Day Change Summary |
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Previous |
Current |
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|
|
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14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,565.0 |
5,631.5 |
66.5 |
1.2% |
5,426.0 |
High |
5,648.0 |
5,654.0 |
6.0 |
0.1% |
5,653.5 |
Low |
5,538.5 |
5,591.5 |
53.0 |
1.0% |
5,424.0 |
Close |
5,623.0 |
5,625.5 |
2.5 |
0.0% |
5,629.5 |
Range |
109.5 |
62.5 |
-47.0 |
-42.9% |
229.5 |
ATR |
99.3 |
96.7 |
-2.6 |
-2.6% |
0.0 |
Volume |
3,054 |
2,664 |
-390 |
-12.8% |
7,325 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,811.2 |
5,780.8 |
5,659.9 |
|
R3 |
5,748.7 |
5,718.3 |
5,642.7 |
|
R2 |
5,686.2 |
5,686.2 |
5,637.0 |
|
R1 |
5,655.8 |
5,655.8 |
5,631.2 |
5,639.8 |
PP |
5,623.7 |
5,623.7 |
5,623.7 |
5,615.6 |
S1 |
5,593.3 |
5,593.3 |
5,619.8 |
5,577.3 |
S2 |
5,561.2 |
5,561.2 |
5,614.0 |
|
S3 |
5,498.7 |
5,530.8 |
5,608.3 |
|
S4 |
5,436.2 |
5,468.3 |
5,591.1 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,654.0 |
5,461.5 |
192.5 |
3.4% |
85.6 |
1.5% |
85% |
True |
False |
2,427 |
10 |
5,654.0 |
5,275.0 |
379.0 |
6.7% |
77.8 |
1.4% |
92% |
True |
False |
1,474 |
20 |
5,654.0 |
5,171.0 |
483.0 |
8.6% |
87.6 |
1.6% |
94% |
True |
False |
845 |
40 |
5,654.0 |
5,065.0 |
589.0 |
10.5% |
95.8 |
1.7% |
95% |
True |
False |
520 |
60 |
5,654.0 |
4,558.0 |
1,096.0 |
19.5% |
87.7 |
1.6% |
97% |
True |
False |
376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,919.6 |
2.618 |
5,817.6 |
1.618 |
5,755.1 |
1.000 |
5,716.5 |
0.618 |
5,692.6 |
HIGH |
5,654.0 |
0.618 |
5,630.1 |
0.500 |
5,622.8 |
0.382 |
5,615.4 |
LOW |
5,591.5 |
0.618 |
5,552.9 |
1.000 |
5,529.0 |
1.618 |
5,490.4 |
2.618 |
5,427.9 |
4.250 |
5,325.9 |
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