| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,811.0 |
2,780.0 |
-31.0 |
-1.1% |
2,748.0 |
| High |
2,830.0 |
2,825.0 |
-5.0 |
-0.2% |
2,830.0 |
| Low |
2,799.0 |
2,767.0 |
-32.0 |
-1.1% |
2,748.0 |
| Close |
2,812.0 |
2,811.0 |
-1.0 |
0.0% |
2,812.0 |
| Range |
31.0 |
58.0 |
27.0 |
87.1% |
82.0 |
| ATR |
45.6 |
46.5 |
0.9 |
1.9% |
0.0 |
| Volume |
3,556 |
8,799 |
5,243 |
147.4% |
18,941 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.0 |
2,951.0 |
2,842.9 |
|
| R3 |
2,917.0 |
2,893.0 |
2,827.0 |
|
| R2 |
2,859.0 |
2,859.0 |
2,821.6 |
|
| R1 |
2,835.0 |
2,835.0 |
2,816.3 |
2,847.0 |
| PP |
2,801.0 |
2,801.0 |
2,801.0 |
2,807.0 |
| S1 |
2,777.0 |
2,777.0 |
2,805.7 |
2,789.0 |
| S2 |
2,743.0 |
2,743.0 |
2,800.4 |
|
| S3 |
2,685.0 |
2,719.0 |
2,795.1 |
|
| S4 |
2,627.0 |
2,661.0 |
2,779.1 |
|
|
| 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 |
2,756.0 |
74.0 |
2.6% |
42.2 |
1.5% |
74% |
False |
False |
5,425 |
| 10 |
2,830.0 |
2,668.0 |
162.0 |
5.8% |
38.9 |
1.4% |
88% |
False |
False |
2,816 |
| 20 |
2,830.0 |
2,570.0 |
260.0 |
9.2% |
40.5 |
1.4% |
93% |
False |
False |
1,491 |
| 40 |
2,830.0 |
2,489.0 |
341.0 |
12.1% |
37.2 |
1.3% |
94% |
False |
False |
869 |
| 60 |
2,830.0 |
2,250.0 |
580.0 |
20.6% |
37.0 |
1.3% |
97% |
False |
False |
648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,071.5 |
|
2.618 |
2,976.8 |
|
1.618 |
2,918.8 |
|
1.000 |
2,883.0 |
|
0.618 |
2,860.8 |
|
HIGH |
2,825.0 |
|
0.618 |
2,802.8 |
|
0.500 |
2,796.0 |
|
0.382 |
2,789.2 |
|
LOW |
2,767.0 |
|
0.618 |
2,731.2 |
|
1.000 |
2,709.0 |
|
1.618 |
2,673.2 |
|
2.618 |
2,615.2 |
|
4.250 |
2,520.5 |
|
|