| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,761.0 |
-5.0 |
-0.2% |
2,764.0 |
| High |
2,780.0 |
2,810.0 |
30.0 |
1.1% |
2,775.0 |
| Low |
2,761.0 |
2,756.0 |
-5.0 |
-0.2% |
2,668.0 |
| Close |
2,769.0 |
2,801.0 |
32.0 |
1.2% |
2,715.0 |
| Range |
19.0 |
54.0 |
35.0 |
184.2% |
107.0 |
| ATR |
46.0 |
46.6 |
0.6 |
1.2% |
0.0 |
| Volume |
3,793 |
5,092 |
1,299 |
34.2% |
592 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.0 |
2,930.0 |
2,830.7 |
|
| R3 |
2,897.0 |
2,876.0 |
2,815.9 |
|
| R2 |
2,843.0 |
2,843.0 |
2,810.9 |
|
| R1 |
2,822.0 |
2,822.0 |
2,806.0 |
2,832.5 |
| PP |
2,789.0 |
2,789.0 |
2,789.0 |
2,794.3 |
| S1 |
2,768.0 |
2,768.0 |
2,796.1 |
2,778.5 |
| S2 |
2,735.0 |
2,735.0 |
2,791.1 |
|
| S3 |
2,681.0 |
2,714.0 |
2,786.2 |
|
| S4 |
2,627.0 |
2,660.0 |
2,771.3 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,040.3 |
2,984.7 |
2,773.9 |
|
| R3 |
2,933.3 |
2,877.7 |
2,744.4 |
|
| R2 |
2,826.3 |
2,826.3 |
2,734.6 |
|
| R1 |
2,770.7 |
2,770.7 |
2,724.8 |
2,745.0 |
| PP |
2,719.3 |
2,719.3 |
2,719.3 |
2,706.5 |
| S1 |
2,663.7 |
2,663.7 |
2,705.2 |
2,638.0 |
| S2 |
2,612.3 |
2,612.3 |
2,695.4 |
|
| S3 |
2,505.3 |
2,556.7 |
2,685.6 |
|
| S4 |
2,398.3 |
2,449.7 |
2,656.2 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,039.5 |
|
2.618 |
2,951.4 |
|
1.618 |
2,897.4 |
|
1.000 |
2,864.0 |
|
0.618 |
2,843.4 |
|
HIGH |
2,810.0 |
|
0.618 |
2,789.4 |
|
0.500 |
2,783.0 |
|
0.382 |
2,776.6 |
|
LOW |
2,756.0 |
|
0.618 |
2,722.6 |
|
1.000 |
2,702.0 |
|
1.618 |
2,668.6 |
|
2.618 |
2,614.6 |
|
4.250 |
2,526.5 |
|
|