Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,683.5 |
5,628.0 |
-55.5 |
-1.0% |
5,712.0 |
High |
5,742.0 |
5,631.0 |
-111.0 |
-1.9% |
5,755.0 |
Low |
5,591.0 |
5,565.0 |
-26.0 |
-0.5% |
5,565.0 |
Close |
5,616.0 |
5,592.0 |
-24.0 |
-0.4% |
5,592.0 |
Range |
151.0 |
66.0 |
-85.0 |
-56.3% |
190.0 |
ATR |
94.1 |
92.1 |
-2.0 |
-2.1% |
0.0 |
Volume |
311 |
514 |
203 |
65.3% |
3,655 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,794.0 |
5,759.0 |
5,628.3 |
|
R3 |
5,728.0 |
5,693.0 |
5,610.2 |
|
R2 |
5,662.0 |
5,662.0 |
5,604.1 |
|
R1 |
5,627.0 |
5,627.0 |
5,598.1 |
5,611.5 |
PP |
5,596.0 |
5,596.0 |
5,596.0 |
5,588.3 |
S1 |
5,561.0 |
5,561.0 |
5,586.0 |
5,545.5 |
S2 |
5,530.0 |
5,530.0 |
5,579.9 |
|
S3 |
5,464.0 |
5,495.0 |
5,573.9 |
|
S4 |
5,398.0 |
5,429.0 |
5,555.7 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,207.3 |
6,089.7 |
5,696.5 |
|
R3 |
6,017.3 |
5,899.7 |
5,644.3 |
|
R2 |
5,827.3 |
5,827.3 |
5,626.8 |
|
R1 |
5,709.7 |
5,709.7 |
5,609.4 |
5,673.5 |
PP |
5,637.3 |
5,637.3 |
5,637.3 |
5,619.3 |
S1 |
5,519.7 |
5,519.7 |
5,574.6 |
5,483.5 |
S2 |
5,447.3 |
5,447.3 |
5,557.2 |
|
S3 |
5,257.3 |
5,329.7 |
5,539.8 |
|
S4 |
5,067.3 |
5,139.7 |
5,487.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,755.0 |
5,565.0 |
190.0 |
3.4% |
88.4 |
1.6% |
14% |
False |
True |
731 |
10 |
5,757.0 |
5,538.5 |
218.5 |
3.9% |
80.4 |
1.4% |
24% |
False |
False |
3,261 |
20 |
5,757.0 |
5,275.0 |
482.0 |
8.6% |
83.1 |
1.5% |
66% |
False |
False |
2,098 |
40 |
5,757.0 |
5,171.0 |
586.0 |
10.5% |
91.4 |
1.6% |
72% |
False |
False |
1,157 |
60 |
5,757.0 |
4,558.0 |
1,199.0 |
21.4% |
90.3 |
1.6% |
86% |
False |
False |
816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,911.5 |
2.618 |
5,803.8 |
1.618 |
5,737.8 |
1.000 |
5,697.0 |
0.618 |
5,671.8 |
HIGH |
5,631.0 |
0.618 |
5,605.8 |
0.500 |
5,598.0 |
0.382 |
5,590.2 |
LOW |
5,565.0 |
0.618 |
5,524.2 |
1.000 |
5,499.0 |
1.618 |
5,458.2 |
2.618 |
5,392.2 |
4.250 |
5,284.5 |
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