Day Change Summary |
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Previous |
Current |
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30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,723.91 |
1,710.50 |
-13.41 |
-0.8% |
1,717.37 |
High |
1,731.44 |
1,711.70 |
-19.74 |
-1.1% |
1,754.54 |
Low |
1,691.76 |
1,666.41 |
-25.35 |
-1.5% |
1,690.68 |
Close |
1,718.99 |
1,666.41 |
-52.58 |
-3.1% |
1,694.15 |
Range |
39.68 |
45.29 |
5.61 |
14.1% |
63.86 |
ATR |
26.12 |
28.01 |
1.89 |
7.2% |
0.00 |
Volume |
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Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.38 |
1,787.18 |
1,691.32 |
|
R3 |
1,772.09 |
1,741.89 |
1,678.86 |
|
R2 |
1,726.80 |
1,726.80 |
1,674.71 |
|
R1 |
1,696.60 |
1,696.60 |
1,670.56 |
1,689.06 |
PP |
1,681.51 |
1,681.51 |
1,681.51 |
1,677.73 |
S1 |
1,651.31 |
1,651.31 |
1,662.26 |
1,643.77 |
S2 |
1,636.22 |
1,636.22 |
1,658.11 |
|
S3 |
1,590.93 |
1,606.02 |
1,653.96 |
|
S4 |
1,545.64 |
1,560.73 |
1,641.50 |
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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 |
1,733.79 |
1,666.41 |
67.38 |
4.0% |
31.78 |
1.9% |
0% |
False |
True |
|
10 |
1,754.54 |
1,666.41 |
88.13 |
5.3% |
27.59 |
1.7% |
0% |
False |
True |
|
20 |
1,754.54 |
1,585.56 |
168.98 |
10.1% |
24.27 |
1.5% |
48% |
False |
False |
|
40 |
1,754.54 |
1,563.14 |
191.40 |
11.5% |
24.91 |
1.5% |
54% |
False |
False |
|
60 |
1,754.54 |
1,402.19 |
352.35 |
21.1% |
24.39 |
1.5% |
75% |
False |
False |
|
80 |
1,754.54 |
1,394.87 |
359.67 |
21.6% |
24.59 |
1.5% |
75% |
False |
False |
|
100 |
1,754.54 |
1,339.82 |
414.72 |
24.9% |
25.74 |
1.5% |
79% |
False |
False |
|
120 |
1,754.54 |
1,295.10 |
459.44 |
27.6% |
26.49 |
1.6% |
81% |
False |
False |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,904.18 |
2.618 |
1,830.27 |
1.618 |
1,784.98 |
1.000 |
1,756.99 |
0.618 |
1,739.69 |
HIGH |
1,711.70 |
0.618 |
1,694.40 |
0.500 |
1,689.06 |
0.382 |
1,683.71 |
LOW |
1,666.41 |
0.618 |
1,638.42 |
1.000 |
1,621.12 |
1.618 |
1,593.13 |
2.618 |
1,547.84 |
4.250 |
1,473.93 |
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