Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,086.00 |
1,070.75 |
-15.25 |
-1.4% |
1,075.25 |
High |
1,090.25 |
1,083.50 |
-6.75 |
-0.6% |
1,093.75 |
Low |
1,067.00 |
1,056.75 |
-10.25 |
-1.0% |
1,066.00 |
Close |
1,072.00 |
1,061.50 |
-10.50 |
-1.0% |
1,072.00 |
Range |
23.25 |
26.75 |
3.50 |
15.1% |
27.75 |
ATR |
16.95 |
17.65 |
0.70 |
4.1% |
0.00 |
Volume |
3,272 |
5,371 |
2,099 |
64.2% |
16,875 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.50 |
1,131.25 |
1,076.25 |
|
R3 |
1,120.75 |
1,104.50 |
1,068.75 |
|
R2 |
1,094.00 |
1,094.00 |
1,066.50 |
|
R1 |
1,077.75 |
1,077.75 |
1,064.00 |
1,072.50 |
PP |
1,067.25 |
1,067.25 |
1,067.25 |
1,064.50 |
S1 |
1,051.00 |
1,051.00 |
1,059.00 |
1,045.75 |
S2 |
1,040.50 |
1,040.50 |
1,056.50 |
|
S3 |
1,013.75 |
1,024.25 |
1,054.25 |
|
S4 |
987.00 |
997.50 |
1,046.75 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,160.50 |
1,144.00 |
1,087.25 |
|
R3 |
1,132.75 |
1,116.25 |
1,079.75 |
|
R2 |
1,105.00 |
1,105.00 |
1,077.00 |
|
R1 |
1,088.50 |
1,088.50 |
1,074.50 |
1,083.00 |
PP |
1,077.25 |
1,077.25 |
1,077.25 |
1,074.50 |
S1 |
1,060.75 |
1,060.75 |
1,069.50 |
1,055.00 |
S2 |
1,049.50 |
1,049.50 |
1,067.00 |
|
S3 |
1,021.75 |
1,033.00 |
1,064.25 |
|
S4 |
994.00 |
1,005.25 |
1,056.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,093.75 |
1,056.75 |
37.00 |
3.5% |
22.50 |
2.1% |
13% |
False |
True |
3,982 |
10 |
1,093.75 |
1,056.75 |
37.00 |
3.5% |
19.00 |
1.8% |
13% |
False |
True |
3,012 |
20 |
1,093.75 |
1,007.25 |
86.50 |
8.1% |
17.25 |
1.6% |
63% |
False |
False |
2,203 |
40 |
1,093.75 |
984.25 |
109.50 |
10.3% |
16.00 |
1.5% |
71% |
False |
False |
1,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.25 |
2.618 |
1,153.50 |
1.618 |
1,126.75 |
1.000 |
1,110.25 |
0.618 |
1,100.00 |
HIGH |
1,083.50 |
0.618 |
1,073.25 |
0.500 |
1,070.00 |
0.382 |
1,067.00 |
LOW |
1,056.75 |
0.618 |
1,040.25 |
1.000 |
1,030.00 |
1.618 |
1,013.50 |
2.618 |
986.75 |
4.250 |
943.00 |
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