Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,719.5 |
5,683.5 |
-36.0 |
-0.6% |
5,565.0 |
High |
5,755.0 |
5,742.0 |
-13.0 |
-0.2% |
5,757.0 |
Low |
5,675.0 |
5,591.0 |
-84.0 |
-1.5% |
5,538.5 |
Close |
5,699.0 |
5,616.0 |
-83.0 |
-1.5% |
5,719.5 |
Range |
80.0 |
151.0 |
71.0 |
88.8% |
218.5 |
ATR |
89.7 |
94.1 |
4.4 |
4.9% |
0.0 |
Volume |
979 |
311 |
-668 |
-68.2% |
28,964 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,102.7 |
6,010.3 |
5,699.1 |
|
R3 |
5,951.7 |
5,859.3 |
5,657.5 |
|
R2 |
5,800.7 |
5,800.7 |
5,643.7 |
|
R1 |
5,708.3 |
5,708.3 |
5,629.8 |
5,679.0 |
PP |
5,649.7 |
5,649.7 |
5,649.7 |
5,635.0 |
S1 |
5,557.3 |
5,557.3 |
5,602.2 |
5,528.0 |
S2 |
5,498.7 |
5,498.7 |
5,588.3 |
|
S3 |
5,347.7 |
5,406.3 |
5,574.5 |
|
S4 |
5,196.7 |
5,255.3 |
5,533.0 |
|
|
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 |
5,591.0 |
166.0 |
3.0% |
85.4 |
1.5% |
15% |
False |
True |
1,239 |
10 |
5,757.0 |
5,538.5 |
218.5 |
3.9% |
78.6 |
1.4% |
35% |
False |
False |
3,343 |
20 |
5,757.0 |
5,275.0 |
482.0 |
8.6% |
83.3 |
1.5% |
71% |
False |
False |
2,092 |
40 |
5,757.0 |
5,171.0 |
586.0 |
10.4% |
90.6 |
1.6% |
76% |
False |
False |
1,149 |
60 |
5,757.0 |
4,558.0 |
1,199.0 |
21.3% |
89.3 |
1.6% |
88% |
False |
False |
807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,383.8 |
2.618 |
6,137.3 |
1.618 |
5,986.3 |
1.000 |
5,893.0 |
0.618 |
5,835.3 |
HIGH |
5,742.0 |
0.618 |
5,684.3 |
0.500 |
5,666.5 |
0.382 |
5,648.7 |
LOW |
5,591.0 |
0.618 |
5,497.7 |
1.000 |
5,440.0 |
1.618 |
5,346.7 |
2.618 |
5,195.7 |
4.250 |
4,949.3 |
|
|