Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,628.0 |
5,574.0 |
-54.0 |
-1.0% |
5,712.0 |
High |
5,631.0 |
5,750.5 |
119.5 |
2.1% |
5,755.0 |
Low |
5,565.0 |
5,565.0 |
0.0 |
0.0% |
5,565.0 |
Close |
5,592.0 |
5,724.5 |
132.5 |
2.4% |
5,592.0 |
Range |
66.0 |
185.5 |
119.5 |
181.1% |
190.0 |
ATR |
92.1 |
98.8 |
6.7 |
7.2% |
0.0 |
Volume |
514 |
812 |
298 |
58.0% |
3,655 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,236.5 |
6,166.0 |
5,826.5 |
|
R3 |
6,051.0 |
5,980.5 |
5,775.5 |
|
R2 |
5,865.5 |
5,865.5 |
5,758.5 |
|
R1 |
5,795.0 |
5,795.0 |
5,741.5 |
5,830.3 |
PP |
5,680.0 |
5,680.0 |
5,680.0 |
5,697.6 |
S1 |
5,609.5 |
5,609.5 |
5,707.5 |
5,644.8 |
S2 |
5,494.5 |
5,494.5 |
5,690.5 |
|
S3 |
5,309.0 |
5,424.0 |
5,673.5 |
|
S4 |
5,123.5 |
5,238.5 |
5,622.5 |
|
|
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 |
3.3% |
107.6 |
1.9% |
84% |
False |
True |
851 |
10 |
5,757.0 |
5,565.0 |
192.0 |
3.4% |
88.0 |
1.5% |
83% |
False |
True |
3,037 |
20 |
5,757.0 |
5,275.0 |
482.0 |
8.4% |
89.9 |
1.6% |
93% |
False |
False |
2,133 |
40 |
5,757.0 |
5,171.0 |
586.0 |
10.2% |
92.5 |
1.6% |
94% |
False |
False |
1,169 |
60 |
5,757.0 |
4,558.0 |
1,199.0 |
20.9% |
92.7 |
1.6% |
97% |
False |
False |
828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,538.9 |
2.618 |
6,236.1 |
1.618 |
6,050.6 |
1.000 |
5,936.0 |
0.618 |
5,865.1 |
HIGH |
5,750.5 |
0.618 |
5,679.6 |
0.500 |
5,657.8 |
0.382 |
5,635.9 |
LOW |
5,565.0 |
0.618 |
5,450.4 |
1.000 |
5,379.5 |
1.618 |
5,264.9 |
2.618 |
5,079.4 |
4.250 |
4,776.6 |
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