Day Change Summary |
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Previous |
Current |
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|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,631.5 |
5,650.5 |
19.0 |
0.3% |
5,426.0 |
High |
5,654.0 |
5,733.0 |
79.0 |
1.4% |
5,653.5 |
Low |
5,591.5 |
5,646.5 |
55.0 |
1.0% |
5,424.0 |
Close |
5,625.5 |
5,699.0 |
73.5 |
1.3% |
5,629.5 |
Range |
62.5 |
86.5 |
24.0 |
38.4% |
229.5 |
ATR |
96.7 |
97.5 |
0.8 |
0.8% |
0.0 |
Volume |
2,664 |
5,333 |
2,669 |
100.2% |
7,325 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,952.3 |
5,912.2 |
5,746.6 |
|
R3 |
5,865.8 |
5,825.7 |
5,722.8 |
|
R2 |
5,779.3 |
5,779.3 |
5,714.9 |
|
R1 |
5,739.2 |
5,739.2 |
5,706.9 |
5,759.3 |
PP |
5,692.8 |
5,692.8 |
5,692.8 |
5,702.9 |
S1 |
5,652.7 |
5,652.7 |
5,691.1 |
5,672.8 |
S2 |
5,606.3 |
5,606.3 |
5,683.1 |
|
S3 |
5,519.8 |
5,566.2 |
5,675.2 |
|
S4 |
5,433.3 |
5,479.7 |
5,651.4 |
|
|
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 |
5,733.0 |
5,538.5 |
194.5 |
3.4% |
77.1 |
1.4% |
83% |
True |
False |
3,210 |
10 |
5,733.0 |
5,287.0 |
446.0 |
7.8% |
79.6 |
1.4% |
92% |
True |
False |
1,977 |
20 |
5,733.0 |
5,275.0 |
458.0 |
8.0% |
87.4 |
1.5% |
93% |
True |
False |
1,106 |
40 |
5,733.0 |
5,117.0 |
616.0 |
10.8% |
95.9 |
1.7% |
94% |
True |
False |
652 |
60 |
5,733.0 |
4,558.0 |
1,175.0 |
20.6% |
87.2 |
1.5% |
97% |
True |
False |
465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,100.6 |
2.618 |
5,959.5 |
1.618 |
5,873.0 |
1.000 |
5,819.5 |
0.618 |
5,786.5 |
HIGH |
5,733.0 |
0.618 |
5,700.0 |
0.500 |
5,689.8 |
0.382 |
5,679.5 |
LOW |
5,646.5 |
0.618 |
5,593.0 |
1.000 |
5,560.0 |
1.618 |
5,506.5 |
2.618 |
5,420.0 |
4.250 |
5,278.9 |
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