| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1,655.92 |
1,668.64 |
12.72 |
0.8% |
1,628.21 |
| High |
1,676.25 |
1,686.27 |
10.02 |
0.6% |
1,648.27 |
| Low |
1,648.92 |
1,665.49 |
16.57 |
1.0% |
1,585.56 |
| Close |
1,669.23 |
1,686.16 |
16.93 |
1.0% |
1,638.07 |
| Range |
27.33 |
20.78 |
-6.55 |
-24.0% |
62.71 |
| ATR |
27.59 |
27.10 |
-0.49 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.65 |
1,734.68 |
1,697.59 |
|
| R3 |
1,720.87 |
1,713.90 |
1,691.87 |
|
| R2 |
1,700.09 |
1,700.09 |
1,689.97 |
|
| R1 |
1,693.12 |
1,693.12 |
1,688.06 |
1,696.61 |
| PP |
1,679.31 |
1,679.31 |
1,679.31 |
1,681.05 |
| S1 |
1,672.34 |
1,672.34 |
1,684.26 |
1,675.83 |
| S2 |
1,658.53 |
1,658.53 |
1,682.35 |
|
| S3 |
1,637.75 |
1,651.56 |
1,680.45 |
|
| S4 |
1,616.97 |
1,630.78 |
1,674.73 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,812.10 |
1,787.79 |
1,672.56 |
|
| R3 |
1,749.39 |
1,725.08 |
1,655.32 |
|
| R2 |
1,686.68 |
1,686.68 |
1,649.57 |
|
| R1 |
1,662.37 |
1,662.37 |
1,643.82 |
1,674.53 |
| PP |
1,623.97 |
1,623.97 |
1,623.97 |
1,630.04 |
| S1 |
1,599.66 |
1,599.66 |
1,632.32 |
1,611.82 |
| S2 |
1,561.26 |
1,561.26 |
1,626.57 |
|
| S3 |
1,498.55 |
1,536.95 |
1,620.82 |
|
| S4 |
1,435.84 |
1,474.24 |
1,603.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,686.27 |
1,585.56 |
100.71 |
6.0% |
23.06 |
1.4% |
100% |
True |
False |
|
| 10 |
1,686.27 |
1,585.56 |
100.71 |
6.0% |
27.25 |
1.6% |
100% |
True |
False |
|
| 20 |
1,686.27 |
1,563.14 |
123.13 |
7.3% |
25.12 |
1.5% |
100% |
True |
False |
|
| 40 |
1,686.27 |
1,494.57 |
191.70 |
11.4% |
24.10 |
1.4% |
100% |
True |
False |
|
| 60 |
1,686.27 |
1,394.87 |
291.40 |
17.3% |
24.48 |
1.5% |
100% |
True |
False |
|
| 80 |
1,686.27 |
1,350.95 |
335.32 |
19.9% |
25.69 |
1.5% |
100% |
True |
False |
|
| 100 |
1,686.27 |
1,303.73 |
382.54 |
22.7% |
26.73 |
1.6% |
100% |
True |
False |
|
| 120 |
1,686.27 |
1,203.85 |
482.42 |
28.6% |
27.31 |
1.6% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,774.59 |
|
2.618 |
1,740.67 |
|
1.618 |
1,719.89 |
|
1.000 |
1,707.05 |
|
0.618 |
1,699.11 |
|
HIGH |
1,686.27 |
|
0.618 |
1,678.33 |
|
0.500 |
1,675.88 |
|
0.382 |
1,673.43 |
|
LOW |
1,665.49 |
|
0.618 |
1,652.65 |
|
1.000 |
1,644.71 |
|
1.618 |
1,631.87 |
|
2.618 |
1,611.09 |
|
4.250 |
1,577.18 |
|
|