Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,726.0 |
5,732.0 |
6.0 |
0.1% |
5,712.0 |
High |
5,742.5 |
5,744.0 |
1.5 |
0.0% |
5,755.0 |
Low |
5,696.0 |
5,622.5 |
-73.5 |
-1.3% |
5,565.0 |
Close |
5,722.0 |
5,676.5 |
-45.5 |
-0.8% |
5,592.0 |
Range |
46.5 |
121.5 |
75.0 |
161.3% |
190.0 |
ATR |
95.0 |
96.9 |
1.9 |
2.0% |
0.0 |
Volume |
150 |
608 |
458 |
305.3% |
3,655 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,045.5 |
5,982.5 |
5,743.3 |
|
R3 |
5,924.0 |
5,861.0 |
5,709.9 |
|
R2 |
5,802.5 |
5,802.5 |
5,698.8 |
|
R1 |
5,739.5 |
5,739.5 |
5,687.6 |
5,710.3 |
PP |
5,681.0 |
5,681.0 |
5,681.0 |
5,666.4 |
S1 |
5,618.0 |
5,618.0 |
5,665.4 |
5,588.8 |
S2 |
5,559.5 |
5,559.5 |
5,654.2 |
|
S3 |
5,438.0 |
5,496.5 |
5,643.1 |
|
S4 |
5,316.5 |
5,375.0 |
5,609.7 |
|
|
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 |
5,750.5 |
5,565.0 |
185.5 |
3.3% |
114.1 |
2.0% |
60% |
False |
False |
479 |
10 |
5,757.0 |
5,565.0 |
192.0 |
3.4% |
89.9 |
1.6% |
58% |
False |
False |
2,313 |
20 |
5,757.0 |
5,287.0 |
470.0 |
8.3% |
84.8 |
1.5% |
83% |
False |
False |
2,145 |
40 |
5,757.0 |
5,171.0 |
586.0 |
10.3% |
92.4 |
1.6% |
86% |
False |
False |
1,173 |
60 |
5,757.0 |
4,558.0 |
1,199.0 |
21.1% |
93.1 |
1.6% |
93% |
False |
False |
837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,260.4 |
2.618 |
6,062.1 |
1.618 |
5,940.6 |
1.000 |
5,865.5 |
0.618 |
5,819.1 |
HIGH |
5,744.0 |
0.618 |
5,697.6 |
0.500 |
5,683.3 |
0.382 |
5,668.9 |
LOW |
5,622.5 |
0.618 |
5,547.4 |
1.000 |
5,501.0 |
1.618 |
5,425.9 |
2.618 |
5,304.4 |
4.250 |
5,106.1 |
|
|