Day Change Summary |
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Previous |
Current |
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05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,668.70 |
1,684.75 |
16.05 |
1.0% |
1,702.95 |
High |
1,682.77 |
1,712.59 |
29.82 |
1.8% |
1,733.79 |
Low |
1,660.37 |
1,684.08 |
23.71 |
1.4% |
1,656.57 |
Close |
1,675.64 |
1,705.25 |
29.61 |
1.8% |
1,662.49 |
Range |
22.40 |
28.51 |
6.11 |
27.3% |
77.22 |
ATR |
27.05 |
27.76 |
0.71 |
2.6% |
0.00 |
Volume |
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Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,786.17 |
1,774.22 |
1,720.93 |
|
R3 |
1,757.66 |
1,745.71 |
1,713.09 |
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R2 |
1,729.15 |
1,729.15 |
1,710.48 |
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R1 |
1,717.20 |
1,717.20 |
1,707.86 |
1,723.18 |
PP |
1,700.64 |
1,700.64 |
1,700.64 |
1,703.63 |
S1 |
1,688.69 |
1,688.69 |
1,702.64 |
1,694.67 |
S2 |
1,672.13 |
1,672.13 |
1,700.02 |
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S3 |
1,643.62 |
1,660.18 |
1,697.41 |
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S4 |
1,615.11 |
1,631.67 |
1,689.57 |
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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 |
1,731.44 |
1,656.57 |
74.87 |
4.4% |
31.11 |
1.8% |
65% |
False |
False |
|
10 |
1,754.54 |
1,656.57 |
97.97 |
5.7% |
29.72 |
1.7% |
50% |
False |
False |
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20 |
1,754.54 |
1,648.92 |
105.62 |
6.2% |
24.44 |
1.4% |
53% |
False |
False |
|
40 |
1,754.54 |
1,563.14 |
191.40 |
11.2% |
25.02 |
1.5% |
74% |
False |
False |
|
60 |
1,754.54 |
1,439.57 |
314.97 |
18.5% |
24.19 |
1.4% |
84% |
False |
False |
|
80 |
1,754.54 |
1,394.87 |
359.67 |
21.1% |
24.55 |
1.4% |
86% |
False |
False |
|
100 |
1,754.54 |
1,350.95 |
403.59 |
23.7% |
25.54 |
1.5% |
88% |
False |
False |
|
120 |
1,754.54 |
1,303.73 |
450.81 |
26.4% |
26.38 |
1.5% |
89% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,833.76 |
2.618 |
1,787.23 |
1.618 |
1,758.72 |
1.000 |
1,741.10 |
0.618 |
1,730.21 |
HIGH |
1,712.59 |
0.618 |
1,701.70 |
0.500 |
1,698.34 |
0.382 |
1,694.97 |
LOW |
1,684.08 |
0.618 |
1,666.46 |
1.000 |
1,655.57 |
1.618 |
1,637.95 |
2.618 |
1,609.44 |
4.250 |
1,562.91 |
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