Day Change Summary |
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Previous |
Current |
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12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,742.5 |
5,780.0 |
37.5 |
0.7% |
5,481.0 |
High |
5,813.5 |
5,789.5 |
-24.0 |
-0.4% |
5,742.0 |
Low |
5,742.5 |
5,702.0 |
-40.5 |
-0.7% |
5,450.0 |
Close |
5,783.5 |
5,725.0 |
-58.5 |
-1.0% |
5,714.0 |
Range |
71.0 |
87.5 |
16.5 |
23.2% |
292.0 |
ATR |
98.6 |
97.8 |
-0.8 |
-0.8% |
0.0 |
Volume |
205 |
280 |
75 |
36.6% |
4,747 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,001.3 |
5,950.7 |
5,773.1 |
|
R3 |
5,913.8 |
5,863.2 |
5,749.1 |
|
R2 |
5,826.3 |
5,826.3 |
5,741.0 |
|
R1 |
5,775.7 |
5,775.7 |
5,733.0 |
5,757.3 |
PP |
5,738.8 |
5,738.8 |
5,738.8 |
5,729.6 |
S1 |
5,688.2 |
5,688.2 |
5,717.0 |
5,669.8 |
S2 |
5,651.3 |
5,651.3 |
5,709.0 |
|
S3 |
5,563.8 |
5,600.7 |
5,700.9 |
|
S4 |
5,476.3 |
5,513.2 |
5,676.9 |
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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 |
5,813.5 |
5,637.0 |
176.5 |
3.1% |
63.8 |
1.1% |
50% |
False |
False |
972 |
10 |
5,813.5 |
5,450.0 |
363.5 |
6.3% |
95.6 |
1.7% |
76% |
False |
False |
681 |
20 |
5,813.5 |
5,450.0 |
363.5 |
6.3% |
91.0 |
1.6% |
76% |
False |
False |
1,733 |
40 |
5,813.5 |
5,171.0 |
642.5 |
11.2% |
89.3 |
1.6% |
86% |
False |
False |
1,289 |
60 |
5,813.5 |
5,065.0 |
748.5 |
13.1% |
94.2 |
1.6% |
88% |
False |
False |
924 |
80 |
5,813.5 |
4,558.0 |
1,255.5 |
21.9% |
88.5 |
1.5% |
93% |
False |
False |
715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,161.4 |
2.618 |
6,018.6 |
1.618 |
5,931.1 |
1.000 |
5,877.0 |
0.618 |
5,843.6 |
HIGH |
5,789.5 |
0.618 |
5,756.1 |
0.500 |
5,745.8 |
0.382 |
5,735.4 |
LOW |
5,702.0 |
0.618 |
5,647.9 |
1.000 |
5,614.5 |
1.618 |
5,560.4 |
2.618 |
5,472.9 |
4.250 |
5,330.1 |
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