Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
20,875 |
20,229 |
-646 |
-3.1% |
20,672 |
High |
20,875 |
20,297 |
-578 |
-2.8% |
20,940 |
Low |
20,784 |
20,151 |
-633 |
-3.0% |
20,151 |
Close |
20,815 |
20,151 |
-664 |
-3.2% |
20,151 |
Range |
91 |
146 |
55 |
60.4% |
789 |
ATR |
307 |
332 |
26 |
8.3% |
0 |
Volume |
15 |
20 |
5 |
33.3% |
83 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,638 |
20,540 |
20,231 |
|
R3 |
20,492 |
20,394 |
20,191 |
|
R2 |
20,346 |
20,346 |
20,178 |
|
R1 |
20,248 |
20,248 |
20,164 |
20,224 |
PP |
20,200 |
20,200 |
20,200 |
20,188 |
S1 |
20,102 |
20,102 |
20,138 |
20,078 |
S2 |
20,054 |
20,054 |
20,124 |
|
S3 |
19,908 |
19,956 |
20,111 |
|
S4 |
19,762 |
19,810 |
20,071 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,781 |
22,255 |
20,585 |
|
R3 |
21,992 |
21,466 |
20,368 |
|
R2 |
21,203 |
21,203 |
20,296 |
|
R1 |
20,677 |
20,677 |
20,223 |
20,546 |
PP |
20,414 |
20,414 |
20,414 |
20,348 |
S1 |
19,888 |
19,888 |
20,079 |
19,757 |
S2 |
19,625 |
19,625 |
20,006 |
|
S3 |
18,836 |
19,099 |
19,934 |
|
S4 |
18,047 |
18,310 |
19,717 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,940 |
20,151 |
789 |
3.9% |
147 |
0.7% |
0% |
False |
True |
17 |
10 |
21,630 |
20,151 |
1,479 |
7.3% |
157 |
0.8% |
0% |
False |
True |
22 |
20 |
21,800 |
19,601 |
2,199 |
10.9% |
211 |
1.0% |
25% |
False |
False |
21 |
40 |
21,800 |
19,300 |
2,500 |
12.4% |
167 |
0.8% |
34% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,918 |
2.618 |
20,679 |
1.618 |
20,533 |
1.000 |
20,443 |
0.618 |
20,387 |
HIGH |
20,297 |
0.618 |
20,241 |
0.500 |
20,224 |
0.382 |
20,207 |
LOW |
20,151 |
0.618 |
20,061 |
1.000 |
20,005 |
1.618 |
19,915 |
2.618 |
19,769 |
4.250 |
19,531 |
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