| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1,702.95 |
1,724.20 |
21.25 |
1.2% |
1,717.37 |
| High |
1,733.79 |
1,732.31 |
-1.48 |
-0.1% |
1,754.54 |
| Low |
1,702.52 |
1,709.28 |
6.76 |
0.4% |
1,690.68 |
| Close |
1,724.59 |
1,717.67 |
-6.92 |
-0.4% |
1,694.15 |
| Range |
31.27 |
23.03 |
-8.24 |
-26.4% |
63.86 |
| ATR |
25.23 |
25.08 |
-0.16 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,788.84 |
1,776.29 |
1,730.34 |
|
| R3 |
1,765.81 |
1,753.26 |
1,724.00 |
|
| R2 |
1,742.78 |
1,742.78 |
1,721.89 |
|
| R1 |
1,730.23 |
1,730.23 |
1,719.78 |
1,724.99 |
| PP |
1,719.75 |
1,719.75 |
1,719.75 |
1,717.14 |
| S1 |
1,707.20 |
1,707.20 |
1,715.56 |
1,701.96 |
| S2 |
1,696.72 |
1,696.72 |
1,713.45 |
|
| S3 |
1,673.69 |
1,684.17 |
1,711.34 |
|
| S4 |
1,650.66 |
1,661.14 |
1,705.00 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,904.70 |
1,863.29 |
1,729.27 |
|
| R3 |
1,840.84 |
1,799.43 |
1,711.71 |
|
| R2 |
1,776.98 |
1,776.98 |
1,705.86 |
|
| R1 |
1,735.57 |
1,735.57 |
1,700.00 |
1,724.35 |
| PP |
1,713.12 |
1,713.12 |
1,713.12 |
1,707.51 |
| S1 |
1,671.71 |
1,671.71 |
1,688.30 |
1,660.49 |
| S2 |
1,649.26 |
1,649.26 |
1,682.44 |
|
| S3 |
1,585.40 |
1,607.85 |
1,676.59 |
|
| S4 |
1,521.54 |
1,543.99 |
1,659.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,754.54 |
1,690.68 |
63.86 |
3.7% |
28.34 |
1.6% |
42% |
False |
False |
|
| 10 |
1,754.54 |
1,690.68 |
63.86 |
3.7% |
23.40 |
1.4% |
42% |
False |
False |
|
| 20 |
1,754.54 |
1,585.56 |
168.98 |
9.8% |
23.70 |
1.4% |
78% |
False |
False |
|
| 40 |
1,754.54 |
1,563.14 |
191.40 |
11.1% |
23.90 |
1.4% |
81% |
False |
False |
|
| 60 |
1,754.54 |
1,394.87 |
359.67 |
20.9% |
24.00 |
1.4% |
90% |
False |
False |
|
| 80 |
1,754.54 |
1,394.87 |
359.67 |
20.9% |
24.19 |
1.4% |
90% |
False |
False |
|
| 100 |
1,754.54 |
1,339.82 |
414.72 |
24.1% |
25.64 |
1.5% |
91% |
False |
False |
|
| 120 |
1,754.54 |
1,295.10 |
459.44 |
26.7% |
26.15 |
1.5% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,830.19 |
|
2.618 |
1,792.60 |
|
1.618 |
1,769.57 |
|
1.000 |
1,755.34 |
|
0.618 |
1,746.54 |
|
HIGH |
1,732.31 |
|
0.618 |
1,723.51 |
|
0.500 |
1,720.80 |
|
0.382 |
1,718.08 |
|
LOW |
1,709.28 |
|
0.618 |
1,695.05 |
|
1.000 |
1,686.25 |
|
1.618 |
1,672.02 |
|
2.618 |
1,648.99 |
|
4.250 |
1,611.40 |
|
|