| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,780.0 |
2,817.0 |
37.0 |
1.3% |
2,748.0 |
| High |
2,825.0 |
2,840.0 |
15.0 |
0.5% |
2,830.0 |
| Low |
2,767.0 |
2,800.0 |
33.0 |
1.2% |
2,748.0 |
| Close |
2,811.0 |
2,819.0 |
8.0 |
0.3% |
2,812.0 |
| Range |
58.0 |
40.0 |
-18.0 |
-31.0% |
82.0 |
| ATR |
46.5 |
46.0 |
-0.5 |
-1.0% |
0.0 |
| Volume |
8,799 |
17,842 |
9,043 |
102.8% |
18,941 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,939.7 |
2,919.3 |
2,841.0 |
|
| R3 |
2,899.7 |
2,879.3 |
2,830.0 |
|
| R2 |
2,859.7 |
2,859.7 |
2,826.3 |
|
| R1 |
2,839.3 |
2,839.3 |
2,822.7 |
2,849.5 |
| PP |
2,819.7 |
2,819.7 |
2,819.7 |
2,824.8 |
| S1 |
2,799.3 |
2,799.3 |
2,815.3 |
2,809.5 |
| S2 |
2,779.7 |
2,779.7 |
2,811.7 |
|
| S3 |
2,739.7 |
2,759.3 |
2,808.0 |
|
| S4 |
2,699.7 |
2,719.3 |
2,797.0 |
|
|
| 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 |
2,840.0 |
2,756.0 |
84.0 |
3.0% |
46.4 |
1.6% |
75% |
True |
False |
8,234 |
| 10 |
2,840.0 |
2,668.0 |
172.0 |
6.1% |
34.4 |
1.2% |
88% |
True |
False |
4,588 |
| 20 |
2,840.0 |
2,570.0 |
270.0 |
9.6% |
41.2 |
1.5% |
92% |
True |
False |
2,380 |
| 40 |
2,840.0 |
2,489.0 |
351.0 |
12.5% |
37.7 |
1.3% |
94% |
True |
False |
1,315 |
| 60 |
2,840.0 |
2,250.0 |
590.0 |
20.9% |
37.2 |
1.3% |
96% |
True |
False |
933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.0 |
|
2.618 |
2,944.7 |
|
1.618 |
2,904.7 |
|
1.000 |
2,880.0 |
|
0.618 |
2,864.7 |
|
HIGH |
2,840.0 |
|
0.618 |
2,824.7 |
|
0.500 |
2,820.0 |
|
0.382 |
2,815.3 |
|
LOW |
2,800.0 |
|
0.618 |
2,775.3 |
|
1.000 |
2,760.0 |
|
1.618 |
2,735.3 |
|
2.618 |
2,695.3 |
|
4.250 |
2,630.0 |
|
|