Day Change Summary |
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Previous |
Current |
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11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,620.0 |
5,565.0 |
-55.0 |
-1.0% |
5,426.0 |
High |
5,653.5 |
5,648.0 |
-5.5 |
-0.1% |
5,653.5 |
Low |
5,606.0 |
5,538.5 |
-67.5 |
-1.2% |
5,424.0 |
Close |
5,629.5 |
5,623.0 |
-6.5 |
-0.1% |
5,629.5 |
Range |
47.5 |
109.5 |
62.0 |
130.5% |
229.5 |
ATR |
98.5 |
99.3 |
0.8 |
0.8% |
0.0 |
Volume |
1,325 |
3,054 |
1,729 |
130.5% |
7,325 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,931.7 |
5,886.8 |
5,683.2 |
|
R3 |
5,822.2 |
5,777.3 |
5,653.1 |
|
R2 |
5,712.7 |
5,712.7 |
5,643.1 |
|
R1 |
5,667.8 |
5,667.8 |
5,633.0 |
5,690.3 |
PP |
5,603.2 |
5,603.2 |
5,603.2 |
5,614.4 |
S1 |
5,558.3 |
5,558.3 |
5,613.0 |
5,580.8 |
S2 |
5,493.7 |
5,493.7 |
5,602.9 |
|
S3 |
5,384.2 |
5,448.8 |
5,592.9 |
|
S4 |
5,274.7 |
5,339.3 |
5,562.8 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,257.5 |
6,173.0 |
5,755.7 |
|
R3 |
6,028.0 |
5,943.5 |
5,692.6 |
|
R2 |
5,798.5 |
5,798.5 |
5,671.6 |
|
R1 |
5,714.0 |
5,714.0 |
5,650.5 |
5,756.3 |
PP |
5,569.0 |
5,569.0 |
5,569.0 |
5,590.1 |
S1 |
5,484.5 |
5,484.5 |
5,608.5 |
5,526.8 |
S2 |
5,339.5 |
5,339.5 |
5,587.4 |
|
S3 |
5,110.0 |
5,255.0 |
5,566.4 |
|
S4 |
4,880.5 |
5,025.5 |
5,503.3 |
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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 |
5,653.5 |
5,461.5 |
192.0 |
3.4% |
80.9 |
1.4% |
84% |
False |
False |
2,046 |
10 |
5,653.5 |
5,275.0 |
378.5 |
6.7% |
91.7 |
1.6% |
92% |
False |
False |
1,230 |
20 |
5,653.5 |
5,171.0 |
482.5 |
8.6% |
86.7 |
1.5% |
94% |
False |
False |
738 |
40 |
5,653.5 |
5,057.5 |
596.0 |
10.6% |
96.6 |
1.7% |
95% |
False |
False |
455 |
60 |
5,653.5 |
4,558.0 |
1,095.5 |
19.5% |
86.8 |
1.5% |
97% |
False |
False |
334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,113.4 |
2.618 |
5,934.7 |
1.618 |
5,825.2 |
1.000 |
5,757.5 |
0.618 |
5,715.7 |
HIGH |
5,648.0 |
0.618 |
5,606.2 |
0.500 |
5,593.3 |
0.382 |
5,580.3 |
LOW |
5,538.5 |
0.618 |
5,470.8 |
1.000 |
5,429.0 |
1.618 |
5,361.3 |
2.618 |
5,251.8 |
4.250 |
5,073.1 |
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