| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1,063.68 |
1,061.02 |
-2.66 |
-0.3% |
1,067.14 |
| High |
1,069.62 |
1,063.40 |
-6.22 |
-0.6% |
1,080.15 |
| Low |
1,057.83 |
1,046.47 |
-11.36 |
-1.1% |
1,041.17 |
| Close |
1,060.61 |
1,057.08 |
-3.53 |
-0.3% |
1,044.38 |
| Range |
11.79 |
16.93 |
5.14 |
43.6% |
38.98 |
| ATR |
14.49 |
14.67 |
0.17 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,106.44 |
1,098.69 |
1,066.39 |
|
| R3 |
1,089.51 |
1,081.76 |
1,061.74 |
|
| R2 |
1,072.58 |
1,072.58 |
1,060.18 |
|
| R1 |
1,064.83 |
1,064.83 |
1,058.63 |
1,060.24 |
| PP |
1,055.65 |
1,055.65 |
1,055.65 |
1,053.36 |
| S1 |
1,047.90 |
1,047.90 |
1,055.53 |
1,043.31 |
| S2 |
1,038.72 |
1,038.72 |
1,053.98 |
|
| S3 |
1,021.79 |
1,030.97 |
1,052.42 |
|
| S4 |
1,004.86 |
1,014.04 |
1,047.77 |
|
|
| 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 |
|
|
| 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 |
1,041.17 |
28.45 |
2.7% |
16.24 |
1.5% |
56% |
False |
False |
|
| 10 |
1,080.15 |
1,041.17 |
38.98 |
3.7% |
13.91 |
1.3% |
41% |
False |
False |
|
| 20 |
1,080.15 |
991.97 |
88.18 |
8.3% |
13.12 |
1.2% |
74% |
False |
False |
|
| 40 |
1,080.15 |
978.51 |
101.64 |
9.6% |
14.32 |
1.4% |
77% |
False |
False |
|
| 60 |
1,080.15 |
869.32 |
210.83 |
19.9% |
14.27 |
1.4% |
89% |
False |
False |
|
| 80 |
1,080.15 |
869.32 |
210.83 |
19.9% |
14.69 |
1.4% |
89% |
False |
False |
|
| 100 |
1,080.15 |
869.32 |
210.83 |
19.9% |
15.53 |
1.5% |
89% |
False |
False |
|
| 120 |
1,080.15 |
826.83 |
253.32 |
24.0% |
16.29 |
1.5% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,135.35 |
|
2.618 |
1,107.72 |
|
1.618 |
1,090.79 |
|
1.000 |
1,080.33 |
|
0.618 |
1,073.86 |
|
HIGH |
1,063.40 |
|
0.618 |
1,056.93 |
|
0.500 |
1,054.94 |
|
0.382 |
1,052.94 |
|
LOW |
1,046.47 |
|
0.618 |
1,036.01 |
|
1.000 |
1,029.54 |
|
1.618 |
1,019.08 |
|
2.618 |
1,002.15 |
|
4.250 |
974.52 |
|
|