Day Change Summary |
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Previous |
Current |
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22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,740.13 |
1,739.93 |
-0.20 |
0.0% |
1,673.55 |
High |
1,740.13 |
1,754.54 |
14.41 |
0.8% |
1,732.42 |
Low |
1,727.50 |
1,722.99 |
-4.51 |
-0.3% |
1,673.13 |
Close |
1,734.09 |
1,724.27 |
-9.82 |
-0.6% |
1,725.24 |
Range |
12.63 |
31.55 |
18.92 |
149.8% |
59.29 |
ATR |
22.95 |
23.57 |
0.61 |
2.7% |
0.00 |
Volume |
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Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.58 |
1,807.98 |
1,741.62 |
|
R3 |
1,797.03 |
1,776.43 |
1,732.95 |
|
R2 |
1,765.48 |
1,765.48 |
1,730.05 |
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R1 |
1,744.88 |
1,744.88 |
1,727.16 |
1,739.41 |
PP |
1,733.93 |
1,733.93 |
1,733.93 |
1,731.20 |
S1 |
1,713.33 |
1,713.33 |
1,721.38 |
1,707.86 |
S2 |
1,702.38 |
1,702.38 |
1,718.49 |
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S3 |
1,670.83 |
1,681.78 |
1,715.59 |
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S4 |
1,639.28 |
1,650.23 |
1,706.92 |
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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 |
1,754.54 |
1,714.10 |
40.44 |
2.3% |
19.78 |
1.1% |
25% |
True |
False |
|
10 |
1,754.54 |
1,665.49 |
89.05 |
5.2% |
19.58 |
1.1% |
66% |
True |
False |
|
20 |
1,754.54 |
1,585.56 |
168.98 |
9.8% |
23.39 |
1.4% |
82% |
True |
False |
|
40 |
1,754.54 |
1,563.14 |
191.40 |
11.1% |
23.06 |
1.3% |
84% |
True |
False |
|
60 |
1,754.54 |
1,394.87 |
359.67 |
20.9% |
23.57 |
1.4% |
92% |
True |
False |
|
80 |
1,754.54 |
1,394.87 |
359.67 |
20.9% |
23.93 |
1.4% |
92% |
True |
False |
|
100 |
1,754.54 |
1,339.82 |
414.72 |
24.1% |
25.84 |
1.5% |
93% |
True |
False |
|
120 |
1,754.54 |
1,268.79 |
485.75 |
28.2% |
26.09 |
1.5% |
94% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,888.63 |
2.618 |
1,837.14 |
1.618 |
1,805.59 |
1.000 |
1,786.09 |
0.618 |
1,774.04 |
HIGH |
1,754.54 |
0.618 |
1,742.49 |
0.500 |
1,738.77 |
0.382 |
1,735.04 |
LOW |
1,722.99 |
0.618 |
1,703.49 |
1.000 |
1,691.44 |
1.618 |
1,671.94 |
2.618 |
1,640.39 |
4.250 |
1,588.90 |
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