Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,879.0 |
5,779.5 |
-99.5 |
-1.7% |
5,742.5 |
High |
5,880.5 |
5,861.0 |
-19.5 |
-0.3% |
5,880.5 |
Low |
5,744.5 |
5,767.0 |
22.5 |
0.4% |
5,702.0 |
Close |
5,766.5 |
5,859.5 |
93.0 |
1.6% |
5,766.5 |
Range |
136.0 |
94.0 |
-42.0 |
-30.9% |
178.5 |
ATR |
100.7 |
100.2 |
-0.4 |
-0.4% |
0.0 |
Volume |
898 |
246 |
-652 |
-72.6% |
4,074 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,111.2 |
6,079.3 |
5,911.2 |
|
R3 |
6,017.2 |
5,985.3 |
5,885.4 |
|
R2 |
5,923.2 |
5,923.2 |
5,876.7 |
|
R1 |
5,891.3 |
5,891.3 |
5,868.1 |
5,907.3 |
PP |
5,829.2 |
5,829.2 |
5,829.2 |
5,837.1 |
S1 |
5,797.3 |
5,797.3 |
5,850.9 |
5,813.3 |
S2 |
5,735.2 |
5,735.2 |
5,842.3 |
|
S3 |
5,641.2 |
5,703.3 |
5,833.7 |
|
S4 |
5,547.2 |
5,609.3 |
5,807.8 |
|
|
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 |
3.0% |
92.7 |
1.6% |
88% |
False |
False |
823 |
10 |
5,880.5 |
5,523.0 |
357.5 |
6.1% |
83.8 |
1.4% |
94% |
False |
False |
896 |
20 |
5,880.5 |
5,450.0 |
430.5 |
7.3% |
95.8 |
1.6% |
95% |
False |
False |
752 |
40 |
5,880.5 |
5,275.0 |
605.5 |
10.3% |
89.0 |
1.5% |
97% |
False |
False |
1,363 |
60 |
5,880.5 |
5,166.5 |
714.0 |
12.2% |
93.7 |
1.6% |
97% |
False |
False |
979 |
80 |
5,880.5 |
4,558.0 |
1,322.5 |
22.6% |
90.5 |
1.5% |
98% |
False |
False |
760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,260.5 |
2.618 |
6,107.1 |
1.618 |
6,013.1 |
1.000 |
5,955.0 |
0.618 |
5,919.1 |
HIGH |
5,861.0 |
0.618 |
5,825.1 |
0.500 |
5,814.0 |
0.382 |
5,802.9 |
LOW |
5,767.0 |
0.618 |
5,708.9 |
1.000 |
5,673.0 |
1.618 |
5,614.9 |
2.618 |
5,520.9 |
4.250 |
5,367.5 |
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