Day Change Summary |
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Previous |
Current |
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09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,713.47 |
1,732.75 |
19.28 |
1.1% |
1,668.70 |
High |
1,729.22 |
1,742.18 |
12.96 |
0.7% |
1,732.11 |
Low |
1,710.58 |
1,719.02 |
8.44 |
0.5% |
1,660.37 |
Close |
1,727.76 |
1,729.63 |
1.87 |
0.1% |
1,727.76 |
Range |
18.64 |
23.16 |
4.52 |
24.2% |
71.74 |
ATR |
25.72 |
25.54 |
-0.18 |
-0.7% |
0.00 |
Volume |
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Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.76 |
1,787.85 |
1,742.37 |
|
R3 |
1,776.60 |
1,764.69 |
1,736.00 |
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R2 |
1,753.44 |
1,753.44 |
1,733.88 |
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R1 |
1,741.53 |
1,741.53 |
1,731.75 |
1,735.91 |
PP |
1,730.28 |
1,730.28 |
1,730.28 |
1,727.46 |
S1 |
1,718.37 |
1,718.37 |
1,727.51 |
1,712.75 |
S2 |
1,707.12 |
1,707.12 |
1,725.38 |
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S3 |
1,683.96 |
1,695.21 |
1,723.26 |
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S4 |
1,660.80 |
1,672.05 |
1,716.89 |
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Weekly Pivots for week ending 09-Oct-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.97 |
1,896.60 |
1,767.22 |
|
R3 |
1,850.23 |
1,824.86 |
1,747.49 |
|
R2 |
1,778.49 |
1,778.49 |
1,740.91 |
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R1 |
1,753.12 |
1,753.12 |
1,734.34 |
1,765.81 |
PP |
1,706.75 |
1,706.75 |
1,706.75 |
1,713.09 |
S1 |
1,681.38 |
1,681.38 |
1,721.18 |
1,694.07 |
S2 |
1,635.01 |
1,635.01 |
1,714.61 |
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S3 |
1,563.27 |
1,609.64 |
1,708.03 |
|
S4 |
1,491.53 |
1,537.90 |
1,688.30 |
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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 |
1,742.18 |
1,684.08 |
58.10 |
3.4% |
20.13 |
1.2% |
78% |
True |
False |
|
10 |
1,742.18 |
1,656.57 |
85.61 |
4.9% |
25.07 |
1.4% |
85% |
True |
False |
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20 |
1,754.54 |
1,656.57 |
97.97 |
5.7% |
23.83 |
1.4% |
75% |
False |
False |
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40 |
1,754.54 |
1,563.14 |
191.40 |
11.1% |
24.17 |
1.4% |
87% |
False |
False |
|
60 |
1,754.54 |
1,529.45 |
225.09 |
13.0% |
23.90 |
1.4% |
89% |
False |
False |
|
80 |
1,754.54 |
1,394.87 |
359.67 |
20.8% |
24.15 |
1.4% |
93% |
False |
False |
|
100 |
1,754.54 |
1,350.95 |
403.59 |
23.3% |
25.03 |
1.4% |
94% |
False |
False |
|
120 |
1,754.54 |
1,321.42 |
433.12 |
25.0% |
25.94 |
1.5% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,840.61 |
2.618 |
1,802.81 |
1.618 |
1,779.65 |
1.000 |
1,765.34 |
0.618 |
1,756.49 |
HIGH |
1,742.18 |
0.618 |
1,733.33 |
0.500 |
1,730.60 |
0.382 |
1,727.87 |
LOW |
1,719.02 |
0.618 |
1,704.71 |
1.000 |
1,695.86 |
1.618 |
1,681.55 |
2.618 |
1,658.39 |
4.250 |
1,620.59 |
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