Day Change Summary |
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Previous |
Current |
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|
|
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27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,663.5 |
5,631.0 |
-32.5 |
-0.6% |
5,779.5 |
High |
5,680.0 |
5,635.0 |
-45.0 |
-0.8% |
5,895.0 |
Low |
5,610.0 |
5,470.0 |
-140.0 |
-2.5% |
5,722.5 |
Close |
5,645.0 |
5,516.5 |
-128.5 |
-2.3% |
5,756.0 |
Range |
70.0 |
165.0 |
95.0 |
135.7% |
172.5 |
ATR |
106.1 |
111.0 |
4.9 |
4.6% |
0.0 |
Volume |
571 |
778 |
207 |
36.3% |
2,153 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,035.5 |
5,941.0 |
5,607.3 |
|
R3 |
5,870.5 |
5,776.0 |
5,561.9 |
|
R2 |
5,705.5 |
5,705.5 |
5,546.8 |
|
R1 |
5,611.0 |
5,611.0 |
5,531.6 |
5,575.8 |
PP |
5,540.5 |
5,540.5 |
5,540.5 |
5,522.9 |
S1 |
5,446.0 |
5,446.0 |
5,501.4 |
5,410.8 |
S2 |
5,375.5 |
5,375.5 |
5,486.3 |
|
S3 |
5,210.5 |
5,281.0 |
5,471.1 |
|
S4 |
5,045.5 |
5,116.0 |
5,425.8 |
|
|
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 |
5,854.0 |
5,470.0 |
384.0 |
7.0% |
125.2 |
2.3% |
12% |
False |
True |
519 |
10 |
5,895.0 |
5,470.0 |
425.0 |
7.7% |
113.3 |
2.1% |
11% |
False |
True |
504 |
20 |
5,895.0 |
5,450.0 |
445.0 |
8.1% |
102.8 |
1.9% |
15% |
False |
False |
676 |
40 |
5,895.0 |
5,287.0 |
608.0 |
11.0% |
93.8 |
1.7% |
38% |
False |
False |
1,411 |
60 |
5,895.0 |
5,171.0 |
724.0 |
13.1% |
95.8 |
1.7% |
48% |
False |
False |
1,007 |
80 |
5,895.0 |
4,558.0 |
1,337.0 |
24.2% |
95.5 |
1.7% |
72% |
False |
False |
797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,336.3 |
2.618 |
6,067.0 |
1.618 |
5,902.0 |
1.000 |
5,800.0 |
0.618 |
5,737.0 |
HIGH |
5,635.0 |
0.618 |
5,572.0 |
0.500 |
5,552.5 |
0.382 |
5,533.0 |
LOW |
5,470.0 |
0.618 |
5,368.0 |
1.000 |
5,305.0 |
1.618 |
5,203.0 |
2.618 |
5,038.0 |
4.250 |
4,768.8 |
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