Day Change Summary |
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Previous |
Current |
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09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,719.0 |
5,742.5 |
23.5 |
0.4% |
5,481.0 |
High |
5,742.0 |
5,813.5 |
71.5 |
1.2% |
5,742.0 |
Low |
5,685.0 |
5,742.5 |
57.5 |
1.0% |
5,450.0 |
Close |
5,714.0 |
5,783.5 |
69.5 |
1.2% |
5,714.0 |
Range |
57.0 |
71.0 |
14.0 |
24.6% |
292.0 |
ATR |
98.5 |
98.6 |
0.1 |
0.1% |
0.0 |
Volume |
1,237 |
205 |
-1,032 |
-83.4% |
4,747 |
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Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,992.8 |
5,959.2 |
5,822.6 |
|
R3 |
5,921.8 |
5,888.2 |
5,803.0 |
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R2 |
5,850.8 |
5,850.8 |
5,796.5 |
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R1 |
5,817.2 |
5,817.2 |
5,790.0 |
5,834.0 |
PP |
5,779.8 |
5,779.8 |
5,779.8 |
5,788.3 |
S1 |
5,746.2 |
5,746.2 |
5,777.0 |
5,763.0 |
S2 |
5,708.8 |
5,708.8 |
5,770.5 |
|
S3 |
5,637.8 |
5,675.2 |
5,764.0 |
|
S4 |
5,566.8 |
5,604.2 |
5,744.5 |
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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 |
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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 |
5,813.5 |
5,523.0 |
290.5 |
5.0% |
74.8 |
1.3% |
90% |
True |
False |
969 |
10 |
5,813.5 |
5,450.0 |
363.5 |
6.3% |
91.5 |
1.6% |
92% |
True |
False |
668 |
20 |
5,813.5 |
5,450.0 |
363.5 |
6.3% |
89.7 |
1.6% |
92% |
True |
False |
1,852 |
40 |
5,813.5 |
5,171.0 |
642.5 |
11.1% |
88.2 |
1.5% |
95% |
True |
False |
1,295 |
60 |
5,813.5 |
5,057.5 |
756.0 |
13.1% |
94.3 |
1.6% |
96% |
True |
False |
921 |
80 |
5,813.5 |
4,558.0 |
1,255.5 |
21.7% |
87.5 |
1.5% |
98% |
True |
False |
714 |
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Fibonacci Retracements and Extensions |
4.250 |
6,115.3 |
2.618 |
5,999.4 |
1.618 |
5,928.4 |
1.000 |
5,884.5 |
0.618 |
5,857.4 |
HIGH |
5,813.5 |
0.618 |
5,786.4 |
0.500 |
5,778.0 |
0.382 |
5,769.6 |
LOW |
5,742.5 |
0.618 |
5,698.6 |
1.000 |
5,671.5 |
1.618 |
5,627.6 |
2.618 |
5,556.6 |
4.250 |
5,440.8 |
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