Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,057.75 |
1,034.00 |
-23.75 |
-2.2% |
1,075.25 |
High |
1,058.25 |
1,059.00 |
0.75 |
0.1% |
1,093.75 |
Low |
1,033.25 |
1,032.50 |
-0.75 |
-0.1% |
1,066.00 |
Close |
1,033.50 |
1,056.75 |
23.25 |
2.2% |
1,072.00 |
Range |
25.00 |
26.50 |
1.50 |
6.0% |
27.75 |
ATR |
17.80 |
18.42 |
0.62 |
3.5% |
0.00 |
Volume |
6,722 |
3,011 |
-3,711 |
-55.2% |
16,875 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.00 |
1,119.25 |
1,071.25 |
|
R3 |
1,102.50 |
1,092.75 |
1,064.00 |
|
R2 |
1,076.00 |
1,076.00 |
1,061.50 |
|
R1 |
1,066.25 |
1,066.25 |
1,059.25 |
1,071.00 |
PP |
1,049.50 |
1,049.50 |
1,049.50 |
1,051.75 |
S1 |
1,039.75 |
1,039.75 |
1,054.25 |
1,044.50 |
S2 |
1,023.00 |
1,023.00 |
1,052.00 |
|
S3 |
996.50 |
1,013.25 |
1,049.50 |
|
S4 |
970.00 |
986.75 |
1,042.25 |
|
|
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 |
1,032.50 |
57.75 |
5.5% |
22.75 |
2.1% |
42% |
False |
True |
4,643 |
10 |
1,093.75 |
1,032.50 |
61.25 |
5.8% |
21.25 |
2.0% |
40% |
False |
True |
3,828 |
20 |
1,093.75 |
1,007.25 |
86.50 |
8.2% |
17.25 |
1.6% |
57% |
False |
False |
2,792 |
40 |
1,093.75 |
984.25 |
109.50 |
10.4% |
16.25 |
1.5% |
66% |
False |
False |
1,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.50 |
2.618 |
1,128.50 |
1.618 |
1,102.00 |
1.000 |
1,085.50 |
0.618 |
1,075.50 |
HIGH |
1,059.00 |
0.618 |
1,049.00 |
0.500 |
1,045.75 |
0.382 |
1,042.50 |
LOW |
1,032.50 |
0.618 |
1,016.00 |
1.000 |
1,006.00 |
1.618 |
989.50 |
2.618 |
963.00 |
4.250 |
920.00 |
|
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