| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,720.91 |
1,713.47 |
-7.44 |
-0.4% |
1,668.70 |
| High |
1,732.11 |
1,729.22 |
-2.89 |
-0.2% |
1,732.11 |
| Low |
1,713.60 |
1,710.58 |
-3.02 |
-0.2% |
1,660.37 |
| Close |
1,717.79 |
1,727.76 |
9.97 |
0.6% |
1,727.76 |
| Range |
18.51 |
18.64 |
0.13 |
0.7% |
71.74 |
| ATR |
26.27 |
25.72 |
-0.54 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,778.44 |
1,771.74 |
1,738.01 |
|
| R3 |
1,759.80 |
1,753.10 |
1,732.89 |
|
| R2 |
1,741.16 |
1,741.16 |
1,731.18 |
|
| R1 |
1,734.46 |
1,734.46 |
1,729.47 |
1,737.81 |
| PP |
1,722.52 |
1,722.52 |
1,722.52 |
1,724.20 |
| S1 |
1,715.82 |
1,715.82 |
1,726.05 |
1,719.17 |
| S2 |
1,703.88 |
1,703.88 |
1,724.34 |
|
| S3 |
1,685.24 |
1,697.18 |
1,722.63 |
|
| S4 |
1,666.60 |
1,678.54 |
1,717.51 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,921.97 |
1,896.60 |
1,767.22 |
|
| R3 |
1,850.23 |
1,824.86 |
1,747.49 |
|
| R2 |
1,778.49 |
1,778.49 |
1,740.91 |
|
| R1 |
1,753.12 |
1,753.12 |
1,734.34 |
1,765.81 |
| PP |
1,706.75 |
1,706.75 |
1,706.75 |
1,713.09 |
| S1 |
1,681.38 |
1,681.38 |
1,721.18 |
1,694.07 |
| S2 |
1,635.01 |
1,635.01 |
1,714.61 |
|
| S3 |
1,563.27 |
1,609.64 |
1,708.03 |
|
| S4 |
1,491.53 |
1,537.90 |
1,688.30 |
|
|
| 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 |
1,660.37 |
71.74 |
4.2% |
19.98 |
1.2% |
94% |
False |
False |
|
| 10 |
1,733.79 |
1,656.57 |
77.22 |
4.5% |
25.88 |
1.5% |
92% |
False |
False |
|
| 20 |
1,754.54 |
1,656.57 |
97.97 |
5.7% |
23.71 |
1.4% |
73% |
False |
False |
|
| 40 |
1,754.54 |
1,563.14 |
191.40 |
11.1% |
24.27 |
1.4% |
86% |
False |
False |
|
| 60 |
1,754.54 |
1,511.61 |
242.93 |
14.1% |
23.78 |
1.4% |
89% |
False |
False |
|
| 80 |
1,754.54 |
1,394.87 |
359.67 |
20.8% |
24.10 |
1.4% |
93% |
False |
False |
|
| 100 |
1,754.54 |
1,350.95 |
403.59 |
23.4% |
25.14 |
1.5% |
93% |
False |
False |
|
| 120 |
1,754.54 |
1,317.51 |
437.03 |
25.3% |
26.13 |
1.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,808.44 |
|
2.618 |
1,778.02 |
|
1.618 |
1,759.38 |
|
1.000 |
1,747.86 |
|
0.618 |
1,740.74 |
|
HIGH |
1,729.22 |
|
0.618 |
1,722.10 |
|
0.500 |
1,719.90 |
|
0.382 |
1,717.70 |
|
LOW |
1,710.58 |
|
0.618 |
1,699.06 |
|
1.000 |
1,691.94 |
|
1.618 |
1,680.42 |
|
2.618 |
1,661.78 |
|
4.250 |
1,631.36 |
|
|