Day Change Summary |
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Previous |
Current |
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02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,656.77 |
1,668.70 |
11.93 |
0.7% |
1,702.95 |
High |
1,676.22 |
1,682.77 |
6.55 |
0.4% |
1,733.79 |
Low |
1,656.57 |
1,660.37 |
3.80 |
0.2% |
1,656.57 |
Close |
1,662.49 |
1,675.64 |
13.15 |
0.8% |
1,662.49 |
Range |
19.65 |
22.40 |
2.75 |
14.0% |
77.22 |
ATR |
27.41 |
27.05 |
-0.36 |
-1.3% |
0.00 |
Volume |
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Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,740.13 |
1,730.28 |
1,687.96 |
|
R3 |
1,717.73 |
1,707.88 |
1,681.80 |
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R2 |
1,695.33 |
1,695.33 |
1,679.75 |
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R1 |
1,685.48 |
1,685.48 |
1,677.69 |
1,690.41 |
PP |
1,672.93 |
1,672.93 |
1,672.93 |
1,675.39 |
S1 |
1,663.08 |
1,663.08 |
1,673.59 |
1,668.01 |
S2 |
1,650.53 |
1,650.53 |
1,671.53 |
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S3 |
1,628.13 |
1,640.68 |
1,669.48 |
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S4 |
1,605.73 |
1,618.28 |
1,663.32 |
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Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.94 |
1,866.44 |
1,704.96 |
|
R3 |
1,838.72 |
1,789.22 |
1,683.73 |
|
R2 |
1,761.50 |
1,761.50 |
1,676.65 |
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R1 |
1,712.00 |
1,712.00 |
1,669.57 |
1,698.14 |
PP |
1,684.28 |
1,684.28 |
1,684.28 |
1,677.36 |
S1 |
1,634.78 |
1,634.78 |
1,655.41 |
1,620.92 |
S2 |
1,607.06 |
1,607.06 |
1,648.33 |
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S3 |
1,529.84 |
1,557.56 |
1,641.25 |
|
S4 |
1,452.62 |
1,480.34 |
1,620.02 |
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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 |
1,732.31 |
1,656.57 |
75.74 |
4.5% |
30.01 |
1.8% |
25% |
False |
False |
|
10 |
1,754.54 |
1,656.57 |
97.97 |
5.8% |
28.13 |
1.7% |
19% |
False |
False |
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20 |
1,754.54 |
1,643.44 |
111.10 |
6.6% |
23.62 |
1.4% |
29% |
False |
False |
|
40 |
1,754.54 |
1,563.14 |
191.40 |
11.4% |
24.79 |
1.5% |
59% |
False |
False |
|
60 |
1,754.54 |
1,402.19 |
352.35 |
21.0% |
24.48 |
1.5% |
78% |
False |
False |
|
80 |
1,754.54 |
1,394.87 |
359.67 |
21.5% |
24.44 |
1.5% |
78% |
False |
False |
|
100 |
1,754.54 |
1,344.77 |
409.77 |
24.5% |
25.50 |
1.5% |
81% |
False |
False |
|
120 |
1,754.54 |
1,303.73 |
450.81 |
26.9% |
26.45 |
1.6% |
82% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,777.97 |
2.618 |
1,741.41 |
1.618 |
1,719.01 |
1.000 |
1,705.17 |
0.618 |
1,696.61 |
HIGH |
1,682.77 |
0.618 |
1,674.21 |
0.500 |
1,671.57 |
0.382 |
1,668.93 |
LOW |
1,660.37 |
0.618 |
1,646.53 |
1.000 |
1,637.97 |
1.618 |
1,624.13 |
2.618 |
1,601.73 |
4.250 |
1,565.17 |
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