Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,060.75 |
1,057.75 |
-3.00 |
-0.3% |
1,075.25 |
High |
1,064.50 |
1,058.25 |
-6.25 |
-0.6% |
1,093.75 |
Low |
1,052.50 |
1,033.25 |
-19.25 |
-1.8% |
1,066.00 |
Close |
1,055.50 |
1,033.50 |
-22.00 |
-2.1% |
1,072.00 |
Range |
12.00 |
25.00 |
13.00 |
108.3% |
27.75 |
ATR |
17.24 |
17.80 |
0.55 |
3.2% |
0.00 |
Volume |
4,840 |
6,722 |
1,882 |
38.9% |
16,875 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.75 |
1,100.00 |
1,047.25 |
|
R3 |
1,091.75 |
1,075.00 |
1,040.50 |
|
R2 |
1,066.75 |
1,066.75 |
1,038.00 |
|
R1 |
1,050.00 |
1,050.00 |
1,035.75 |
1,046.00 |
PP |
1,041.75 |
1,041.75 |
1,041.75 |
1,039.50 |
S1 |
1,025.00 |
1,025.00 |
1,031.25 |
1,021.00 |
S2 |
1,016.75 |
1,016.75 |
1,029.00 |
|
S3 |
991.75 |
1,000.00 |
1,026.50 |
|
S4 |
966.75 |
975.00 |
1,019.75 |
|
|
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 |
1,090.25 |
1,033.25 |
57.00 |
5.5% |
21.75 |
2.1% |
0% |
False |
True |
4,617 |
10 |
1,093.75 |
1,033.25 |
60.50 |
5.9% |
20.00 |
1.9% |
0% |
False |
True |
3,860 |
20 |
1,093.75 |
1,007.25 |
86.50 |
8.4% |
17.50 |
1.7% |
30% |
False |
False |
2,682 |
40 |
1,093.75 |
984.25 |
109.50 |
10.6% |
15.75 |
1.5% |
45% |
False |
False |
1,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,164.50 |
2.618 |
1,123.75 |
1.618 |
1,098.75 |
1.000 |
1,083.25 |
0.618 |
1,073.75 |
HIGH |
1,058.25 |
0.618 |
1,048.75 |
0.500 |
1,045.75 |
0.382 |
1,042.75 |
LOW |
1,033.25 |
0.618 |
1,017.75 |
1.000 |
1,008.25 |
1.618 |
992.75 |
2.618 |
967.75 |
4.250 |
927.00 |
|
|