Day Change Summary |
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Previous |
Current |
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|
|
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22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,706.5 |
5,719.5 |
13.0 |
0.2% |
5,565.0 |
High |
5,751.0 |
5,755.0 |
4.0 |
0.1% |
5,757.0 |
Low |
5,695.5 |
5,675.0 |
-20.5 |
-0.4% |
5,538.5 |
Close |
5,711.0 |
5,699.0 |
-12.0 |
-0.2% |
5,719.5 |
Range |
55.5 |
80.0 |
24.5 |
44.1% |
218.5 |
ATR |
90.5 |
89.7 |
-0.7 |
-0.8% |
0.0 |
Volume |
1,640 |
979 |
-661 |
-40.3% |
28,964 |
|
Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,949.7 |
5,904.3 |
5,743.0 |
|
R3 |
5,869.7 |
5,824.3 |
5,721.0 |
|
R2 |
5,789.7 |
5,789.7 |
5,713.7 |
|
R1 |
5,744.3 |
5,744.3 |
5,706.3 |
5,727.0 |
PP |
5,709.7 |
5,709.7 |
5,709.7 |
5,701.0 |
S1 |
5,664.3 |
5,664.3 |
5,691.7 |
5,647.0 |
S2 |
5,629.7 |
5,629.7 |
5,684.3 |
|
S3 |
5,549.7 |
5,584.3 |
5,677.0 |
|
S4 |
5,469.7 |
5,504.3 |
5,655.0 |
|
|
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% |
65.7 |
1.2% |
57% |
False |
False |
4,148 |
10 |
5,757.0 |
5,538.5 |
218.5 |
3.8% |
71.4 |
1.3% |
73% |
False |
False |
3,679 |
20 |
5,757.0 |
5,275.0 |
482.0 |
8.5% |
80.4 |
1.4% |
88% |
False |
False |
2,086 |
40 |
5,757.0 |
5,171.0 |
586.0 |
10.3% |
89.3 |
1.6% |
90% |
False |
False |
1,147 |
60 |
5,757.0 |
4,558.0 |
1,199.0 |
21.0% |
88.3 |
1.5% |
95% |
False |
False |
803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,095.0 |
2.618 |
5,964.4 |
1.618 |
5,884.4 |
1.000 |
5,835.0 |
0.618 |
5,804.4 |
HIGH |
5,755.0 |
0.618 |
5,724.4 |
0.500 |
5,715.0 |
0.382 |
5,705.6 |
LOW |
5,675.0 |
0.618 |
5,625.6 |
1.000 |
5,595.0 |
1.618 |
5,545.6 |
2.618 |
5,465.6 |
4.250 |
5,335.0 |
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