Day Change Summary |
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Previous |
Current |
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25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,696.99 |
1,702.95 |
5.96 |
0.4% |
1,717.37 |
High |
1,710.29 |
1,733.79 |
23.50 |
1.4% |
1,754.54 |
Low |
1,690.68 |
1,702.52 |
11.84 |
0.7% |
1,690.68 |
Close |
1,694.15 |
1,724.59 |
30.44 |
1.8% |
1,694.15 |
Range |
19.61 |
31.27 |
11.66 |
59.5% |
63.86 |
ATR |
24.12 |
25.23 |
1.11 |
4.6% |
0.00 |
Volume |
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Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.11 |
1,800.62 |
1,741.79 |
|
R3 |
1,782.84 |
1,769.35 |
1,733.19 |
|
R2 |
1,751.57 |
1,751.57 |
1,730.32 |
|
R1 |
1,738.08 |
1,738.08 |
1,727.46 |
1,744.83 |
PP |
1,720.30 |
1,720.30 |
1,720.30 |
1,723.67 |
S1 |
1,706.81 |
1,706.81 |
1,721.72 |
1,713.56 |
S2 |
1,689.03 |
1,689.03 |
1,718.86 |
|
S3 |
1,657.76 |
1,675.54 |
1,715.99 |
|
S4 |
1,626.49 |
1,644.27 |
1,707.39 |
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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 |
3.7% |
26.26 |
1.5% |
53% |
False |
False |
|
10 |
1,754.54 |
1,688.46 |
66.08 |
3.8% |
22.60 |
1.3% |
55% |
False |
False |
|
20 |
1,754.54 |
1,585.56 |
168.98 |
9.8% |
23.33 |
1.4% |
82% |
False |
False |
|
40 |
1,754.54 |
1,563.14 |
191.40 |
11.1% |
23.74 |
1.4% |
84% |
False |
False |
|
60 |
1,754.54 |
1,394.87 |
359.67 |
20.9% |
23.95 |
1.4% |
92% |
False |
False |
|
80 |
1,754.54 |
1,394.87 |
359.67 |
20.9% |
24.24 |
1.4% |
92% |
False |
False |
|
100 |
1,754.54 |
1,339.82 |
414.72 |
24.0% |
25.95 |
1.5% |
93% |
False |
False |
|
120 |
1,754.54 |
1,280.29 |
474.25 |
27.5% |
26.17 |
1.5% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,866.69 |
2.618 |
1,815.65 |
1.618 |
1,784.38 |
1.000 |
1,765.06 |
0.618 |
1,753.11 |
HIGH |
1,733.79 |
0.618 |
1,721.84 |
0.500 |
1,718.16 |
0.382 |
1,714.47 |
LOW |
1,702.52 |
0.618 |
1,683.20 |
1.000 |
1,671.25 |
1.618 |
1,651.93 |
2.618 |
1,620.66 |
4.250 |
1,569.62 |
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