Day Change Summary |
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Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,868.5 |
5,831.0 |
-37.5 |
-0.6% |
5,742.5 |
High |
5,895.0 |
5,865.0 |
-30.0 |
-0.5% |
5,880.5 |
Low |
5,792.5 |
5,748.5 |
-44.0 |
-0.8% |
5,702.0 |
Close |
5,824.0 |
5,845.0 |
21.0 |
0.4% |
5,766.5 |
Range |
102.5 |
116.5 |
14.0 |
13.7% |
178.5 |
ATR |
100.4 |
101.6 |
1.1 |
1.1% |
0.0 |
Volume |
263 |
632 |
369 |
140.3% |
4,074 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,169.0 |
6,123.5 |
5,909.1 |
|
R3 |
6,052.5 |
6,007.0 |
5,877.0 |
|
R2 |
5,936.0 |
5,936.0 |
5,866.4 |
|
R1 |
5,890.5 |
5,890.5 |
5,855.7 |
5,913.3 |
PP |
5,819.5 |
5,819.5 |
5,819.5 |
5,830.9 |
S1 |
5,774.0 |
5,774.0 |
5,834.3 |
5,796.8 |
S2 |
5,703.0 |
5,703.0 |
5,823.6 |
|
S3 |
5,586.5 |
5,657.5 |
5,813.0 |
|
S4 |
5,470.0 |
5,541.0 |
5,780.9 |
|
|
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 |
5,895.0 |
5,744.5 |
150.5 |
2.6% |
101.3 |
1.7% |
67% |
False |
False |
489 |
10 |
5,895.0 |
5,685.0 |
210.0 |
3.6% |
85.9 |
1.5% |
76% |
False |
False |
934 |
20 |
5,895.0 |
5,450.0 |
445.0 |
7.6% |
100.0 |
1.7% |
89% |
False |
False |
666 |
40 |
5,895.0 |
5,275.0 |
620.0 |
10.6% |
90.2 |
1.5% |
92% |
False |
False |
1,376 |
60 |
5,895.0 |
5,171.0 |
724.0 |
12.4% |
92.9 |
1.6% |
93% |
False |
False |
986 |
80 |
5,895.0 |
4,558.0 |
1,337.0 |
22.9% |
91.2 |
1.6% |
96% |
False |
False |
768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,360.1 |
2.618 |
6,170.0 |
1.618 |
6,053.5 |
1.000 |
5,981.5 |
0.618 |
5,937.0 |
HIGH |
5,865.0 |
0.618 |
5,820.5 |
0.500 |
5,806.8 |
0.382 |
5,793.0 |
LOW |
5,748.5 |
0.618 |
5,676.5 |
1.000 |
5,632.0 |
1.618 |
5,560.0 |
2.618 |
5,443.5 |
4.250 |
5,253.4 |
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