Day Change Summary |
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Previous |
Current |
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14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,750.26 |
1,747.81 |
-2.45 |
-0.1% |
1,668.70 |
High |
1,756.25 |
1,753.36 |
-2.89 |
-0.2% |
1,732.11 |
Low |
1,742.25 |
1,742.89 |
0.64 |
0.0% |
1,660.37 |
Close |
1,754.26 |
1,753.36 |
-0.90 |
-0.1% |
1,727.76 |
Range |
14.00 |
10.47 |
-3.53 |
-25.2% |
71.74 |
ATR |
24.85 |
23.89 |
-0.96 |
-3.9% |
0.00 |
Volume |
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Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.28 |
1,777.79 |
1,759.12 |
|
R3 |
1,770.81 |
1,767.32 |
1,756.24 |
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R2 |
1,760.34 |
1,760.34 |
1,755.28 |
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R1 |
1,756.85 |
1,756.85 |
1,754.32 |
1,758.60 |
PP |
1,749.87 |
1,749.87 |
1,749.87 |
1,750.74 |
S1 |
1,746.38 |
1,746.38 |
1,752.40 |
1,748.13 |
S2 |
1,739.40 |
1,739.40 |
1,751.44 |
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S3 |
1,728.93 |
1,735.91 |
1,750.48 |
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S4 |
1,718.46 |
1,725.44 |
1,747.60 |
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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 |
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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 |
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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 |
1,756.25 |
1,710.58 |
45.67 |
2.6% |
16.20 |
0.9% |
94% |
False |
False |
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10 |
1,756.25 |
1,656.57 |
99.68 |
5.7% |
18.19 |
1.0% |
97% |
False |
False |
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20 |
1,756.25 |
1,656.57 |
99.68 |
5.7% |
22.89 |
1.3% |
97% |
False |
False |
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40 |
1,756.25 |
1,585.56 |
170.69 |
9.7% |
23.31 |
1.3% |
98% |
False |
False |
|
60 |
1,756.25 |
1,561.54 |
194.71 |
11.1% |
23.57 |
1.3% |
99% |
False |
False |
|
80 |
1,756.25 |
1,394.87 |
361.38 |
20.6% |
23.74 |
1.4% |
99% |
False |
False |
|
100 |
1,756.25 |
1,389.76 |
366.49 |
20.9% |
24.15 |
1.4% |
99% |
False |
False |
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120 |
1,756.25 |
1,339.82 |
416.43 |
23.8% |
25.55 |
1.5% |
99% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,797.86 |
2.618 |
1,780.77 |
1.618 |
1,770.30 |
1.000 |
1,763.83 |
0.618 |
1,759.83 |
HIGH |
1,753.36 |
0.618 |
1,749.36 |
0.500 |
1,748.13 |
0.382 |
1,746.89 |
LOW |
1,742.89 |
0.618 |
1,736.42 |
1.000 |
1,732.42 |
1.618 |
1,725.95 |
2.618 |
1,715.48 |
4.250 |
1,698.39 |
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