Day Change Summary |
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Previous |
Current |
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14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,780.0 |
5,864.5 |
84.5 |
1.5% |
5,481.0 |
High |
5,868.5 |
5,872.5 |
4.0 |
0.1% |
5,742.0 |
Low |
5,780.0 |
5,815.0 |
35.0 |
0.6% |
5,450.0 |
Close |
5,851.0 |
5,840.5 |
-10.5 |
-0.2% |
5,714.0 |
Range |
88.5 |
57.5 |
-31.0 |
-35.0% |
292.0 |
ATR |
101.1 |
98.0 |
-3.1 |
-3.1% |
0.0 |
Volume |
2,281 |
410 |
-1,871 |
-82.0% |
4,747 |
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,015.2 |
5,985.3 |
5,872.1 |
|
R3 |
5,957.7 |
5,927.8 |
5,856.3 |
|
R2 |
5,900.2 |
5,900.2 |
5,851.0 |
|
R1 |
5,870.3 |
5,870.3 |
5,845.8 |
5,856.5 |
PP |
5,842.7 |
5,842.7 |
5,842.7 |
5,835.8 |
S1 |
5,812.8 |
5,812.8 |
5,835.2 |
5,799.0 |
S2 |
5,785.2 |
5,785.2 |
5,830.0 |
|
S3 |
5,727.7 |
5,755.3 |
5,824.7 |
|
S4 |
5,670.2 |
5,697.8 |
5,808.9 |
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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 |
5,872.5 |
5,685.0 |
187.5 |
3.2% |
72.3 |
1.2% |
83% |
True |
False |
882 |
10 |
5,872.5 |
5,450.0 |
422.5 |
7.2% |
79.2 |
1.4% |
92% |
True |
False |
840 |
20 |
5,872.5 |
5,450.0 |
422.5 |
7.2% |
91.3 |
1.6% |
92% |
True |
False |
858 |
40 |
5,872.5 |
5,275.0 |
597.5 |
10.2% |
89.3 |
1.5% |
95% |
True |
False |
1,341 |
60 |
5,872.5 |
5,166.5 |
706.0 |
12.1% |
92.6 |
1.6% |
95% |
True |
False |
965 |
80 |
5,872.5 |
4,558.0 |
1,314.5 |
22.5% |
88.5 |
1.5% |
98% |
True |
False |
747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,116.9 |
2.618 |
6,023.0 |
1.618 |
5,965.5 |
1.000 |
5,930.0 |
0.618 |
5,908.0 |
HIGH |
5,872.5 |
0.618 |
5,850.5 |
0.500 |
5,843.8 |
0.382 |
5,837.0 |
LOW |
5,815.0 |
0.618 |
5,779.5 |
1.000 |
5,757.5 |
1.618 |
5,722.0 |
2.618 |
5,664.5 |
4.250 |
5,570.6 |
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