| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,814.0 |
2,811.0 |
-3.0 |
-0.1% |
2,748.0 |
| High |
2,825.0 |
2,830.0 |
5.0 |
0.2% |
2,830.0 |
| Low |
2,776.0 |
2,799.0 |
23.0 |
0.8% |
2,748.0 |
| Close |
2,799.0 |
2,812.0 |
13.0 |
0.5% |
2,812.0 |
| Range |
49.0 |
31.0 |
-18.0 |
-36.7% |
82.0 |
| ATR |
46.8 |
45.6 |
-1.1 |
-2.4% |
0.0 |
| Volume |
5,885 |
3,556 |
-2,329 |
-39.6% |
18,941 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.7 |
2,890.3 |
2,829.1 |
|
| R3 |
2,875.7 |
2,859.3 |
2,820.5 |
|
| R2 |
2,844.7 |
2,844.7 |
2,817.7 |
|
| R1 |
2,828.3 |
2,828.3 |
2,814.8 |
2,836.5 |
| PP |
2,813.7 |
2,813.7 |
2,813.7 |
2,817.8 |
| S1 |
2,797.3 |
2,797.3 |
2,809.2 |
2,805.5 |
| S2 |
2,782.7 |
2,782.7 |
2,806.3 |
|
| S3 |
2,751.7 |
2,766.3 |
2,803.5 |
|
| S4 |
2,720.7 |
2,735.3 |
2,795.0 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.7 |
3,009.3 |
2,857.1 |
|
| R3 |
2,960.7 |
2,927.3 |
2,834.6 |
|
| R2 |
2,878.7 |
2,878.7 |
2,827.0 |
|
| R1 |
2,845.3 |
2,845.3 |
2,819.5 |
2,862.0 |
| PP |
2,796.7 |
2,796.7 |
2,796.7 |
2,805.0 |
| S1 |
2,763.3 |
2,763.3 |
2,804.5 |
2,780.0 |
| S2 |
2,714.7 |
2,714.7 |
2,797.0 |
|
| S3 |
2,632.7 |
2,681.3 |
2,789.5 |
|
| S4 |
2,550.7 |
2,599.3 |
2,766.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,830.0 |
2,748.0 |
82.0 |
2.9% |
35.2 |
1.3% |
78% |
True |
False |
3,788 |
| 10 |
2,830.0 |
2,668.0 |
162.0 |
5.8% |
35.6 |
1.3% |
89% |
True |
False |
1,953 |
| 20 |
2,830.0 |
2,570.0 |
260.0 |
9.2% |
38.1 |
1.4% |
93% |
True |
False |
1,056 |
| 40 |
2,830.0 |
2,483.0 |
347.0 |
12.3% |
35.7 |
1.3% |
95% |
True |
False |
649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.8 |
|
2.618 |
2,911.2 |
|
1.618 |
2,880.2 |
|
1.000 |
2,861.0 |
|
0.618 |
2,849.2 |
|
HIGH |
2,830.0 |
|
0.618 |
2,818.2 |
|
0.500 |
2,814.5 |
|
0.382 |
2,810.8 |
|
LOW |
2,799.0 |
|
0.618 |
2,779.8 |
|
1.000 |
2,768.0 |
|
1.618 |
2,748.8 |
|
2.618 |
2,717.8 |
|
4.250 |
2,667.3 |
|
|