| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,701.40 |
1,720.91 |
19.51 |
1.1% |
1,702.95 |
| High |
1,710.45 |
1,732.11 |
21.66 |
1.3% |
1,733.79 |
| Low |
1,698.63 |
1,713.60 |
14.97 |
0.9% |
1,656.57 |
| Close |
1,710.45 |
1,717.79 |
7.34 |
0.4% |
1,662.49 |
| Range |
11.82 |
18.51 |
6.69 |
56.6% |
77.22 |
| ATR |
26.62 |
26.27 |
-0.35 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,776.70 |
1,765.75 |
1,727.97 |
|
| R3 |
1,758.19 |
1,747.24 |
1,722.88 |
|
| R2 |
1,739.68 |
1,739.68 |
1,721.18 |
|
| R1 |
1,728.73 |
1,728.73 |
1,719.49 |
1,724.95 |
| PP |
1,721.17 |
1,721.17 |
1,721.17 |
1,719.28 |
| S1 |
1,710.22 |
1,710.22 |
1,716.09 |
1,706.44 |
| S2 |
1,702.66 |
1,702.66 |
1,714.40 |
|
| S3 |
1,684.15 |
1,691.71 |
1,712.70 |
|
| S4 |
1,665.64 |
1,673.20 |
1,707.61 |
|
|
| 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 |
1,732.11 |
1,656.57 |
75.54 |
4.4% |
20.18 |
1.2% |
81% |
True |
False |
|
| 10 |
1,733.79 |
1,656.57 |
77.22 |
4.5% |
25.98 |
1.5% |
79% |
False |
False |
|
| 20 |
1,754.54 |
1,656.57 |
97.97 |
5.7% |
23.55 |
1.4% |
62% |
False |
False |
|
| 40 |
1,754.54 |
1,563.14 |
191.40 |
11.1% |
24.33 |
1.4% |
81% |
False |
False |
|
| 60 |
1,754.54 |
1,494.57 |
259.97 |
15.1% |
23.92 |
1.4% |
86% |
False |
False |
|
| 80 |
1,754.54 |
1,394.87 |
359.67 |
20.9% |
24.25 |
1.4% |
90% |
False |
False |
|
| 100 |
1,754.54 |
1,350.95 |
403.59 |
23.5% |
25.26 |
1.5% |
91% |
False |
False |
|
| 120 |
1,754.54 |
1,303.73 |
450.81 |
26.2% |
26.20 |
1.5% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,810.78 |
|
2.618 |
1,780.57 |
|
1.618 |
1,762.06 |
|
1.000 |
1,750.62 |
|
0.618 |
1,743.55 |
|
HIGH |
1,732.11 |
|
0.618 |
1,725.04 |
|
0.500 |
1,722.86 |
|
0.382 |
1,720.67 |
|
LOW |
1,713.60 |
|
0.618 |
1,702.16 |
|
1.000 |
1,695.09 |
|
1.618 |
1,683.65 |
|
2.618 |
1,665.14 |
|
4.250 |
1,634.93 |
|
|