Day Change Summary |
|
Previous |
Current |
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|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
3,045 |
3,090 |
45 |
1.5% |
3,000 |
High |
3,105 |
3,125 |
20 |
0.6% |
3,125 |
Low |
3,029 |
3,077 |
48 |
1.6% |
2,993 |
Close |
3,090 |
3,098 |
8 |
0.3% |
3,098 |
Range |
76 |
48 |
-28 |
-36.8% |
132 |
ATR |
85 |
82 |
-3 |
-3.1% |
0 |
Volume |
1,289 |
1,081 |
-208 |
-16.1% |
2,897 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,244 |
3,219 |
3,124 |
|
R3 |
3,196 |
3,171 |
3,111 |
|
R2 |
3,148 |
3,148 |
3,107 |
|
R1 |
3,123 |
3,123 |
3,102 |
3,136 |
PP |
3,100 |
3,100 |
3,100 |
3,106 |
S1 |
3,075 |
3,075 |
3,094 |
3,088 |
S2 |
3,052 |
3,052 |
3,089 |
|
S3 |
3,004 |
3,027 |
3,085 |
|
S4 |
2,956 |
2,979 |
3,072 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,468 |
3,415 |
3,171 |
|
R3 |
3,336 |
3,283 |
3,134 |
|
R2 |
3,204 |
3,204 |
3,122 |
|
R1 |
3,151 |
3,151 |
3,110 |
3,178 |
PP |
3,072 |
3,072 |
3,072 |
3,085 |
S1 |
3,019 |
3,019 |
3,086 |
3,046 |
S2 |
2,940 |
2,940 |
3,074 |
|
S3 |
2,808 |
2,887 |
3,062 |
|
S4 |
2,676 |
2,755 |
3,025 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,125 |
2,928 |
197 |
6.4% |
59 |
1.9% |
86% |
True |
False |
879 |
10 |
3,125 |
2,784 |
341 |
11.0% |
83 |
2.7% |
92% |
True |
False |
1,008 |
20 |
3,125 |
2,725 |
400 |
12.9% |
82 |
2.6% |
93% |
True |
False |
1,083 |
40 |
3,125 |
2,700 |
425 |
13.7% |
78 |
2.5% |
94% |
True |
False |
1,003 |
60 |
3,125 |
2,466 |
659 |
21.3% |
70 |
2.3% |
96% |
True |
False |
908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,329 |
2.618 |
3,251 |
1.618 |
3,203 |
1.000 |
3,173 |
0.618 |
3,155 |
HIGH |
3,125 |
0.618 |
3,107 |
0.500 |
3,101 |
0.382 |
3,095 |
LOW |
3,077 |
0.618 |
3,047 |
1.000 |
3,029 |
1.618 |
2,999 |
2.618 |
2,951 |
4.250 |
2,873 |
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