Day Change Summary |
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Previous |
Current |
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08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,701.5 |
5,719.0 |
17.5 |
0.3% |
5,481.0 |
High |
5,733.0 |
5,742.0 |
9.0 |
0.2% |
5,742.0 |
Low |
5,685.0 |
5,685.0 |
0.0 |
0.0% |
5,450.0 |
Close |
5,715.0 |
5,714.0 |
-1.0 |
0.0% |
5,714.0 |
Range |
48.0 |
57.0 |
9.0 |
18.8% |
292.0 |
ATR |
101.7 |
98.5 |
-3.2 |
-3.1% |
0.0 |
Volume |
2,896 |
1,237 |
-1,659 |
-57.3% |
4,747 |
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Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,884.7 |
5,856.3 |
5,745.4 |
|
R3 |
5,827.7 |
5,799.3 |
5,729.7 |
|
R2 |
5,770.7 |
5,770.7 |
5,724.5 |
|
R1 |
5,742.3 |
5,742.3 |
5,719.2 |
5,728.0 |
PP |
5,713.7 |
5,713.7 |
5,713.7 |
5,706.5 |
S1 |
5,685.3 |
5,685.3 |
5,708.8 |
5,671.0 |
S2 |
5,656.7 |
5,656.7 |
5,703.6 |
|
S3 |
5,599.7 |
5,628.3 |
5,698.3 |
|
S4 |
5,542.7 |
5,571.3 |
5,682.7 |
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Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,511.3 |
6,404.7 |
5,874.6 |
|
R3 |
6,219.3 |
6,112.7 |
5,794.3 |
|
R2 |
5,927.3 |
5,927.3 |
5,767.5 |
|
R1 |
5,820.7 |
5,820.7 |
5,740.8 |
5,874.0 |
PP |
5,635.3 |
5,635.3 |
5,635.3 |
5,662.0 |
S1 |
5,528.7 |
5,528.7 |
5,687.2 |
5,582.0 |
S2 |
5,343.3 |
5,343.3 |
5,660.5 |
|
S3 |
5,051.3 |
5,236.7 |
5,633.7 |
|
S4 |
4,759.3 |
4,944.7 |
5,553.4 |
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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 |
5,742.0 |
5,450.0 |
292.0 |
5.1% |
80.4 |
1.4% |
90% |
True |
False |
949 |
10 |
5,750.5 |
5,450.0 |
300.5 |
5.3% |
102.9 |
1.8% |
88% |
False |
False |
728 |
20 |
5,757.0 |
5,450.0 |
307.0 |
5.4% |
91.7 |
1.6% |
86% |
False |
False |
1,995 |
40 |
5,757.0 |
5,171.0 |
586.0 |
10.3% |
89.0 |
1.6% |
93% |
False |
False |
1,293 |
60 |
5,757.0 |
5,035.5 |
721.5 |
12.6% |
93.7 |
1.6% |
94% |
False |
False |
919 |
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Fibonacci Retracements and Extensions |
4.250 |
5,984.3 |
2.618 |
5,891.2 |
1.618 |
5,834.2 |
1.000 |
5,799.0 |
0.618 |
5,777.2 |
HIGH |
5,742.0 |
0.618 |
5,720.2 |
0.500 |
5,713.5 |
0.382 |
5,706.8 |
LOW |
5,685.0 |
0.618 |
5,649.8 |
1.000 |
5,628.0 |
1.618 |
5,592.8 |
2.618 |
5,535.8 |
4.250 |
5,442.8 |
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