Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,864.5 |
5,879.0 |
14.5 |
0.2% |
5,742.5 |
High |
5,872.5 |
5,880.5 |
8.0 |
0.1% |
5,880.5 |
Low |
5,815.0 |
5,744.5 |
-70.5 |
-1.2% |
5,702.0 |
Close |
5,840.5 |
5,766.5 |
-74.0 |
-1.3% |
5,766.5 |
Range |
57.5 |
136.0 |
78.5 |
136.5% |
178.5 |
ATR |
98.0 |
100.7 |
2.7 |
2.8% |
0.0 |
Volume |
410 |
898 |
488 |
119.0% |
4,074 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,205.2 |
6,121.8 |
5,841.3 |
|
R3 |
6,069.2 |
5,985.8 |
5,803.9 |
|
R2 |
5,933.2 |
5,933.2 |
5,791.4 |
|
R1 |
5,849.8 |
5,849.8 |
5,779.0 |
5,823.5 |
PP |
5,797.2 |
5,797.2 |
5,797.2 |
5,784.0 |
S1 |
5,713.8 |
5,713.8 |
5,754.0 |
5,687.5 |
S2 |
5,661.2 |
5,661.2 |
5,741.6 |
|
S3 |
5,525.2 |
5,577.8 |
5,729.1 |
|
S4 |
5,389.2 |
5,441.8 |
5,691.7 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,318.5 |
6,221.0 |
5,864.7 |
|
R3 |
6,140.0 |
6,042.5 |
5,815.6 |
|
R2 |
5,961.5 |
5,961.5 |
5,799.2 |
|
R1 |
5,864.0 |
5,864.0 |
5,782.9 |
5,912.8 |
PP |
5,783.0 |
5,783.0 |
5,783.0 |
5,807.4 |
S1 |
5,685.5 |
5,685.5 |
5,750.1 |
5,734.3 |
S2 |
5,604.5 |
5,604.5 |
5,733.8 |
|
S3 |
5,426.0 |
5,507.0 |
5,717.4 |
|
S4 |
5,247.5 |
5,328.5 |
5,668.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,880.5 |
5,702.0 |
178.5 |
3.1% |
88.1 |
1.5% |
36% |
True |
False |
814 |
10 |
5,880.5 |
5,450.0 |
430.5 |
7.5% |
84.3 |
1.5% |
74% |
True |
False |
882 |
20 |
5,880.5 |
5,450.0 |
430.5 |
7.5% |
95.6 |
1.7% |
74% |
True |
False |
750 |
40 |
5,880.5 |
5,275.0 |
605.5 |
10.5% |
88.1 |
1.5% |
81% |
True |
False |
1,360 |
60 |
5,880.5 |
5,166.5 |
714.0 |
12.4% |
93.5 |
1.6% |
84% |
True |
False |
976 |
80 |
5,880.5 |
4,558.0 |
1,322.5 |
22.9% |
89.6 |
1.6% |
91% |
True |
False |
758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,458.5 |
2.618 |
6,236.5 |
1.618 |
6,100.5 |
1.000 |
6,016.5 |
0.618 |
5,964.5 |
HIGH |
5,880.5 |
0.618 |
5,828.5 |
0.500 |
5,812.5 |
0.382 |
5,796.5 |
LOW |
5,744.5 |
0.618 |
5,660.5 |
1.000 |
5,608.5 |
1.618 |
5,524.5 |
2.618 |
5,388.5 |
4.250 |
5,166.5 |
|
|