| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,852.0 |
2,822.0 |
-30.0 |
-1.1% |
2,868.0 |
| High |
2,887.0 |
2,828.0 |
-59.0 |
-2.0% |
2,891.0 |
| Low |
2,807.0 |
2,799.0 |
-8.0 |
-0.3% |
2,799.0 |
| Close |
2,824.0 |
2,818.0 |
-6.0 |
-0.2% |
2,818.0 |
| Range |
80.0 |
29.0 |
-51.0 |
-63.8% |
92.0 |
| ATR |
46.0 |
44.8 |
-1.2 |
-2.6% |
0.0 |
| Volume |
164 |
1,133 |
969 |
590.9% |
2,484 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,902.0 |
2,889.0 |
2,834.0 |
|
| R3 |
2,873.0 |
2,860.0 |
2,826.0 |
|
| R2 |
2,844.0 |
2,844.0 |
2,823.3 |
|
| R1 |
2,831.0 |
2,831.0 |
2,820.7 |
2,823.0 |
| PP |
2,815.0 |
2,815.0 |
2,815.0 |
2,811.0 |
| S1 |
2,802.0 |
2,802.0 |
2,815.3 |
2,794.0 |
| S2 |
2,786.0 |
2,786.0 |
2,812.7 |
|
| S3 |
2,757.0 |
2,773.0 |
2,810.0 |
|
| S4 |
2,728.0 |
2,744.0 |
2,802.1 |
|
|
| 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 |
2,891.0 |
2,799.0 |
92.0 |
3.3% |
42.0 |
1.5% |
21% |
False |
True |
496 |
| 10 |
2,895.0 |
2,767.0 |
128.0 |
4.5% |
41.9 |
1.5% |
40% |
False |
False |
11,376 |
| 20 |
2,895.0 |
2,668.0 |
227.0 |
8.1% |
38.8 |
1.4% |
66% |
False |
False |
6,664 |
| 40 |
2,895.0 |
2,570.0 |
325.0 |
11.5% |
39.5 |
1.4% |
76% |
False |
False |
3,456 |
| 60 |
2,895.0 |
2,250.0 |
645.0 |
22.9% |
36.5 |
1.3% |
88% |
False |
False |
2,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.3 |
|
2.618 |
2,903.9 |
|
1.618 |
2,874.9 |
|
1.000 |
2,857.0 |
|
0.618 |
2,845.9 |
|
HIGH |
2,828.0 |
|
0.618 |
2,816.9 |
|
0.500 |
2,813.5 |
|
0.382 |
2,810.1 |
|
LOW |
2,799.0 |
|
0.618 |
2,781.1 |
|
1.000 |
2,770.0 |
|
1.618 |
2,752.1 |
|
2.618 |
2,723.1 |
|
4.250 |
2,675.8 |
|
|