Day Change Summary |
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Previous |
Current |
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22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,775.0 |
5,845.5 |
70.5 |
1.2% |
5,779.5 |
High |
5,825.0 |
5,854.0 |
29.0 |
0.5% |
5,895.0 |
Low |
5,722.5 |
5,738.5 |
16.0 |
0.3% |
5,722.5 |
Close |
5,779.0 |
5,756.0 |
-23.0 |
-0.4% |
5,756.0 |
Range |
102.5 |
115.5 |
13.0 |
12.7% |
172.5 |
ATR |
103.0 |
103.9 |
0.9 |
0.9% |
0.0 |
Volume |
610 |
402 |
-208 |
-34.1% |
2,153 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,129.3 |
6,058.2 |
5,819.5 |
|
R3 |
6,013.8 |
5,942.7 |
5,787.8 |
|
R2 |
5,898.3 |
5,898.3 |
5,777.2 |
|
R1 |
5,827.2 |
5,827.2 |
5,766.6 |
5,805.0 |
PP |
5,782.8 |
5,782.8 |
5,782.8 |
5,771.8 |
S1 |
5,711.7 |
5,711.7 |
5,745.4 |
5,689.5 |
S2 |
5,667.3 |
5,667.3 |
5,734.8 |
|
S3 |
5,551.8 |
5,596.2 |
5,724.2 |
|
S4 |
5,436.3 |
5,480.7 |
5,692.5 |
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|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,308.7 |
6,204.8 |
5,850.9 |
|
R3 |
6,136.2 |
6,032.3 |
5,803.4 |
|
R2 |
5,963.7 |
5,963.7 |
5,787.6 |
|
R1 |
5,859.8 |
5,859.8 |
5,771.8 |
5,825.5 |
PP |
5,791.2 |
5,791.2 |
5,791.2 |
5,774.0 |
S1 |
5,687.3 |
5,687.3 |
5,740.2 |
5,653.0 |
S2 |
5,618.7 |
5,618.7 |
5,724.4 |
|
S3 |
5,446.2 |
5,514.8 |
5,708.6 |
|
S4 |
5,273.7 |
5,342.3 |
5,661.1 |
|
|
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 |
5,722.5 |
172.5 |
3.0% |
106.2 |
1.8% |
19% |
False |
False |
430 |
10 |
5,895.0 |
5,702.0 |
193.0 |
3.4% |
97.2 |
1.7% |
28% |
False |
False |
622 |
20 |
5,895.0 |
5,450.0 |
445.0 |
7.7% |
100.0 |
1.7% |
69% |
False |
False |
675 |
40 |
5,895.0 |
5,275.0 |
620.0 |
10.8% |
91.6 |
1.6% |
78% |
False |
False |
1,386 |
60 |
5,895.0 |
5,171.0 |
724.0 |
12.6% |
94.2 |
1.6% |
81% |
False |
False |
996 |
80 |
5,895.0 |
4,558.0 |
1,337.0 |
23.2% |
92.7 |
1.6% |
90% |
False |
False |
780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,344.9 |
2.618 |
6,156.4 |
1.618 |
6,040.9 |
1.000 |
5,969.5 |
0.618 |
5,925.4 |
HIGH |
5,854.0 |
0.618 |
5,809.9 |
0.500 |
5,796.3 |
0.382 |
5,782.6 |
LOW |
5,738.5 |
0.618 |
5,667.1 |
1.000 |
5,623.0 |
1.618 |
5,551.6 |
2.618 |
5,436.1 |
4.250 |
5,247.6 |
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