| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,865.0 |
2,852.0 |
-13.0 |
-0.5% |
2,780.0 |
| High |
2,891.0 |
2,887.0 |
-4.0 |
-0.1% |
2,895.0 |
| Low |
2,856.0 |
2,807.0 |
-49.0 |
-1.7% |
2,767.0 |
| Close |
2,867.0 |
2,824.0 |
-43.0 |
-1.5% |
2,875.0 |
| Range |
35.0 |
80.0 |
45.0 |
128.6% |
128.0 |
| ATR |
43.4 |
46.0 |
2.6 |
6.0% |
0.0 |
| Volume |
172 |
164 |
-8 |
-4.7% |
111,282 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.3 |
3,031.7 |
2,868.0 |
|
| R3 |
2,999.3 |
2,951.7 |
2,846.0 |
|
| R2 |
2,919.3 |
2,919.3 |
2,838.7 |
|
| R1 |
2,871.7 |
2,871.7 |
2,831.3 |
2,855.5 |
| PP |
2,839.3 |
2,839.3 |
2,839.3 |
2,831.3 |
| S1 |
2,791.7 |
2,791.7 |
2,816.7 |
2,775.5 |
| S2 |
2,759.3 |
2,759.3 |
2,809.3 |
|
| S3 |
2,679.3 |
2,711.7 |
2,802.0 |
|
| S4 |
2,599.3 |
2,631.7 |
2,780.0 |
|
|
| 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 |
2,807.0 |
88.0 |
3.1% |
43.4 |
1.5% |
19% |
False |
True |
2,170 |
| 10 |
2,895.0 |
2,767.0 |
128.0 |
4.5% |
42.1 |
1.5% |
45% |
False |
False |
11,618 |
| 20 |
2,895.0 |
2,668.0 |
227.0 |
8.0% |
38.9 |
1.4% |
69% |
False |
False |
6,616 |
| 40 |
2,895.0 |
2,570.0 |
325.0 |
11.5% |
39.6 |
1.4% |
78% |
False |
False |
3,441 |
| 60 |
2,895.0 |
2,250.0 |
645.0 |
22.8% |
36.4 |
1.3% |
89% |
False |
False |
2,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,227.0 |
|
2.618 |
3,096.4 |
|
1.618 |
3,016.4 |
|
1.000 |
2,967.0 |
|
0.618 |
2,936.4 |
|
HIGH |
2,887.0 |
|
0.618 |
2,856.4 |
|
0.500 |
2,847.0 |
|
0.382 |
2,837.6 |
|
LOW |
2,807.0 |
|
0.618 |
2,757.6 |
|
1.000 |
2,727.0 |
|
1.618 |
2,677.6 |
|
2.618 |
2,597.6 |
|
4.250 |
2,467.0 |
|
|