
22.76 |
1.3% |
1,673.55 |
High |
1,735.32 |
1,740.13 |
4.81 |
0.3% |
1,732.42 |
Low |
1,714.10 |
1,727.50 |
13.40 |
0.8% |
1,673.13 |
Close |
1,731.58 |
1,734.09 |
2.51 |
0.1% |
1,725.24 |
Range |
21.22 |
12.63 |
-8.59 |
-40.5% |
59.29 |
ATR |
23.75 |
22.95 |
-0.79 |
-3.3% |
0.00 |
Volume |
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Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,771.80 |
1,765.57 |
1,741.04 |
|
R3 |
1,759.17 |
1,752.94 |
1,737.56 |
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R2 |
1,746.54 |
1,746.54 |
1,736.41 |
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R1 |
1,740.31 |
1,740.31 |
1,735.25 |
1,737.11 |
PP |
1,733.91 |
1,733.91 |
1,733.91 |
1,732.31 |
S1 |
1,727.68 |
1,727.68 |
1,732.93 |
1,724.48 |
S2 |
1,721.28 |
1,721.28 |
1,731.77 |
|
S3 |
1,708.65 |
1,715.05 |
1,730.62 |
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S4 |
1,696.02 |
1,702.42 |
1,727.14 |
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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 |
1,740.13 |
1,699.74 |
40.39 |
2.3% |
18.46 |
1.1% |
85% |
True |
False |
|
10 |
1,740.13 |
1,648.92 |
91.21 |
5.3% |
19.16 |
1.1% |
93% |
True |
False |
|
20 |
1,740.13 |
1,585.56 |
154.57 |
8.9% |
22.81 |
1.3% |
96% |
True |
False |
|
40 |
1,740.13 |
1,563.14 |
176.99 |
10.2% |
22.92 |
1.3% |
97% |
True |
False |
|
60 |
1,740.13 |
1,394.87 |
345.26 |
19.9% |
23.46 |
1.4% |
98% |
True |
False |
|
80 |
1,740.13 |
1,394.87 |
345.26 |
19.9% |
23.97 |
1.4% |
98% |
True |
False |
|
100 |
1,740.13 |
1,339.82 |
400.31 |
23.1% |
25.73 |
1.5% |
98% |
True |
False |
|
120 |
1,740.13 |
1,268.79 |
471.34 |
27.2% |
26.17 |
1.5% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,793.81 |
2.618 |
1,773.20 |
1.618 |
1,760.57 |
1.000 |
1,752.76 |
0.618 |
1,747.94 |
HIGH |
1,740.13 |
0.618 |
1,735.31 |
0.500 |
1,733.82 |
0.382 |
1,732.32 |
LOW |
1,727.50 |
0.618 |
1,719.69 |
1.000 |
1,714.87 |
1.618 |
1,707.06 |
2.618 |
1,694.43 |
4.250 |
1,673.82 |
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