Day Change Summary |
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Previous |
Current |
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|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,712.0 |
5,706.5 |
-5.5 |
-0.1% |
5,565.0 |
High |
5,712.0 |
5,751.0 |
39.0 |
0.7% |
5,757.0 |
Low |
5,622.5 |
5,695.5 |
73.0 |
1.3% |
5,538.5 |
Close |
5,675.5 |
5,711.0 |
35.5 |
0.6% |
5,719.5 |
Range |
89.5 |
55.5 |
-34.0 |
-38.0% |
218.5 |
ATR |
91.6 |
90.5 |
-1.2 |
-1.3% |
0.0 |
Volume |
211 |
1,640 |
1,429 |
677.3% |
28,964 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,885.7 |
5,853.8 |
5,741.5 |
|
R3 |
5,830.2 |
5,798.3 |
5,726.3 |
|
R2 |
5,774.7 |
5,774.7 |
5,721.2 |
|
R1 |
5,742.8 |
5,742.8 |
5,716.1 |
5,758.8 |
PP |
5,719.2 |
5,719.2 |
5,719.2 |
5,727.1 |
S1 |
5,687.3 |
5,687.3 |
5,705.9 |
5,703.3 |
S2 |
5,663.7 |
5,663.7 |
5,700.8 |
|
S3 |
5,608.2 |
5,631.8 |
5,695.7 |
|
S4 |
5,552.7 |
5,576.3 |
5,680.5 |
|
|
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 |
5,622.5 |
134.5 |
2.4% |
67.0 |
1.2% |
66% |
False |
False |
5,019 |
10 |
5,757.0 |
5,461.5 |
295.5 |
5.2% |
76.3 |
1.3% |
84% |
False |
False |
3,723 |
20 |
5,757.0 |
5,275.0 |
482.0 |
8.4% |
79.3 |
1.4% |
90% |
False |
False |
2,042 |
40 |
5,757.0 |
5,166.5 |
590.5 |
10.3% |
90.7 |
1.6% |
92% |
False |
False |
1,129 |
60 |
5,757.0 |
4,558.0 |
1,199.0 |
21.0% |
88.4 |
1.5% |
96% |
False |
False |
788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,986.9 |
2.618 |
5,896.3 |
1.618 |
5,840.8 |
1.000 |
5,806.5 |
0.618 |
5,785.3 |
HIGH |
5,751.0 |
0.618 |
5,729.8 |
0.500 |
5,723.3 |
0.382 |
5,716.7 |
LOW |
5,695.5 |
0.618 |
5,661.2 |
1.000 |
5,640.0 |
1.618 |
5,605.7 |
2.618 |
5,550.2 |
4.250 |
5,459.6 |
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