| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,684.75 |
1,701.40 |
16.65 |
1.0% |
1,702.95 |
| High |
1,712.59 |
1,710.45 |
-2.14 |
-0.1% |
1,733.79 |
| Low |
1,684.08 |
1,698.63 |
14.55 |
0.9% |
1,656.57 |
| Close |
1,705.25 |
1,710.45 |
5.20 |
0.3% |
1,662.49 |
| Range |
28.51 |
11.82 |
-16.69 |
-58.5% |
77.22 |
| ATR |
27.76 |
26.62 |
-1.14 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.97 |
1,738.03 |
1,716.95 |
|
| R3 |
1,730.15 |
1,726.21 |
1,713.70 |
|
| R2 |
1,718.33 |
1,718.33 |
1,712.62 |
|
| R1 |
1,714.39 |
1,714.39 |
1,711.53 |
1,716.36 |
| PP |
1,706.51 |
1,706.51 |
1,706.51 |
1,707.50 |
| S1 |
1,702.57 |
1,702.57 |
1,709.37 |
1,704.54 |
| S2 |
1,694.69 |
1,694.69 |
1,708.28 |
|
| S3 |
1,682.87 |
1,690.75 |
1,707.20 |
|
| S4 |
1,671.05 |
1,678.93 |
1,703.95 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.94 |
1,866.44 |
1,704.96 |
|
| R3 |
1,838.72 |
1,789.22 |
1,683.73 |
|
| R2 |
1,761.50 |
1,761.50 |
1,676.65 |
|
| R1 |
1,712.00 |
1,712.00 |
1,669.57 |
1,698.14 |
| PP |
1,684.28 |
1,684.28 |
1,684.28 |
1,677.36 |
| S1 |
1,634.78 |
1,634.78 |
1,655.41 |
1,620.92 |
| S2 |
1,607.06 |
1,607.06 |
1,648.33 |
|
| S3 |
1,529.84 |
1,557.56 |
1,641.25 |
|
| S4 |
1,452.62 |
1,480.34 |
1,620.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,712.59 |
1,656.57 |
56.02 |
3.3% |
25.53 |
1.5% |
96% |
False |
False |
|
| 10 |
1,734.92 |
1,656.57 |
78.35 |
4.6% |
27.75 |
1.6% |
69% |
False |
False |
|
| 20 |
1,754.54 |
1,656.57 |
97.97 |
5.7% |
23.66 |
1.4% |
55% |
False |
False |
|
| 40 |
1,754.54 |
1,563.14 |
191.40 |
11.2% |
24.85 |
1.5% |
77% |
False |
False |
|
| 60 |
1,754.54 |
1,470.09 |
284.45 |
16.6% |
24.13 |
1.4% |
84% |
False |
False |
|
| 80 |
1,754.54 |
1,394.87 |
359.67 |
21.0% |
24.35 |
1.4% |
88% |
False |
False |
|
| 100 |
1,754.54 |
1,350.95 |
403.59 |
23.6% |
25.43 |
1.5% |
89% |
False |
False |
|
| 120 |
1,754.54 |
1,303.73 |
450.81 |
26.4% |
26.29 |
1.5% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,760.69 |
|
2.618 |
1,741.39 |
|
1.618 |
1,729.57 |
|
1.000 |
1,722.27 |
|
0.618 |
1,717.75 |
|
HIGH |
1,710.45 |
|
0.618 |
1,705.93 |
|
0.500 |
1,704.54 |
|
0.382 |
1,703.15 |
|
LOW |
1,698.63 |
|
0.618 |
1,691.33 |
|
1.000 |
1,686.81 |
|
1.618 |
1,679.51 |
|
2.618 |
1,667.69 |
|
4.250 |
1,648.40 |
|
|