Day Change Summary |
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Previous |
Current |
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30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,061.02 |
1,054.91 |
-6.11 |
-0.6% |
1,067.14 |
High |
1,063.40 |
1,054.91 |
-8.49 |
-0.8% |
1,080.15 |
Low |
1,046.47 |
1,029.45 |
-17.02 |
-1.6% |
1,041.17 |
Close |
1,057.08 |
1,029.85 |
-27.23 |
-2.6% |
1,044.38 |
Range |
16.93 |
25.46 |
8.53 |
50.4% |
38.98 |
ATR |
14.67 |
15.59 |
0.93 |
6.3% |
0.00 |
Volume |
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Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.45 |
1,097.61 |
1,043.85 |
|
R3 |
1,088.99 |
1,072.15 |
1,036.85 |
|
R2 |
1,063.53 |
1,063.53 |
1,034.52 |
|
R1 |
1,046.69 |
1,046.69 |
1,032.18 |
1,042.38 |
PP |
1,038.07 |
1,038.07 |
1,038.07 |
1,035.92 |
S1 |
1,021.23 |
1,021.23 |
1,027.52 |
1,016.92 |
S2 |
1,012.61 |
1,012.61 |
1,025.18 |
|
S3 |
987.15 |
995.77 |
1,022.85 |
|
S4 |
961.69 |
970.31 |
1,015.85 |
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Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.17 |
1,147.26 |
1,065.82 |
|
R3 |
1,133.19 |
1,108.28 |
1,055.10 |
|
R2 |
1,094.21 |
1,094.21 |
1,051.53 |
|
R1 |
1,069.30 |
1,069.30 |
1,047.95 |
1,062.27 |
PP |
1,055.23 |
1,055.23 |
1,055.23 |
1,051.72 |
S1 |
1,030.32 |
1,030.32 |
1,040.81 |
1,023.29 |
S2 |
1,016.25 |
1,016.25 |
1,037.23 |
|
S3 |
977.27 |
991.34 |
1,033.66 |
|
S4 |
938.29 |
952.36 |
1,022.94 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,069.62 |
1,029.45 |
40.17 |
3.9% |
17.25 |
1.7% |
1% |
False |
True |
|
10 |
1,080.15 |
1,029.45 |
50.70 |
4.9% |
15.10 |
1.5% |
1% |
False |
True |
|
20 |
1,080.15 |
992.25 |
87.90 |
8.5% |
13.97 |
1.4% |
43% |
False |
False |
|
40 |
1,080.15 |
978.51 |
101.64 |
9.9% |
14.65 |
1.4% |
51% |
False |
False |
|
60 |
1,080.15 |
872.81 |
207.34 |
20.1% |
14.41 |
1.4% |
76% |
False |
False |
|
80 |
1,080.15 |
869.32 |
210.83 |
20.5% |
14.88 |
1.4% |
76% |
False |
False |
|
100 |
1,080.15 |
869.32 |
210.83 |
20.5% |
15.64 |
1.5% |
76% |
False |
False |
|
120 |
1,080.15 |
826.83 |
253.32 |
24.6% |
16.35 |
1.6% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,163.12 |
2.618 |
1,121.56 |
1.618 |
1,096.10 |
1.000 |
1,080.37 |
0.618 |
1,070.64 |
HIGH |
1,054.91 |
0.618 |
1,045.18 |
0.500 |
1,042.18 |
0.382 |
1,039.18 |
LOW |
1,029.45 |
0.618 |
1,013.72 |
1.000 |
1,003.99 |
1.618 |
988.26 |
2.618 |
962.80 |
4.250 |
921.25 |
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