Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,720.5 |
5,712.0 |
-8.5 |
-0.1% |
5,565.0 |
High |
5,757.0 |
5,712.0 |
-45.0 |
-0.8% |
5,757.0 |
Low |
5,706.0 |
5,622.5 |
-83.5 |
-1.5% |
5,538.5 |
Close |
5,719.5 |
5,675.5 |
-44.0 |
-0.8% |
5,719.5 |
Range |
51.0 |
89.5 |
38.5 |
75.5% |
218.5 |
ATR |
91.2 |
91.6 |
0.4 |
0.5% |
0.0 |
Volume |
3,055 |
211 |
-2,844 |
-93.1% |
28,964 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,938.5 |
5,896.5 |
5,724.7 |
|
R3 |
5,849.0 |
5,807.0 |
5,700.1 |
|
R2 |
5,759.5 |
5,759.5 |
5,691.9 |
|
R1 |
5,717.5 |
5,717.5 |
5,683.7 |
5,693.8 |
PP |
5,670.0 |
5,670.0 |
5,670.0 |
5,658.1 |
S1 |
5,628.0 |
5,628.0 |
5,667.3 |
5,604.3 |
S2 |
5,580.5 |
5,580.5 |
5,659.1 |
|
S3 |
5,491.0 |
5,538.5 |
5,650.9 |
|
S4 |
5,401.5 |
5,449.0 |
5,626.3 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,327.2 |
6,241.8 |
5,839.7 |
|
R3 |
6,108.7 |
6,023.3 |
5,779.6 |
|
R2 |
5,890.2 |
5,890.2 |
5,759.6 |
|
R1 |
5,804.8 |
5,804.8 |
5,739.5 |
5,847.5 |
PP |
5,671.7 |
5,671.7 |
5,671.7 |
5,693.0 |
S1 |
5,586.3 |
5,586.3 |
5,699.5 |
5,629.0 |
S2 |
5,453.2 |
5,453.2 |
5,679.4 |
|
S3 |
5,234.7 |
5,367.8 |
5,659.4 |
|
S4 |
5,016.2 |
5,149.3 |
5,599.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,757.0 |
5,591.5 |
165.5 |
2.9% |
68.4 |
1.2% |
51% |
False |
False |
5,224 |
10 |
5,757.0 |
5,461.5 |
295.5 |
5.2% |
74.7 |
1.3% |
72% |
False |
False |
3,635 |
20 |
5,757.0 |
5,275.0 |
482.0 |
8.5% |
82.2 |
1.4% |
83% |
False |
False |
1,973 |
40 |
5,757.0 |
5,166.5 |
590.5 |
10.4% |
92.7 |
1.6% |
86% |
False |
False |
1,092 |
60 |
5,757.0 |
4,558.0 |
1,199.0 |
21.1% |
88.8 |
1.6% |
93% |
False |
False |
762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,092.4 |
2.618 |
5,946.3 |
1.618 |
5,856.8 |
1.000 |
5,801.5 |
0.618 |
5,767.3 |
HIGH |
5,712.0 |
0.618 |
5,677.8 |
0.500 |
5,667.3 |
0.382 |
5,656.7 |
LOW |
5,622.5 |
0.618 |
5,567.2 |
1.000 |
5,533.0 |
1.618 |
5,477.7 |
2.618 |
5,388.2 |
4.250 |
5,242.1 |
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