Day Change Summary |
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Previous |
Current |
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19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,779.5 |
5,868.5 |
89.0 |
1.5% |
5,742.5 |
High |
5,861.0 |
5,895.0 |
34.0 |
0.6% |
5,880.5 |
Low |
5,767.0 |
5,792.5 |
25.5 |
0.4% |
5,702.0 |
Close |
5,859.5 |
5,824.0 |
-35.5 |
-0.6% |
5,766.5 |
Range |
94.0 |
102.5 |
8.5 |
9.0% |
178.5 |
ATR |
100.2 |
100.4 |
0.2 |
0.2% |
0.0 |
Volume |
246 |
263 |
17 |
6.9% |
4,074 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,144.7 |
6,086.8 |
5,880.4 |
|
R3 |
6,042.2 |
5,984.3 |
5,852.2 |
|
R2 |
5,939.7 |
5,939.7 |
5,842.8 |
|
R1 |
5,881.8 |
5,881.8 |
5,833.4 |
5,859.5 |
PP |
5,837.2 |
5,837.2 |
5,837.2 |
5,826.0 |
S1 |
5,779.3 |
5,779.3 |
5,814.6 |
5,757.0 |
S2 |
5,734.7 |
5,734.7 |
5,805.2 |
|
S3 |
5,632.2 |
5,676.8 |
5,795.8 |
|
S4 |
5,529.7 |
5,574.3 |
5,767.6 |
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|
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 |
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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 |
5,895.0 |
5,744.5 |
150.5 |
2.6% |
95.7 |
1.6% |
53% |
True |
False |
819 |
10 |
5,895.0 |
5,637.0 |
258.0 |
4.4% |
79.8 |
1.4% |
72% |
True |
False |
896 |
20 |
5,895.0 |
5,450.0 |
445.0 |
7.6% |
98.2 |
1.7% |
84% |
True |
False |
683 |
40 |
5,895.0 |
5,275.0 |
620.0 |
10.6% |
88.7 |
1.5% |
89% |
True |
False |
1,363 |
60 |
5,895.0 |
5,166.5 |
728.5 |
12.5% |
93.2 |
1.6% |
90% |
True |
False |
981 |
80 |
5,895.0 |
4,558.0 |
1,337.0 |
23.0% |
90.8 |
1.6% |
95% |
True |
False |
762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,330.6 |
2.618 |
6,163.3 |
1.618 |
6,060.8 |
1.000 |
5,997.5 |
0.618 |
5,958.3 |
HIGH |
5,895.0 |
0.618 |
5,855.8 |
0.500 |
5,843.8 |
0.382 |
5,831.7 |
LOW |
5,792.5 |
0.618 |
5,729.2 |
1.000 |
5,690.0 |
1.618 |
5,626.7 |
2.618 |
5,524.2 |
4.250 |
5,356.9 |
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