Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,064.3 |
1,056.8 |
-7.5 |
-0.7% |
1,056.2 |
High |
1,070.0 |
1,062.4 |
-7.6 |
-0.7% |
1,070.4 |
Low |
1,053.0 |
1,040.4 |
-12.6 |
-1.2% |
1,050.2 |
Close |
1,058.6 |
1,044.9 |
-13.7 |
-1.3% |
1,058.6 |
Range |
17.0 |
22.0 |
5.0 |
29.4% |
20.2 |
ATR |
15.4 |
15.8 |
0.5 |
3.1% |
0.0 |
Volume |
1,113 |
1,019 |
-94 |
-8.4% |
8,174 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.2 |
1,102.1 |
1,057.0 |
|
R3 |
1,093.2 |
1,080.1 |
1,051.0 |
|
R2 |
1,071.2 |
1,071.2 |
1,048.9 |
|
R1 |
1,058.1 |
1,058.1 |
1,046.9 |
1,053.7 |
PP |
1,049.2 |
1,049.2 |
1,049.2 |
1,047.0 |
S1 |
1,036.1 |
1,036.1 |
1,042.9 |
1,031.7 |
S2 |
1,027.2 |
1,027.2 |
1,040.9 |
|
S3 |
1,005.2 |
1,014.1 |
1,038.9 |
|
S4 |
983.2 |
992.1 |
1,032.8 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,120.3 |
1,109.7 |
1,069.7 |
|
R3 |
1,100.1 |
1,089.5 |
1,064.2 |
|
R2 |
1,079.9 |
1,079.9 |
1,062.3 |
|
R1 |
1,069.3 |
1,069.3 |
1,060.5 |
1,074.6 |
PP |
1,059.7 |
1,059.7 |
1,059.7 |
1,062.4 |
S1 |
1,049.1 |
1,049.1 |
1,056.7 |
1,054.4 |
S2 |
1,039.5 |
1,039.5 |
1,054.9 |
|
S3 |
1,019.3 |
1,028.9 |
1,053.0 |
|
S4 |
999.1 |
1,008.7 |
1,047.5 |
|
|
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 |
1,040.4 |
30.0 |
2.9% |
16.5 |
1.6% |
15% |
False |
True |
1,750 |
10 |
1,073.3 |
1,040.4 |
32.9 |
3.1% |
16.2 |
1.5% |
14% |
False |
True |
1,334 |
20 |
1,073.3 |
989.3 |
84.0 |
8.0% |
15.7 |
1.5% |
66% |
False |
False |
1,369 |
40 |
1,073.3 |
946.7 |
126.6 |
12.1% |
15.4 |
1.5% |
78% |
False |
False |
1,339 |
60 |
1,073.3 |
934.6 |
138.7 |
13.3% |
13.7 |
1.3% |
80% |
False |
False |
1,069 |
80 |
1,073.3 |
910.1 |
163.2 |
15.6% |
12.9 |
1.2% |
83% |
False |
False |
999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,155.9 |
2.618 |
1,120.0 |
1.618 |
1,098.0 |
1.000 |
1,084.4 |
0.618 |
1,076.0 |
HIGH |
1,062.4 |
0.618 |
1,054.0 |
0.500 |
1,051.4 |
0.382 |
1,048.8 |
LOW |
1,040.4 |
0.618 |
1,026.8 |
1.000 |
1,018.4 |
1.618 |
1,004.8 |
2.618 |
982.8 |
4.250 |
946.9 |
|
|