Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,732.0 |
5,680.0 |
-52.0 |
-0.9% |
5,712.0 |
High |
5,744.0 |
5,728.0 |
-16.0 |
-0.3% |
5,755.0 |
Low |
5,622.5 |
5,540.0 |
-82.5 |
-1.5% |
5,565.0 |
Close |
5,676.5 |
5,562.0 |
-114.5 |
-2.0% |
5,592.0 |
Range |
121.5 |
188.0 |
66.5 |
54.7% |
190.0 |
ATR |
96.9 |
103.4 |
6.5 |
6.7% |
0.0 |
Volume |
608 |
492 |
-116 |
-19.1% |
3,655 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,174.0 |
6,056.0 |
5,665.4 |
|
R3 |
5,986.0 |
5,868.0 |
5,613.7 |
|
R2 |
5,798.0 |
5,798.0 |
5,596.5 |
|
R1 |
5,680.0 |
5,680.0 |
5,579.2 |
5,645.0 |
PP |
5,610.0 |
5,610.0 |
5,610.0 |
5,592.5 |
S1 |
5,492.0 |
5,492.0 |
5,544.8 |
5,457.0 |
S2 |
5,422.0 |
5,422.0 |
5,527.5 |
|
S3 |
5,234.0 |
5,304.0 |
5,510.3 |
|
S4 |
5,046.0 |
5,116.0 |
5,458.6 |
|
|
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 |
5,540.0 |
210.5 |
3.8% |
121.5 |
2.2% |
10% |
False |
True |
515 |
10 |
5,757.0 |
5,540.0 |
217.0 |
3.9% |
103.5 |
1.9% |
10% |
False |
True |
877 |
20 |
5,757.0 |
5,331.0 |
426.0 |
7.7% |
90.1 |
1.6% |
54% |
False |
False |
2,113 |
40 |
5,757.0 |
5,171.0 |
586.0 |
10.5% |
95.4 |
1.7% |
67% |
False |
False |
1,182 |
60 |
5,757.0 |
4,558.0 |
1,199.0 |
21.6% |
95.4 |
1.7% |
84% |
False |
False |
843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,527.0 |
2.618 |
6,220.2 |
1.618 |
6,032.2 |
1.000 |
5,916.0 |
0.618 |
5,844.2 |
HIGH |
5,728.0 |
0.618 |
5,656.2 |
0.500 |
5,634.0 |
0.382 |
5,611.8 |
LOW |
5,540.0 |
0.618 |
5,423.8 |
1.000 |
5,352.0 |
1.618 |
5,235.8 |
2.618 |
5,047.8 |
4.250 |
4,741.0 |
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