Day Change Summary |
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Previous |
Current |
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29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,724.20 |
1,723.91 |
-0.29 |
0.0% |
1,717.37 |
High |
1,732.31 |
1,731.44 |
-0.87 |
-0.1% |
1,754.54 |
Low |
1,709.28 |
1,691.76 |
-17.52 |
-1.0% |
1,690.68 |
Close |
1,717.67 |
1,718.99 |
1.32 |
0.1% |
1,694.15 |
Range |
23.03 |
39.68 |
16.65 |
72.3% |
63.86 |
ATR |
25.08 |
26.12 |
1.04 |
4.2% |
0.00 |
Volume |
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Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.10 |
1,815.73 |
1,740.81 |
|
R3 |
1,793.42 |
1,776.05 |
1,729.90 |
|
R2 |
1,753.74 |
1,753.74 |
1,726.26 |
|
R1 |
1,736.37 |
1,736.37 |
1,722.63 |
1,725.22 |
PP |
1,714.06 |
1,714.06 |
1,714.06 |
1,708.49 |
S1 |
1,696.69 |
1,696.69 |
1,715.35 |
1,685.54 |
S2 |
1,674.38 |
1,674.38 |
1,711.72 |
|
S3 |
1,634.70 |
1,657.01 |
1,708.08 |
|
S4 |
1,595.02 |
1,617.33 |
1,697.17 |
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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 |
1,734.92 |
1,690.68 |
44.24 |
2.6% |
29.96 |
1.7% |
64% |
False |
False |
|
10 |
1,754.54 |
1,690.68 |
63.86 |
3.7% |
24.87 |
1.4% |
44% |
False |
False |
|
20 |
1,754.54 |
1,585.56 |
168.98 |
9.8% |
22.82 |
1.3% |
79% |
False |
False |
|
40 |
1,754.54 |
1,563.14 |
191.40 |
11.1% |
24.47 |
1.4% |
81% |
False |
False |
|
60 |
1,754.54 |
1,394.87 |
359.67 |
20.9% |
24.00 |
1.4% |
90% |
False |
False |
|
80 |
1,754.54 |
1,394.87 |
359.67 |
20.9% |
24.28 |
1.4% |
90% |
False |
False |
|
100 |
1,754.54 |
1,339.82 |
414.72 |
24.1% |
25.69 |
1.5% |
91% |
False |
False |
|
120 |
1,754.54 |
1,295.10 |
459.44 |
26.7% |
26.29 |
1.5% |
92% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,900.08 |
2.618 |
1,835.32 |
1.618 |
1,795.64 |
1.000 |
1,771.12 |
0.618 |
1,755.96 |
HIGH |
1,731.44 |
0.618 |
1,716.28 |
0.500 |
1,711.60 |
0.382 |
1,706.92 |
LOW |
1,691.76 |
0.618 |
1,667.24 |
1.000 |
1,652.08 |
1.618 |
1,627.56 |
2.618 |
1,587.88 |
4.250 |
1,523.12 |
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