Day Change Summary |
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Previous |
Current |
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01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,680.0 |
5,527.0 |
-153.0 |
-2.7% |
5,574.0 |
High |
5,728.0 |
5,535.5 |
-192.5 |
-3.4% |
5,750.5 |
Low |
5,540.0 |
5,450.0 |
-90.0 |
-1.6% |
5,450.0 |
Close |
5,562.0 |
5,486.5 |
-75.5 |
-1.4% |
5,486.5 |
Range |
188.0 |
85.5 |
-102.5 |
-54.5% |
300.5 |
ATR |
103.4 |
104.0 |
0.6 |
0.6% |
0.0 |
Volume |
492 |
478 |
-14 |
-2.8% |
2,540 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,747.2 |
5,702.3 |
5,533.5 |
|
R3 |
5,661.7 |
5,616.8 |
5,510.0 |
|
R2 |
5,576.2 |
5,576.2 |
5,502.2 |
|
R1 |
5,531.3 |
5,531.3 |
5,494.3 |
5,511.0 |
PP |
5,490.7 |
5,490.7 |
5,490.7 |
5,480.5 |
S1 |
5,445.8 |
5,445.8 |
5,478.7 |
5,425.5 |
S2 |
5,405.2 |
5,405.2 |
5,470.8 |
|
S3 |
5,319.7 |
5,360.3 |
5,463.0 |
|
S4 |
5,234.2 |
5,274.8 |
5,439.5 |
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|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,463.8 |
6,275.7 |
5,651.8 |
|
R3 |
6,163.3 |
5,975.2 |
5,569.1 |
|
R2 |
5,862.8 |
5,862.8 |
5,541.6 |
|
R1 |
5,674.7 |
5,674.7 |
5,514.0 |
5,618.5 |
PP |
5,562.3 |
5,562.3 |
5,562.3 |
5,534.3 |
S1 |
5,374.2 |
5,374.2 |
5,459.0 |
5,318.0 |
S2 |
5,261.8 |
5,261.8 |
5,431.4 |
|
S3 |
4,961.3 |
5,073.7 |
5,403.9 |
|
S4 |
4,660.8 |
4,773.2 |
5,321.2 |
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|
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 |
5,450.0 |
300.5 |
5.5% |
125.4 |
2.3% |
12% |
False |
True |
508 |
10 |
5,755.0 |
5,450.0 |
305.0 |
5.6% |
106.9 |
1.9% |
12% |
False |
True |
619 |
20 |
5,757.0 |
5,424.0 |
333.0 |
6.1% |
89.1 |
1.6% |
19% |
False |
False |
2,124 |
40 |
5,757.0 |
5,171.0 |
586.0 |
10.7% |
93.5 |
1.7% |
54% |
False |
False |
1,190 |
60 |
5,757.0 |
4,558.0 |
1,199.0 |
21.9% |
95.9 |
1.7% |
77% |
False |
False |
850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,898.9 |
2.618 |
5,759.3 |
1.618 |
5,673.8 |
1.000 |
5,621.0 |
0.618 |
5,588.3 |
HIGH |
5,535.5 |
0.618 |
5,502.8 |
0.500 |
5,492.8 |
0.382 |
5,482.7 |
LOW |
5,450.0 |
0.618 |
5,397.2 |
1.000 |
5,364.5 |
1.618 |
5,311.7 |
2.618 |
5,226.2 |
4.250 |
5,086.6 |
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