Day Change Summary |
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Previous |
Current |
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02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,527.0 |
5,481.0 |
-46.0 |
-0.8% |
5,574.0 |
High |
5,535.5 |
5,549.0 |
13.5 |
0.2% |
5,750.5 |
Low |
5,450.0 |
5,450.0 |
0.0 |
0.0% |
5,450.0 |
Close |
5,486.5 |
5,510.5 |
24.0 |
0.4% |
5,486.5 |
Range |
85.5 |
99.0 |
13.5 |
15.8% |
300.5 |
ATR |
104.0 |
103.7 |
-0.4 |
-0.3% |
0.0 |
Volume |
478 |
107 |
-371 |
-77.6% |
2,540 |
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Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,800.2 |
5,754.3 |
5,565.0 |
|
R3 |
5,701.2 |
5,655.3 |
5,537.7 |
|
R2 |
5,602.2 |
5,602.2 |
5,528.7 |
|
R1 |
5,556.3 |
5,556.3 |
5,519.6 |
5,579.3 |
PP |
5,503.2 |
5,503.2 |
5,503.2 |
5,514.6 |
S1 |
5,457.3 |
5,457.3 |
5,501.4 |
5,480.3 |
S2 |
5,404.2 |
5,404.2 |
5,492.4 |
|
S3 |
5,305.2 |
5,358.3 |
5,483.3 |
|
S4 |
5,206.2 |
5,259.3 |
5,456.1 |
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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 |
5,744.0 |
5,450.0 |
294.0 |
5.3% |
108.1 |
2.0% |
21% |
False |
True |
367 |
10 |
5,755.0 |
5,450.0 |
305.0 |
5.5% |
107.9 |
2.0% |
20% |
False |
True |
609 |
20 |
5,757.0 |
5,450.0 |
307.0 |
5.6% |
91.3 |
1.7% |
20% |
False |
True |
2,122 |
40 |
5,757.0 |
5,171.0 |
586.0 |
10.6% |
94.7 |
1.7% |
58% |
False |
False |
1,190 |
60 |
5,757.0 |
4,734.5 |
1,022.5 |
18.6% |
94.2 |
1.7% |
76% |
False |
False |
852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,969.8 |
2.618 |
5,808.2 |
1.618 |
5,709.2 |
1.000 |
5,648.0 |
0.618 |
5,610.2 |
HIGH |
5,549.0 |
0.618 |
5,511.2 |
0.500 |
5,499.5 |
0.382 |
5,487.8 |
LOW |
5,450.0 |
0.618 |
5,388.8 |
1.000 |
5,351.0 |
1.618 |
5,289.8 |
2.618 |
5,190.8 |
4.250 |
5,029.3 |
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