Day Change Summary |
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Previous |
Current |
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|
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20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,068.1 |
1,058.5 |
-9.6 |
-0.9% |
1,056.2 |
High |
1,070.4 |
1,067.7 |
-2.7 |
-0.3% |
1,073.3 |
Low |
1,055.0 |
1,050.2 |
-4.8 |
-0.5% |
1,046.8 |
Close |
1,060.7 |
1,066.6 |
5.9 |
0.6% |
1,053.8 |
Range |
15.4 |
17.5 |
2.1 |
13.6% |
26.5 |
ATR |
15.3 |
15.4 |
0.2 |
1.0% |
0.0 |
Volume |
3,837 |
1,491 |
-2,346 |
-61.1% |
5,969 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.0 |
1,107.8 |
1,076.2 |
|
R3 |
1,096.5 |
1,090.3 |
1,071.4 |
|
R2 |
1,079.0 |
1,079.0 |
1,069.8 |
|
R1 |
1,072.8 |
1,072.8 |
1,068.2 |
1,075.9 |
PP |
1,061.5 |
1,061.5 |
1,061.5 |
1,063.1 |
S1 |
1,055.3 |
1,055.3 |
1,065.0 |
1,058.4 |
S2 |
1,044.0 |
1,044.0 |
1,063.4 |
|
S3 |
1,026.5 |
1,037.8 |
1,061.8 |
|
S4 |
1,009.0 |
1,020.3 |
1,057.0 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,137.5 |
1,122.1 |
1,068.4 |
|
R3 |
1,111.0 |
1,095.6 |
1,061.1 |
|
R2 |
1,084.5 |
1,084.5 |
1,058.7 |
|
R1 |
1,069.1 |
1,069.1 |
1,056.2 |
1,063.6 |
PP |
1,058.0 |
1,058.0 |
1,058.0 |
1,055.2 |
S1 |
1,042.6 |
1,042.6 |
1,051.4 |
1,037.1 |
S2 |
1,031.5 |
1,031.5 |
1,048.9 |
|
S3 |
1,005.0 |
1,016.1 |
1,046.5 |
|
S4 |
978.5 |
989.6 |
1,039.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,070.4 |
1,046.8 |
23.6 |
2.2% |
16.5 |
1.5% |
84% |
False |
False |
1,581 |
10 |
1,073.3 |
1,046.4 |
26.9 |
2.5% |
15.2 |
1.4% |
75% |
False |
False |
1,510 |
20 |
1,073.3 |
989.3 |
84.0 |
7.9% |
15.8 |
1.5% |
92% |
False |
False |
1,528 |
40 |
1,073.3 |
944.0 |
129.3 |
12.1% |
14.8 |
1.4% |
95% |
False |
False |
1,327 |
60 |
1,073.3 |
930.9 |
142.4 |
13.4% |
13.7 |
1.3% |
95% |
False |
False |
1,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,142.1 |
2.618 |
1,113.5 |
1.618 |
1,096.0 |
1.000 |
1,085.2 |
0.618 |
1,078.5 |
HIGH |
1,067.7 |
0.618 |
1,061.0 |
0.500 |
1,059.0 |
0.382 |
1,056.9 |
LOW |
1,050.2 |
0.618 |
1,039.4 |
1.000 |
1,032.7 |
1.618 |
1,021.9 |
2.618 |
1,004.4 |
4.250 |
975.8 |
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