Day Change Summary |
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Previous |
Current |
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|
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06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,523.0 |
5,648.0 |
125.0 |
2.3% |
5,574.0 |
High |
5,665.5 |
5,692.5 |
27.0 |
0.5% |
5,750.5 |
Low |
5,523.0 |
5,637.0 |
114.0 |
2.1% |
5,450.0 |
Close |
5,654.0 |
5,656.0 |
2.0 |
0.0% |
5,486.5 |
Range |
142.5 |
55.5 |
-87.0 |
-61.1% |
300.5 |
ATR |
107.3 |
103.6 |
-3.7 |
-3.4% |
0.0 |
Volume |
261 |
246 |
-15 |
-5.7% |
2,540 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,828.3 |
5,797.7 |
5,686.5 |
|
R3 |
5,772.8 |
5,742.2 |
5,671.3 |
|
R2 |
5,717.3 |
5,717.3 |
5,666.2 |
|
R1 |
5,686.7 |
5,686.7 |
5,661.1 |
5,702.0 |
PP |
5,661.8 |
5,661.8 |
5,661.8 |
5,669.5 |
S1 |
5,631.2 |
5,631.2 |
5,650.9 |
5,646.5 |
S2 |
5,606.3 |
5,606.3 |
5,645.8 |
|
S3 |
5,550.8 |
5,575.7 |
5,640.7 |
|
S4 |
5,495.3 |
5,520.2 |
5,625.5 |
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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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,728.0 |
5,450.0 |
278.0 |
4.9% |
114.1 |
2.0% |
74% |
False |
False |
316 |
10 |
5,750.5 |
5,450.0 |
300.5 |
5.3% |
114.1 |
2.0% |
69% |
False |
False |
397 |
20 |
5,757.0 |
5,450.0 |
307.0 |
5.4% |
92.8 |
1.6% |
67% |
False |
False |
2,038 |
40 |
5,757.0 |
5,171.0 |
586.0 |
10.4% |
92.4 |
1.6% |
83% |
False |
False |
1,196 |
60 |
5,757.0 |
4,925.0 |
832.0 |
14.7% |
94.6 |
1.7% |
88% |
False |
False |
856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,928.4 |
2.618 |
5,837.8 |
1.618 |
5,782.3 |
1.000 |
5,748.0 |
0.618 |
5,726.8 |
HIGH |
5,692.5 |
0.618 |
5,671.3 |
0.500 |
5,664.8 |
0.382 |
5,658.2 |
LOW |
5,637.0 |
0.618 |
5,602.7 |
1.000 |
5,581.5 |
1.618 |
5,547.2 |
2.618 |
5,491.7 |
4.250 |
5,401.1 |
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