Day Change Summary |
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Previous |
Current |
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24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,732.95 |
1,696.99 |
-35.96 |
-2.1% |
1,717.37 |
High |
1,734.92 |
1,710.29 |
-24.63 |
-1.4% |
1,754.54 |
Low |
1,698.69 |
1,690.68 |
-8.01 |
-0.5% |
1,690.68 |
Close |
1,709.76 |
1,694.15 |
-15.61 |
-0.9% |
1,694.15 |
Range |
36.23 |
19.61 |
-16.62 |
-45.9% |
63.86 |
ATR |
24.47 |
24.12 |
-0.35 |
-1.4% |
0.00 |
Volume |
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Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.20 |
1,745.29 |
1,704.94 |
|
R3 |
1,737.59 |
1,725.68 |
1,699.54 |
|
R2 |
1,717.98 |
1,717.98 |
1,697.75 |
|
R1 |
1,706.07 |
1,706.07 |
1,695.95 |
1,702.22 |
PP |
1,698.37 |
1,698.37 |
1,698.37 |
1,696.45 |
S1 |
1,686.46 |
1,686.46 |
1,692.35 |
1,682.61 |
S2 |
1,678.76 |
1,678.76 |
1,690.55 |
|
S3 |
1,659.15 |
1,666.85 |
1,688.76 |
|
S4 |
1,639.54 |
1,647.24 |
1,683.36 |
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Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.70 |
1,863.29 |
1,729.27 |
|
R3 |
1,840.84 |
1,799.43 |
1,711.71 |
|
R2 |
1,776.98 |
1,776.98 |
1,705.86 |
|
R1 |
1,735.57 |
1,735.57 |
1,700.00 |
1,724.35 |
PP |
1,713.12 |
1,713.12 |
1,713.12 |
1,707.51 |
S1 |
1,671.71 |
1,671.71 |
1,688.30 |
1,660.49 |
S2 |
1,649.26 |
1,649.26 |
1,682.44 |
|
S3 |
1,585.40 |
1,607.85 |
1,676.59 |
|
S4 |
1,521.54 |
1,543.99 |
1,659.03 |
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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 |
1,754.54 |
1,690.68 |
63.86 |
3.8% |
24.25 |
1.4% |
5% |
False |
True |
|
10 |
1,754.54 |
1,673.13 |
81.41 |
4.8% |
21.53 |
1.3% |
26% |
False |
False |
|
20 |
1,754.54 |
1,585.56 |
168.98 |
10.0% |
23.59 |
1.4% |
64% |
False |
False |
|
40 |
1,754.54 |
1,563.14 |
191.40 |
11.3% |
23.39 |
1.4% |
68% |
False |
False |
|
60 |
1,754.54 |
1,394.87 |
359.67 |
21.2% |
23.78 |
1.4% |
83% |
False |
False |
|
80 |
1,754.54 |
1,394.87 |
359.67 |
21.2% |
24.06 |
1.4% |
83% |
False |
False |
|
100 |
1,754.54 |
1,339.82 |
414.72 |
24.5% |
25.98 |
1.5% |
85% |
False |
False |
|
120 |
1,754.54 |
1,268.79 |
485.75 |
28.7% |
26.14 |
1.5% |
88% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,793.63 |
2.618 |
1,761.63 |
1.618 |
1,742.02 |
1.000 |
1,729.90 |
0.618 |
1,722.41 |
HIGH |
1,710.29 |
0.618 |
1,702.80 |
0.500 |
1,700.49 |
0.382 |
1,698.17 |
LOW |
1,690.68 |
0.618 |
1,678.56 |
1.000 |
1,671.07 |
1.618 |
1,658.95 |
2.618 |
1,639.34 |
4.250 |
1,607.34 |
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