| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,884.0 |
2,877.0 |
-7.0 |
-0.2% |
2,868.0 |
| High |
2,896.0 |
2,892.0 |
-4.0 |
-0.1% |
2,891.0 |
| Low |
2,862.0 |
2,834.0 |
-28.0 |
-1.0% |
2,799.0 |
| Close |
2,876.0 |
2,853.0 |
-23.0 |
-0.8% |
2,818.0 |
| Range |
34.0 |
58.0 |
24.0 |
70.6% |
92.0 |
| ATR |
47.9 |
48.6 |
0.7 |
1.5% |
0.0 |
| Volume |
147 |
284 |
137 |
93.2% |
2,484 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.7 |
3,001.3 |
2,884.9 |
|
| R3 |
2,975.7 |
2,943.3 |
2,869.0 |
|
| R2 |
2,917.7 |
2,917.7 |
2,863.6 |
|
| R1 |
2,885.3 |
2,885.3 |
2,858.3 |
2,872.5 |
| PP |
2,859.7 |
2,859.7 |
2,859.7 |
2,853.3 |
| S1 |
2,827.3 |
2,827.3 |
2,847.7 |
2,814.5 |
| S2 |
2,801.7 |
2,801.7 |
2,842.4 |
|
| S3 |
2,743.7 |
2,769.3 |
2,837.1 |
|
| S4 |
2,685.7 |
2,711.3 |
2,821.1 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.0 |
3,057.0 |
2,868.6 |
|
| R3 |
3,020.0 |
2,965.0 |
2,843.3 |
|
| R2 |
2,928.0 |
2,928.0 |
2,834.9 |
|
| R1 |
2,873.0 |
2,873.0 |
2,826.4 |
2,854.5 |
| PP |
2,836.0 |
2,836.0 |
2,836.0 |
2,826.8 |
| S1 |
2,781.0 |
2,781.0 |
2,809.6 |
2,762.5 |
| S2 |
2,744.0 |
2,744.0 |
2,801.1 |
|
| S3 |
2,652.0 |
2,689.0 |
2,792.7 |
|
| S4 |
2,560.0 |
2,597.0 |
2,767.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,896.0 |
2,790.0 |
106.0 |
3.7% |
60.8 |
2.1% |
59% |
False |
False |
367 |
| 10 |
2,896.0 |
2,790.0 |
106.0 |
3.7% |
47.1 |
1.7% |
59% |
False |
False |
5,039 |
| 20 |
2,896.0 |
2,684.0 |
212.0 |
7.4% |
42.6 |
1.5% |
80% |
False |
False |
6,674 |
| 40 |
2,896.0 |
2,570.0 |
326.0 |
11.4% |
42.2 |
1.5% |
87% |
False |
False |
3,430 |
| 60 |
2,896.0 |
2,250.0 |
646.0 |
22.6% |
38.0 |
1.3% |
93% |
False |
False |
2,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,138.5 |
|
2.618 |
3,043.8 |
|
1.618 |
2,985.8 |
|
1.000 |
2,950.0 |
|
0.618 |
2,927.8 |
|
HIGH |
2,892.0 |
|
0.618 |
2,869.8 |
|
0.500 |
2,863.0 |
|
0.382 |
2,856.2 |
|
LOW |
2,834.0 |
|
0.618 |
2,798.2 |
|
1.000 |
2,776.0 |
|
1.618 |
2,740.2 |
|
2.618 |
2,682.2 |
|
4.250 |
2,587.5 |
|
|