Day Change Summary |
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Previous |
Current |
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20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,766.05 |
1,754.71 |
-11.34 |
-0.6% |
1,732.75 |
High |
1,766.72 |
1,780.83 |
14.11 |
0.8% |
1,756.25 |
Low |
1,745.81 |
1,750.91 |
5.10 |
0.3% |
1,719.02 |
Close |
1,756.19 |
1,753.56 |
-2.63 |
-0.1% |
1,739.32 |
Range |
20.91 |
29.92 |
9.01 |
43.1% |
37.23 |
ATR |
23.97 |
24.39 |
0.43 |
1.8% |
0.00 |
Volume |
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Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.53 |
1,832.46 |
1,770.02 |
|
R3 |
1,821.61 |
1,802.54 |
1,761.79 |
|
R2 |
1,791.69 |
1,791.69 |
1,759.05 |
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R1 |
1,772.62 |
1,772.62 |
1,756.30 |
1,767.20 |
PP |
1,761.77 |
1,761.77 |
1,761.77 |
1,759.05 |
S1 |
1,742.70 |
1,742.70 |
1,750.82 |
1,737.28 |
S2 |
1,731.85 |
1,731.85 |
1,748.07 |
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S3 |
1,701.93 |
1,712.78 |
1,745.33 |
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S4 |
1,672.01 |
1,682.86 |
1,737.10 |
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Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,849.89 |
1,831.83 |
1,759.80 |
|
R3 |
1,812.66 |
1,794.60 |
1,749.56 |
|
R2 |
1,775.43 |
1,775.43 |
1,746.15 |
|
R1 |
1,757.37 |
1,757.37 |
1,742.73 |
1,766.40 |
PP |
1,738.20 |
1,738.20 |
1,738.20 |
1,742.71 |
S1 |
1,720.14 |
1,720.14 |
1,735.91 |
1,729.17 |
S2 |
1,700.97 |
1,700.97 |
1,732.49 |
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S3 |
1,663.74 |
1,682.91 |
1,729.08 |
|
S4 |
1,626.51 |
1,645.68 |
1,718.84 |
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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 |
1,780.83 |
1,727.56 |
53.27 |
3.0% |
21.54 |
1.2% |
49% |
True |
False |
|
10 |
1,780.83 |
1,710.58 |
70.25 |
4.0% |
19.67 |
1.1% |
61% |
True |
False |
|
20 |
1,780.83 |
1,656.57 |
124.26 |
7.1% |
23.71 |
1.4% |
78% |
True |
False |
|
40 |
1,780.83 |
1,585.56 |
195.27 |
11.1% |
23.55 |
1.3% |
86% |
True |
False |
|
60 |
1,780.83 |
1,563.14 |
217.69 |
12.4% |
23.28 |
1.3% |
87% |
True |
False |
|
80 |
1,780.83 |
1,394.87 |
385.96 |
22.0% |
23.61 |
1.3% |
93% |
True |
False |
|
100 |
1,780.83 |
1,394.87 |
385.96 |
22.0% |
23.88 |
1.4% |
93% |
True |
False |
|
120 |
1,780.83 |
1,339.82 |
441.01 |
25.1% |
25.48 |
1.5% |
94% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,907.99 |
2.618 |
1,859.16 |
1.618 |
1,829.24 |
1.000 |
1,810.75 |
0.618 |
1,799.32 |
HIGH |
1,780.83 |
0.618 |
1,769.40 |
0.500 |
1,765.87 |
0.382 |
1,762.34 |
LOW |
1,750.91 |
0.618 |
1,732.42 |
1.000 |
1,720.99 |
1.618 |
1,702.50 |
2.618 |
1,672.58 |
4.250 |
1,623.75 |
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