| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,868.0 |
2,869.0 |
1.0 |
0.0% |
2,780.0 |
| High |
2,869.0 |
2,890.0 |
21.0 |
0.7% |
2,895.0 |
| Low |
2,833.0 |
2,860.0 |
27.0 |
1.0% |
2,767.0 |
| Close |
2,856.0 |
2,865.0 |
9.0 |
0.3% |
2,875.0 |
| Range |
36.0 |
30.0 |
-6.0 |
-16.7% |
128.0 |
| ATR |
44.8 |
44.1 |
-0.8 |
-1.7% |
0.0 |
| Volume |
831 |
184 |
-647 |
-77.9% |
111,282 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.7 |
2,943.3 |
2,881.5 |
|
| R3 |
2,931.7 |
2,913.3 |
2,873.3 |
|
| R2 |
2,901.7 |
2,901.7 |
2,870.5 |
|
| R1 |
2,883.3 |
2,883.3 |
2,867.8 |
2,877.5 |
| PP |
2,871.7 |
2,871.7 |
2,871.7 |
2,868.8 |
| S1 |
2,853.3 |
2,853.3 |
2,862.3 |
2,847.5 |
| S2 |
2,841.7 |
2,841.7 |
2,859.5 |
|
| S3 |
2,811.7 |
2,823.3 |
2,856.8 |
|
| S4 |
2,781.7 |
2,793.3 |
2,848.5 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,229.7 |
3,180.3 |
2,945.4 |
|
| R3 |
3,101.7 |
3,052.3 |
2,910.2 |
|
| R2 |
2,973.7 |
2,973.7 |
2,898.5 |
|
| R1 |
2,924.3 |
2,924.3 |
2,886.7 |
2,949.0 |
| PP |
2,845.7 |
2,845.7 |
2,845.7 |
2,858.0 |
| S1 |
2,796.3 |
2,796.3 |
2,863.3 |
2,821.0 |
| S2 |
2,717.7 |
2,717.7 |
2,851.5 |
|
| S3 |
2,589.7 |
2,668.3 |
2,839.8 |
|
| S4 |
2,461.7 |
2,540.3 |
2,804.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,895.0 |
2,833.0 |
62.0 |
2.2% |
35.4 |
1.2% |
52% |
False |
False |
17,131 |
| 10 |
2,895.0 |
2,756.0 |
139.0 |
4.9% |
40.9 |
1.4% |
78% |
False |
False |
12,683 |
| 20 |
2,895.0 |
2,668.0 |
227.0 |
7.9% |
36.2 |
1.3% |
87% |
False |
False |
6,613 |
| 40 |
2,895.0 |
2,570.0 |
325.0 |
11.3% |
38.1 |
1.3% |
91% |
False |
False |
3,447 |
| 60 |
2,895.0 |
2,250.0 |
645.0 |
22.5% |
36.3 |
1.3% |
95% |
False |
False |
2,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,017.5 |
|
2.618 |
2,968.5 |
|
1.618 |
2,938.5 |
|
1.000 |
2,920.0 |
|
0.618 |
2,908.5 |
|
HIGH |
2,890.0 |
|
0.618 |
2,878.5 |
|
0.500 |
2,875.0 |
|
0.382 |
2,871.5 |
|
LOW |
2,860.0 |
|
0.618 |
2,841.5 |
|
1.000 |
2,830.0 |
|
1.618 |
2,811.5 |
|
2.618 |
2,781.5 |
|
4.250 |
2,732.5 |
|
|