| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,838.0 |
2,881.0 |
43.0 |
1.5% |
2,748.0 |
| High |
2,878.0 |
2,883.0 |
5.0 |
0.2% |
2,830.0 |
| Low |
2,833.0 |
2,853.0 |
20.0 |
0.7% |
2,748.0 |
| Close |
2,858.0 |
2,878.0 |
20.0 |
0.7% |
2,812.0 |
| Range |
45.0 |
30.0 |
-15.0 |
-33.3% |
82.0 |
| ATR |
47.0 |
45.8 |
-1.2 |
-2.6% |
0.0 |
| Volume |
37,269 |
37,869 |
600 |
1.6% |
18,941 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.3 |
2,949.7 |
2,894.5 |
|
| R3 |
2,931.3 |
2,919.7 |
2,886.3 |
|
| R2 |
2,901.3 |
2,901.3 |
2,883.5 |
|
| R1 |
2,889.7 |
2,889.7 |
2,880.8 |
2,880.5 |
| PP |
2,871.3 |
2,871.3 |
2,871.3 |
2,866.8 |
| S1 |
2,859.7 |
2,859.7 |
2,875.3 |
2,850.5 |
| S2 |
2,841.3 |
2,841.3 |
2,872.5 |
|
| S3 |
2,811.3 |
2,829.7 |
2,869.8 |
|
| S4 |
2,781.3 |
2,799.7 |
2,861.5 |
|
|
| 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 |
2,883.0 |
2,767.0 |
116.0 |
4.0% |
40.8 |
1.4% |
96% |
True |
False |
21,067 |
| 10 |
2,883.0 |
2,702.0 |
181.0 |
6.3% |
39.4 |
1.4% |
97% |
True |
False |
12,091 |
| 20 |
2,883.0 |
2,634.0 |
249.0 |
8.7% |
40.5 |
1.4% |
98% |
True |
False |
6,113 |
| 40 |
2,883.0 |
2,558.0 |
325.0 |
11.3% |
36.8 |
1.3% |
98% |
True |
False |
3,189 |
| 60 |
2,883.0 |
2,250.0 |
633.0 |
22.0% |
36.9 |
1.3% |
99% |
True |
False |
2,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.5 |
|
2.618 |
2,961.5 |
|
1.618 |
2,931.5 |
|
1.000 |
2,913.0 |
|
0.618 |
2,901.5 |
|
HIGH |
2,883.0 |
|
0.618 |
2,871.5 |
|
0.500 |
2,868.0 |
|
0.382 |
2,864.5 |
|
LOW |
2,853.0 |
|
0.618 |
2,834.5 |
|
1.000 |
2,823.0 |
|
1.618 |
2,804.5 |
|
2.618 |
2,774.5 |
|
4.250 |
2,725.5 |
|
|